January 6, 2017 / 11:49 AM / a year ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.00 pct

Jan 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 6.00 percent on
Friday compared with 5.91 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
4.73 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(10/02/17)   24.50/26.00    04.25/04.51   05.02/05.28
  2M(10/03/17)   47.75/49.50    04.35/04.51   05.19/05.35
  3M(10/04/17)   80.00/81.75    04.77/04.88   05.81/05.92
  6M(10/07/17)  153.75/155.75   04.56/04.62   05.94/06.00
  1Y(10/01/18)  296.00/298.00   04.36/04.39   06.14/06.17
    Spot rate : 1$ = 67.9522 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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