January 10, 2017 / 11:49 AM / 6 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.18 pct

2 Min Read

Jan 10 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 6.18 percent on
Tuesday compared with 6.17 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.13 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(13/02/17)   28.00/29.50    04.69/04.94   05.47/05.72
  2M(14/03/17)   53.50/55.25    04.70/04.86   05.55/05.71
  3M(12/04/17)   85.50/87.25    05.09/05.20   06.14/06.24
  6M(12/07/17)  159.75/161.75   04.73/04.79   06.12/06.18
  1Y(12/01/18)  302.50/304.50   04.44/04.47   06.25/06.28
    Spot rate : 1$ = 68.0641 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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