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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.36 pct
February 16, 2017 / 11:50 AM / 8 months ago

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

  Feb 16 (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
Thursday compared with 6.37 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.85 percent on Thursday. 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(22/03/17)   24.50/26.00    04.77/05.06   05.56/05.86
  2M(24/04/17)   59.50/61.25    05.32/05.47   06.20/06.35
  3M(22/05/17)   83.25/85.25    05.10/05.22   06.18/06.31
  6M(22/08/17)  162.25/164.25   04.89/04.95   06.30/06.36
  1Y(22/02/18)  312.00/314.00   04.66/04.69   06.51/06.54
    Spot rate : 1$ = 66.9468 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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