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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.25 pct
December 7, 2017 / 12:01 PM / a month ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.25 pct

  Dec 7 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.25 percent on
Thursday compared with 6.34 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.65 percent on Thursday. 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(11/01/18)   19.00/20.50    03.47/03.74   04.92/05.20
  2M(12/02/18)   42.00/43.75    03.77/03.93   05.28/05.43
  3M(12/03/18)   64.00/65.75    03.98/04.09   05.55/05.66
  6M(11/06/18)  141.75/143.75   04.40/04.47   06.19/06.25
  1Y(11/12/18)  279.25/281.25   04.33/04.36   06.44/06.47
    Spot rate : 1$ = 64.5388 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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