January 1, 2018 / 12:04 PM / a year ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.44 pct

  Jan 1 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.44 percent on
Monday compared with 6.46 percent the previous day.
    The FIMMDA-Thomson Reters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
3.86 percent on Friday. 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(05/02/18)   23.25/24.75    04.04/04.30   05.63/05.89
  2M(05/03/18)   45.00/46.50    04.23/04.37   05.89/06.03
  3M(03/04/18)   73.50/75.25    04.68/04.79   06.42/06.53
  6M(03/07/18)  141.25/143.25   04.47/04.54   06.38/06.44
  1Y(03/01/19)  276.75/278.75   04.35/04.38   06.58/06.61
    Spot rate : 1$ = 63.6697 rupees (Source - RBI reference
rate from Thomson Reuters page                     
 
NOTE : LIBOR RATE AS OF 29-DEC-2017.
    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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