July 3, 2017 / 11:02 AM / 2 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.25 pct

Jul 3 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.25 percent on
Monday compared with 6.16 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(07/08/17)   27.00/28.50    04.61/04.87   05.86/06.12
  2M(05/09/17)   51.25/53.00    04.66/04.82   05.94/06.10
  3M(05/10/17)   76.50/78.25    04.69/04.79   06.02/06.13
  6M(05/01/18)  152.75/154.75   04.68/04.74   06.19/06.25
  1Y(05/07/18)  298.50/300.50   04.61/04.64   06.46/06.50
    Spot rate : 1$ = 64.7525 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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