July 11, 2017 / 10:58 AM / 2 months ago

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

Jul 11 (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
Tuesday 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
5.93 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(14/08/17)   25.75/27.00    04.55/04.77   05.80/06.02
  2M(13/09/17)   50.50/52.00    04.61/04.75   05.89/06.03
  3M(13/10/17)   75.00/77.00    04.61/04.74   05.95/06.07
  6M(16/01/18)  151.75/153.75   04.59/04.65   06.11/06.17
  1Y(13/07/18)  292.50/294.50   04.53/04.57   06.39/06.42
    Spot rate : 1$ = 64.5025 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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