February 15, 2017 / 11:52 AM / 8 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.37 pct

  Feb 15 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.37 percent on
Wednesday compared with 6.38 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.90 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(17/03/17)   23.50/25.00    04.58/04.87   05.36/05.66
  2M(17/04/17)   57.25/58.75    05.29/05.43   06.16/06.30
  3M(17/05/17)   83.75/85.75    05.13/05.26   06.20/06.32
  6M(18/08/17)  164.00/166.00   04.91/04.97   06.31/06.37
  1Y(20/02/18)  316.50/318.50   04.69/04.72   06.52/06.55
    Spot rate : 1$ = 66.9193 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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