April 25, 2017 / 11:05 AM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.72 pct

2 Min Read

  Apr 25 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.72 percent on
Tuesday compared with 6.69 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.30 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(30/05/17)   29.50/31.00    05.08/05.33   06.09/06.35
  2M(27/06/17)   55.50/57.50    05.17/05.35   06.23/06.42
  3M(27/07/17)   83.00/85.00    05.18/05.30   06.38/06.51
  6M(27/10/17)  166.75/168.75   05.17/05.24   06.66/06.72
  1Y(27/04/18)  331.00/333.00   05.15/05.18   07.04/07.07
    Spot rate : 1$ = 64.2776 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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