December 20, 2017 / 12:04 PM / a year ago

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

  Dec 20 (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
Wednesday compared with 6.33 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.99 percent on Wednesday. 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)   18.00/19.75    03.31/03.63   04.87/05.19
  2M(22/02/18)   41.25/43.00    03.79/03.95   05.41/05.57
  3M(22/03/18)   63.25/65.00    04.00/04.12   05.70/05.81
  6M(22/06/18)  140.00/142.00   04.38/04.45   06.26/06.33
  1Y(24/12/18)  278.00/280.00   04.32/04.35   06.52/06.55
    Spot rate : 1$ = 64.0577 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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