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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.43 pct
May 15, 2017 / 10:59 AM / 7 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.43 pct

May 15 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.43 percent on
Monday compared with 6.49 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.03 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(19/06/17)   28.25/29.75    04.87/05.13   05.89/06.15
  2M(17/07/17)   53.00/54.75    04.95/05.11   06.05/06.21
  3M(18/08/17)   81.00/82.75    04.96/05.07   06.17/06.28
  6M(17/11/17)  158.00/160.00   04.89/04.95   06.37/06.43
  1Y(17/05/18)  314.00/316.00   04.90/04.93   06.75/06.78
    Spot rate : 1$ = 64.1188 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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