December 19, 2017 / 12:02 PM / 6 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.33 pct

  Dec 19 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.33 percent on
Tuesday 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
6.16 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(22/01/18)   19.25/21.00    03.42/03.74   04.96/05.27
  2M(21/02/18)   41.75/43.50    03.83/03.99   05.43/05.59
  3M(21/03/18)   64.25/66.00    04.06/04.17   05.75/05.86
  6M(21/06/18)  141.00/143.00   04.41/04.47   06.26/06.33
  1Y(21/12/18)  277.75/279.75   04.33/04.36   06.52/06.55
    Spot rate : 1$ = 64.1205 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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