May 18, 2017 / 10:59 AM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.46 pct

May 18 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.46 percent on
Thursday compared with 6.53 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.94 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(22/06/17)   27.00/28.50    04.94/05.22   05.97/06.24
  2M(24/07/17)   55.25/57.25    04.97/05.15   06.08/06.26
  3M(22/08/17)   81.00/83.00    04.99/05.12   06.20/06.32
  6M(22/11/17)  160.25/162.25   04.94/05.00   06.39/06.46
  1Y(22/05/18)  317.25/319.25   04.93/04.96   06.74/06.78
    Spot rate : 1$ = 64.3441 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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