May 24, 2017 / 11:03 AM / 6 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.19 pct

May 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 6.19 percent on
Wednesday compared with 6.21 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.88 percent on Wednesday. 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(27/06/17)   27.00/28.50    04.75/05.01   05.80/06.06
  2M(26/07/17)   51.00/53.00    04.71/04.89   05.84/06.02
  3M(28/08/17)   79.00/81.00    04.73/04.85   05.96/06.08
  6M(27/11/17)  153.25/155.25   04.66/04.72   06.13/06.19
  1Y(29/05/18)  305.75/307.75   04.68/04.71   06.51/06.54
    Spot rate : 1$ = 64.8586 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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