December 18, 2017 / 12:01 PM / a month ago

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

  Dec 18 (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 6.32 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 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(22/01/18)   20.00/21.75    03.45/03.75   04.98/05.28
  2M(20/02/18)   42.00/43.75    03.86/04.02   05.44/05.60
  3M(20/03/18)   64.25/66.25    04.06/04.19   05.73/05.86
  6M(20/06/18)  141.50/143.50   04.43/04.49   06.27/06.34
  1Y(20/12/18)  278.75/280.75   04.35/04.38   06.53/06.56
    Spot rate : 1$ = 64.1065 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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