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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.20 pct
June 6, 2017 / 11:00 AM / in 5 months

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.20 pct

Jun 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 6.20 percent on
Tuesday compared with 6.19 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.91 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(10/07/17)   26.00/27.50    04.61/04.87   05.72/05.98
  2M(08/08/17)   50.00/52.00    04.65/04.84   05.82/06.01
  3M(08/09/17)   76.00/78.00    04.69/04.81   05.94/06.06
  6M(08/12/17)  150.50/152.50   04.66/04.73   06.14/06.20
  1Y(08/06/18)  299.25/301.25   04.65/04.68   06.48/06.51
    Spot rate : 1$ = 64.3516 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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