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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.02 pct
February 6, 2017 / 11:52 AM / 9 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.02 pct

Feb 6 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 6.02 percent on
Monday compared with 6.08 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.76 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(08/03/17)   23.50/25.00    04.56/04.85   05.35/05.64
  2M(10/04/17)   57.25/59.00    05.10/05.25   05.96/06.11
  3M(08/05/17)   80.50/82.25    04.91/05.02   05.98/06.09
  6M(08/08/17)  152.00/154.00   04.56/04.62   05.96/06.02
  1Y(08/02/18)  293.50/295.50   04.37/04.40   06.17/06.20
    Spot rate : 1$ = 67.1958 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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