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7 months ago
India FIMMDA-Thomson Reuters-MIFOR for six mths 6.08 pct
February 3, 2017 / 11:52 AM / 7 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.08 pct

Feb 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 6.08 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
5.09 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(07/03/17)   23.75/25.25    04.59/04.88   05.38/05.67
  2M(07/04/17)   56.00/57.75    05.14/05.30   06.00/06.16
  3M(08/05/17)   82.50/84.25    04.97/05.07   06.03/06.13
  6M(07/08/17)  154.25/156.25   04.62/04.68   06.02/06.08
  1Y(07/02/18)  296.75/298.75   04.40/04.43   06.22/06.25
    Spot rate : 1$ = 67.3825 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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