December 5, 2016 / 11:51 AM / 10 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.37 pct

Dec 5 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 5.37 percent on
Monday compared with 5.22 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.11 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(09/01/17)   22.00/23.50    03.57/03.81   04.23/04.48
  2M(07/02/17)   43.50/45.50    03.76/03.93   04.52/04.70
  3M(07/03/17)   63.00/65.00    03.75/03.87   04.72/04.84
  6M(07/06/17)  135.00/137.00   03.97/04.03   05.31/05.37
  1Y(07/12/17)  278.75/280.75   04.09/04.12   05.82/05.85
    Spot rate : 1$ = 68.1703 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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