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India FIMMDA-Thomson Reuters-MIFOR for six mths 5.80 pct
January 2, 2017 / 11:49 AM / 9 months ago

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

Jan 2 (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
Monday compared with 5.87 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(06/02/17)   23.00/24.50    03.74/03.98   04.52/04.77
  2M(06/03/17)   45.25/47.25    03.98/04.16   04.82/04.99
  3M(05/04/17)   76.00/78.00    04.48/04.60   05.50/05.62
  6M(05/07/17)  148.50/150.50   04.38/04.44   05.74/05.80
  1Y(04/01/18)  292.75/294.75   04.30/04.33   06.09/06.12
    Spot rate : 1$ = 68.0225 rupees (Source - RBI reference
rate from Thomson Reuters page  
    NOTE : LIBOR RATE AS OF 30-DEC-2016 
    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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