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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.17 pct
January 9, 2017 / 11:51 AM / 9 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.17 pct

Jan 9 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 6.17 percent on
Monday compared with 6.00 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.99 percent on Monday. 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(13/02/17)   28.25/29.75    04.58/04.83   05.36/05.60
  2M(14/03/17)   53.50/55.25    04.62/04.77   05.47/05.62
  3M(11/04/17)   85.25/87.00    05.07/05.17   06.11/06.22
  6M(11/07/17)  160.00/162.00   04.73/04.79   06.11/06.17
  1Y(11/01/18)  302.75/304.75   04.44/04.47   06.24/06.27
    Spot rate : 1$ = 68.1863 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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