June 12, 2017 / 10:59 AM / 3 months ago

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

Jun 12 (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 6.13 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.03 percent on Monday. 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(14/07/17)   24.50/26.00    04.63/04.92   05.79/06.08
  2M(14/08/17)   50.25/52.00    04.67/04.84   05.88/06.04
  3M(14/09/17)   76.00/77.75    04.69/04.79   05.96/06.07
  6M(14/12/17)  147.50/149.50   04.57/04.63   06.05/06.11
  1Y(14/06/18)  291.50/293.50   04.53/04.56   06.37/06.40
    Spot rate : 1$ = 64.3407 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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