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7 months ago
India FIMMDA-Thomson Reuters-MIFOR for six mths 6.10 pct
January 13, 2017 / 11:52 AM / 7 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.10 pct

Jan 13 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 6.10 percent on
Friday compared with 6.14 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.06 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(17/02/17)   27.75/29.00    04.79/05.00   05.57/05.79
  2M(17/03/17)   51.75/53.25    04.69/04.83   05.55/05.68
  3M(17/04/17)   85.00/86.75    05.05/05.16   06.10/06.21
  6M(17/07/17)  157.75/159.75   04.66/04.72   06.04/06.10
  1Y(17/01/18)  301.50/303.50   04.42/04.45   06.22/06.25
    Spot rate : 1$ = 68.2310 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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