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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.34 pct
December 4, 2017 / 11:59 AM / in 13 days

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.34 pct

  Dec 4 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.34 percent on
Monday 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
5.73 percent on Monday. 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(08/01/18)   22.00/23.25    03.78/03.99   05.20/05.41
  2M(06/02/18)   42.75/44.75    03.91/04.09   05.39/05.58
  3M(06/03/18)   65.00/67.00    04.09/04.22   05.64/05.77
  6M(06/06/18)  145.00/147.00   04.52/04.58   06.27/06.34
  1Y(06/12/18)  281.75/283.75   04.38/04.41   06.47/06.51
    Spot rate : 1$ = 64.3799 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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