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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.36 pct
May 19, 2017 / 11:03 AM / 7 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.36 pct

  May 19 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.36 percent on
Friday compared with 6.46 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.84 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(23/06/17)   26.50/28.00    04.80/05.07   05.84/06.11
  2M(24/07/17)   53.75/55.50    04.87/05.03   05.99/06.15
  3M(23/08/17)   80.00/82.00    04.88/05.01   06.10/06.22
  6M(24/11/17)  159.00/161.00   04.83/04.89   06.30/06.36
  1Y(23/05/18)  313.00/315.00   04.82/04.85   06.65/06.68
    Spot rate : 1$ = 64.9906 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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