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India FIMMDA-Thomson Reuters-MIFOR for six mths 5.67 pct
December 9, 2016 / 11:53 AM / 10 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.67 pct

Dec 9 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 5.67 percent on
Friday compared with 5.77 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
4.23 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(17/01/17)   25.50/27.00    04.05/04.29   04.74/04.98
  2M(14/02/17)   47.75/49.50    04.16/04.31   04.95/05.10
  3M(14/03/17)   68.50/70.50    04.11/04.23   05.09/05.21
  6M(14/06/17)  143.75/145.75   04.27/04.33   05.61/05.67
  1Y(14/12/17)  289.75/291.75   04.29/04.32   06.03/06.06
    Spot rate : 1$ = 67.5840 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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