January 3, 2017 / 11:51 AM / in 10 months

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.79 pct

Jan 3 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 5.79 percent on
Tuesday compared with 5.80 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
2.82 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(06/02/17)   22.50/24.00    03.77/04.02   04.56/04.81
  2M(06/03/17)   44.75/46.50    04.00/04.15   04.84/04.99
  3M(05/04/17)   75.25/77.00    04.48/04.59   05.51/05.61
  6M(05/07/17)  147.25/149.25   04.36/04.42   05.73/05.79
  1Y(05/01/18)  291.75/293.75   04.28/04.31   06.07/06.10
    Spot rate : 1$ = 68.0864 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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