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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.69 pct
April 24, 2017 / 11:04 AM / 8 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.69 pct

  Apr 24 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.69 percent on
Monday compared with 6.69 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.29 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(26/05/17)   27.00/28.50    05.09/05.38   06.10/06.39
  2M(27/06/17)   56.50/58.50    05.16/05.34   06.23/06.41
  3M(26/07/17)   83.25/85.25    05.18/05.30   06.38/06.50
  6M(26/10/17)  166.50/168.50   05.15/05.21   06.63/06.69
  1Y(26/04/18)  330.25/332.25   05.12/05.15   07.01/07.04
    Spot rate : 1$ = 64.4757 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)

0 : 0
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