November 16, 2017 / 11:58 AM / 7 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.27 pct

  Nov 16 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.27 percent on
Thursday 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
5.87 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(20/12/17)   23.50/24.75    04.38/04.61   05.68/05.92
  2M(22/01/18)   48.25/49.75    04.28/04.41   05.69/05.82
  3M(20/02/18)   70.75/72.50    04.30/04.41   05.77/05.88
  6M(21/05/18)  147.00/149.00   04.51/04.58   06.21/06.27
  1Y(20/11/18)  282.50/284.50   04.33/04.36   06.34/06.37
    Spot rate : 1$ = 65.2969 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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