March 6, 2018 / 12:01 PM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.30 pct

  Mar 6 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.30 percent on
Tuesday compared with 6.36 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.10 percent on Tuesday. 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(09/04/18)   28.00/29.75    04.91/05.22   06.66/06.96
  2M(08/05/18)   48.25/50.00    04.44/04.60   06.32/06.49
  3M(08/06/18)   69.25/71.00    04.23/04.33   06.33/06.43
  6M(10/09/18)  129.75/131.75   03.92/03.98   06.23/06.30
  1Y(08/03/19)  244.75/246.75   03.77/03.80   06.41/06.44
    Spot rate : 1$ = 64.9941 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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