June 22, 2017 / 11:03 AM / 2 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.13 pct

  Jun 22 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.13 percent on
Thursday 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
6.15 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(27/07/17)   24.50/26.00    04.62/04.90   05.86/06.14
  2M(28/08/17)   51.25/53.00    04.68/04.84   05.96/06.12
  3M(27/09/17)   75.75/77.75    04.66/04.78   05.99/06.11
  6M(27/12/17)  147.75/149.75   04.57/04.63   06.07/06.13
  1Y(27/06/18)  289.50/291.50   04.49/04.52   06.33/06.36
    Spot rate : 1$ = 64.4950 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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