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India FIMMDA-Thomson Reuters-MIFOR for six mths 5.80 pct
December 22, 2016 / 11:48 AM / a year ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.80 pct

Dec 22 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 5.80 percent on
Thursday compared with 5.80 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.94 percent on Thursday. 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(27/01/17)   23.00/24.50    03.99/04.25   04.76/05.02
  2M(27/02/17)   47.25/49.25    04.10/04.27   04.93/05.10
  3M(27/03/17)   69.00/71.00    04.12/04.24   05.14/05.26
  6M(27/06/17)  148.25/150.25   04.38/04.44   05.74/05.80
  1Y(27/12/17)  295.00/297.00   04.34/04.37   06.13/06.16
    Spot rate : 1$ = 67.9136 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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