May 12, 2017 / 11:04 AM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.49 pct

May 12 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.49 percent on
Friday compared with 6.51 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.98 percent on Friday. 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(16/06/17)   26.75/28.25    04.90/05.17   05.91/06.18
  2M(17/07/17)   54.25/56.00    04.97/05.13   06.07/06.23
  3M(16/08/17)   80.75/82.50    04.98/05.09   06.19/06.30
  6M(16/11/17)  160.00/162.00   04.94/05.00   06.43/06.49
  1Y(16/05/18)  318.50/320.50   04.95/04.98   06.83/06.86
    Spot rate : 1$ = 64.3043 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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