July 10, 2017 / 11:02 AM / 11 days ago

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

2 Min Read

  Jul 10 (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
Monday compared with 6.14 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.69 percent on Monday. 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(14/08/17)   26.25/27.75    04.50/04.76   05.74/06.00
  2M(12/09/17)   50.25/52.00    04.58/04.74   05.87/06.03
  3M(12/10/17)   74.75/76.75    04.59/04.72   05.93/06.06
  6M(12/01/18)  149.00/151.00   04.58/04.64   06.10/06.16
  1Y(12/07/18)  291.50/293.50   04.52/04.55   06.37/06.40
    Spot rate : 1$ = 64.5405 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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