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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.13 pct
June 9, 2017 / 10:59 AM / 6 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.13 pct

  Jun 9 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.13 percent on
Friday compared with 6.11 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.63 percent on Friday. 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(13/07/17)   24.50/26.00    04.64/04.92   05.79/06.07
  2M(14/08/17)   51.50/53.00    04.72/04.86   05.92/06.05
  3M(13/09/17)   76.25/78.25    04.71/04.83   05.98/06.10
  6M(13/12/17)  148.25/150.25   04.60/04.66   06.07/06.13
  1Y(13/06/18)  293.25/295.25   04.56/04.59   06.40/06.43
    Spot rate : 1$ = 64.2584 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)

0 : 0
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