July 17, 2017 / 11:00 AM / a month ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.29 pct

  Jul 17 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.29 percent on
Monday compared with 6.25 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.99 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(21/08/17)   27.00/28.25    04.64/04.85   05.89/06.11
  2M(19/09/17)   51.50/53.00    04.71/04.85   05.99/06.13
  3M(23/10/17)   80.00/82.00    04.73/04.84   06.07/06.18
  6M(19/01/18)  153.25/155.25   04.72/04.78   06.23/06.29
  1Y(19/07/18)  300.25/302.25   04.66/04.70   06.50/06.54
    Spot rate : 1$ = 64.3666 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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