July 6, 2017 / 11:02 AM / 15 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.11 pct

2 Min Read

  Jul 6 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.11 percent on
Thursday compared with 6.12 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.74 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(10/08/17)   24.50/26.00    04.45/04.73   05.70/05.97
  2M(11/09/17)   51.00/52.50    04.56/04.70   05.84/05.98
  3M(10/10/17)   74.50/76.50    04.56/04.69   05.90/06.02
  6M(10/01/18)  147.75/149.75   04.52/04.59   06.04/06.11
  1Y(10/07/18)  290.75/292.75   04.49/04.52   06.35/06.38
    Spot rate : 1$ = 64.7779 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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