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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.36 pct
December 5, 2017 / 12:01 PM / in 12 days

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.36 pct

  Dec 5 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.36 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
5.71 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(08/01/18)   21.00/22.75    03.72/04.03   05.15/05.46
  2M(07/02/18)   42.75/44.50    03.91/04.07   05.40/05.56
  3M(07/03/18)   65.00/67.00    04.09/04.22   05.65/05.77
  6M(07/06/18)  145.25/147.25   04.52/04.59   06.30/06.36
  1Y(07/12/18)  283.00/285.00   04.40/04.43   06.50/06.53
    Spot rate : 1$ = 64.3764 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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