May 25, 2017 / 11:04 AM / 2 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.16 pct

2 Min Read

  May 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 6.16 percent on
Thursday compared with 6.19 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.93 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(30/06/17)   25.50/27.25    04.65/04.97   05.72/06.04
  2M(31/07/17)   51.50/53.25    04.70/04.86   05.84/06.00
  3M(30/08/17)   76.75/78.75    04.72/04.84   05.95/06.08
  6M(30/11/17)  150.50/152.50   04.63/04.69   06.10/06.16
  1Y(30/05/18)  300.00/302.00   04.65/04.68   06.48/06.51
    Spot rate : 1$ = 64.5088 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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