December 20, 2016 / 11:50 AM / 9 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.82 pct

Dec 20 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 5.82 percent on
Tuesday compared with 5.89 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.17 percent on Tuesday. 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(23/01/17)   24.75/26.25    04.16/04.41   04.92/05.17
  2M(22/02/17)   48.25/50.25    04.18/04.36   05.01/05.18
  3M(22/03/17)   70.00/72.00    04.18/04.30   05.20/05.32
  6M(22/06/17)  148.75/150.75   04.39/04.45   05.76/05.82
  1Y(22/12/17)  294.00/296.00   04.33/04.36   06.12/06.15
    Spot rate : 1$ = 67.8954 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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