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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.21 pct
May 23, 2017 / 11:01 AM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.21 pct

  May 23 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.21 percent on
Tuesday compared with 6.28 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.78 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(27/06/17)   27.75/29.25    04.74/04.99   05.78/06.04
  2M(25/07/17)   51.50/53.00    04.76/04.90   05.88/06.02
  3M(28/08/17)   80.00/81.75    04.75/04.85   05.97/06.07
  6M(27/11/17)  154.50/156.50   04.68/04.74   06.15/06.21
  1Y(25/05/18)  304.25/306.25   04.70/04.73   06.52/06.55
    Spot rate : 1$ = 64.7751 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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