December 19, 2016 / 11:57 AM / a year ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.89 pct

Dec 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 5.89 percent on
Monday compared with 5.89 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.05 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(23/01/17)   26.25/27.50    04.29/04.49   05.04/05.25
  2M(21/02/17)   49.25/51.25    04.28/04.45   05.11/05.28
  3M(21/03/17)   71.25/73.25    04.27/04.39   05.29/05.41
  6M(21/06/17)  150.75/152.75   04.46/04.52   05.83/05.89
  1Y(21/12/17)  297.50/299.50   04.39/04.42   06.18/06.21
    Spot rate : 1$ = 67.7262 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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