June 19, 2017 / 11:02 AM / 5 months ago

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

  Jun 19 (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
Monday compared with 6.20 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.15 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(21/07/17)   25.00/26.25    04.72/04.96   05.96/06.20
  2M(21/08/17)   51.00/52.75    04.74/04.90   06.01/06.18
  3M(21/09/17)   76.75/78.75    04.73/04.85   06.04/06.17
  6M(21/12/17)  150.25/152.25   04.65/04.72   06.14/06.20
  1Y(21/06/18)  295.25/297.25   04.59/04.62   06.42/06.45
    Spot rate : 1$ = 64.3788 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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