December 22, 2017 / 11:58 AM / a month ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.28 pct

  Dec 22 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.28 percent on
Friday compared with 6.29 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.46 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(29/01/18)   19.50/21.25    03.37/03.67   04.96/05.26
  2M(27/02/18)   41.25/43.00    03.79/03.95   05.44/05.60
  3M(27/03/18)   63.25/65.00    04.01/04.12   05.73/05.84
  6M(27/06/18)  138.00/140.00   04.32/04.38   06.22/06.28
  1Y(27/12/18)  273.25/275.25   04.27/04.30   06.49/06.52
    Spot rate : 1$ = 64.0409 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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