February 8, 2017 / 11:49 AM / 6 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.05 pct

  Feb 8 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.05 percent on
Wednesday compared with 6.06 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.09 percent on Wednesday. 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(10/03/17)   23.75/25.25    04.60/04.89   05.39/05.68
  2M(10/04/17)   56.25/58.25    05.17/05.35   06.03/06.21
  3M(11/05/17)   82.00/84.00    04.94/05.06   06.00/06.12
  6M(10/08/17)  153.50/155.50   04.60/04.66   05.99/06.05
  1Y(12/02/18)  296.25/298.25   04.38/04.41   06.18/06.21
    Spot rate : 1$ = 67.3058 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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