January 4, 2018 / 11:59 AM / 18 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.42 pct

  Jan 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 6.42 percent on
Thursday compared with 6.40 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.46 percent on Thursday. 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(08/02/18)   21.50/23.00    03.99/04.27   05.58/05.85
  2M(08/03/18)   42.75/44.50    04.17/04.34   05.83/06.00
  3M(09/04/18)   72.25/74.00    04.57/04.68   06.32/06.43
  6M(09/07/18)  140.00/142.00   04.43/04.49   06.35/06.42
  1Y(08/01/19)  274.75/276.75   04.33/04.37   06.60/06.63
    Spot rate : 1$ = 63.3914 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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