November 15, 2017 / 12:02 PM / 5 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.21 pct

  Nov 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 6.21 percent on
Wednesday compared with 6.24 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.86 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(18/12/17)   24.00/25.50    04.32/04.59   05.61/05.88
  2M(17/01/18)   46.50/48.50    04.26/04.44   05.65/05.83
  3M(20/02/18)   72.50/74.50    04.26/04.38   05.72/05.84
  6M(17/05/18)  145.00/147.00   04.47/04.53   06.15/06.21
  1Y(19/11/18)  282.25/284.25   04.29/04.32   06.29/06.32
    Spot rate : 1$ = 65.3689 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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