June 1, 2017 / 11:00 AM / 4 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.24 pct

  Jun 1 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.24 percent on
Thursday compared with 6.15 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.50 percent on Thursday. 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(05/07/17)   24.50/25.75    04.62/04.86   05.72/05.95
  2M(07/08/17)   52.25/54.00    04.70/04.85   05.86/06.01
  3M(05/09/17)   76.50/78.25    04.71/04.82   05.96/06.07
  6M(05/12/17)  152.00/154.00   04.70/04.76   06.18/06.24
  1Y(05/06/18)  303.00/305.00   04.70/04.73   06.53/06.56
    Spot rate : 1$ = 64.4704 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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