December 21, 2016 / 11:51 AM / 8 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.80 pct

Dec 21 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 5.80 percent on
Wednesday compared with 5.82 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.10 percent on Wednesday. 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)   23.25/24.75    04.03/04.29   04.80/05.06
  2M(23/02/17)   47.50/49.50    04.12/04.29   04.95/05.12
  3M(23/03/17)   69.25/71.25    04.14/04.26   05.16/05.28
  6M(23/06/17)  148.00/150.00   04.37/04.43   05.74/05.80
  1Y(26/12/17)  296.50/298.50   04.33/04.36   06.12/06.15
    Spot rate : 1$ = 67.8724 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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