December 30, 2016 / 11:51 AM / 8 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.87 pct

Dec 30 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 5.87 percent on
Friday compared with 5.78 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
1.67 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(03/02/17)   21.00/22.50    03.64/03.90   04.42/04.68
  2M(03/03/17)   43.50/45.50    03.96/04.14   04.80/04.98
  3M(03/04/17)   76.75/78.75    04.58/04.70   05.60/05.72
  6M(03/07/17)  149.75/151.75   04.44/04.50   05.81/05.87
  1Y(03/01/18)  295.50/297.50   04.35/04.38   06.13/06.16
    Spot rate : 1$ = 67.9547 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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