February 7, 2017 / 11:51 AM / 6 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.06 pct

Feb 7 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 6.06 percent on
Tuesday compared with 6.02 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.94 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(09/03/17)   23.75/25.25    04.60/04.89   05.38/05.67
  2M(10/04/17)   57.25/59.00    05.17/05.33   06.03/06.18
  3M(09/05/17)   81.50/83.25    04.96/05.07   06.03/06.13
  6M(09/08/17)  154.00/156.00   04.61/04.67   06.00/06.06
  1Y(09/02/18)  297.25/299.25   04.41/04.44   06.22/06.25
    Spot rate : 1$ = 67.3692 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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