May 29, 2017 / 11:00 AM / 5 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.11 pct

  May 29 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.11 percent on
Monday compared with 6.17 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.29 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(30/06/17)   24.25/25.75    04.57/04.85   05.63/05.92
  2M(31/07/17)   49.75/51.50    04.61/04.77   05.76/05.92
  3M(31/08/17)   75.75/77.50    04.66/04.76   05.89/06.00
  6M(30/11/17)  148.25/150.25   04.58/04.64   06.05/06.11
  1Y(31/05/18)  295.75/297.75   04.58/04.61   06.41/06.44
    Spot rate : 1$ = 64.5565 rupees (Source - RBI reference
rate from Thomson Reuters page                     
    NOTE : LIBOR RATES AS OF 26-May-17 
    
    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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