June 16, 2017 / 11:02 AM / 2 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.20 pct

  Jun 16 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.20 percent on
Friday 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
5.88 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(20/07/17)   25.00/26.50    04.71/04.99   05.94/06.23
  2M(21/08/17)   52.00/54.00    04.74/04.92   06.01/06.19
  3M(20/09/17)   77.00/79.00    04.73/04.85   06.04/06.16
  6M(20/12/17)  150.75/152.75   04.66/04.72   06.14/06.20
  1Y(20/06/18)  296.50/298.50   04.59/04.62   06.43/06.46
    Spot rate : 1$ = 64.5883 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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