April 21, 2017 / 11:03 AM / 4 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.69 pct

  Apr 21 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.69 percent on
Friday compared with 6.55 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.23 percent on Friday. One-month, two-month, three-month,
six-month and one-year swaps and benchmark rates are given in
the table below.
--------------------------------------------------------------
                   dlr/rupee      In percent    Implied rupees
  (Spot to)       (paise)       (annualised)  Interest rates(%)
--------------------------------------------------------------
  1M(25/05/17)   27.25/28.50    05.13/05.37   06.14/06.38
  2M(27/06/17)   58.00/59.50    05.20/05.34   06.27/06.40
  3M(25/07/17)   84.00/85.75    05.22/05.33   06.41/06.51
  6M(25/10/17)  167.25/169.25   05.17/05.23   06.62/06.69
  1Y(25/04/18)  330.25/332.25   05.11/05.15   06.97/07.01
    Spot rate : 1$ = 64.5701 rupees (Source - RBI reference
rate from Thomson Reuters page                     
    Note: Figures in brackets indicate negative values.
    The US Dollar LIBOR rates are published by the British
Bankers' Association and sourced from the Thomson Reuters page
          .
    The implied benchmark rates will be available on Thomson Reuters
pages by typing          or            followed by the ENTER key
or double-clicking         ,           .
    Refer to Thomson Reuters page            for the calculation
methodology.
    FIMMDA refers to Fixed Income Money Market and Derivatives
Association of India.
  
($1=0)

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