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India FIMMDA-Thomson Reuters-MIFOR for six mths 5.37 pct
December 6, 2016 / 11:52 AM / a year ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.37 pct

Dec 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 5.37 percent on
Tuesday compared with 5.37 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.23 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(09/01/17)   20.50/22.00    03.44/03.69   04.10/04.35
  2M(08/02/17)   43.25/45.00    03.74/03.89   04.51/04.66
  3M(08/03/17)   62.75/64.75    03.74/03.86   04.71/04.83
  6M(08/06/17)  134.75/136.75   03.97/04.03   05.31/05.37
  1Y(08/12/17)  278.00/280.00   04.09/04.12   05.82/05.85
    Spot rate : 1$ = 68.0322 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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