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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.19 pct
July 12, 2017 / 11:00 AM / 2 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.19 pct

  Jul 12 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.19 percent on
Wednesday compared with 6.17 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.10 percent on Wednesday. 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)   25.00/26.50    04.56/04.84   05.81/06.08
  2M(14/09/17)   50.50/52.00    04.61/04.75   05.89/06.03
  3M(16/10/17)   76.75/78.50    04.62/04.73   05.96/06.06
  6M(16/01/18)  151.50/153.50   04.61/04.67   06.13/06.19
  1Y(16/07/18)  294.75/296.75   04.55/04.58   06.40/06.43
    Spot rate : 1$ = 64.4969 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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