February 13, 2017 / 11:49 AM / in 8 months

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.36 pct

  Feb 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 6.36 percent on
Monday compared with 6.39 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.58 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(15/03/17)   25.00/26.50    04.87/05.16   05.65/05.94
  2M(17/04/17)   60.75/62.75    05.43/05.61   06.30/06.47
  3M(15/05/17)   86.00/88.00    05.27/05.39   06.33/06.46
  6M(16/08/17)  164.00/166.00   04.91/04.97   06.30/06.36
  1Y(15/02/18)  311.50/313.50   04.65/04.68   06.47/06.50
    Spot rate : 1$ = 66.9663 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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