December 28, 2016 / 11:51 AM / 8 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.69 pct

Dec 28 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 5.69 percent on
Wednesday compared with 5.99 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
0.67 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(31/01/17)   18.25/19.75    03.05/03.30   03.83/04.08
  2M(28/02/17)   40.75/42.50    03.63/03.79   04.47/04.62
  3M(31/03/17)   65.50/67.50    03.85/03.97   04.87/04.99
  6M(30/06/17)  145.25/147.25   04.27/04.33   05.63/05.69
  1Y(29/12/17)  291.75/293.75   04.29/04.32   06.07/06.10
    Spot rate : 1$ = 68.2250 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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