May 26, 2017 / 11:06 AM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.17 pct

  May 26 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.17 percent on
Friday compared with 6.16 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.29 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(30/06/17)   25.50/27.00    04.65/04.92   05.71/05.99
  2M(31/07/17)   51.75/53.50    04.72/04.88   05.86/06.02
  3M(30/08/17)   77.00/79.00    04.73/04.85   05.96/06.09
  6M(30/11/17)  151.25/153.25   04.64/04.71   06.11/06.17
  1Y(30/05/18)  300.00/302.00   04.64/04.68   06.47/06.50
    Spot rate : 1$ = 64.5945 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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