January 2, 2018 / 12:01 PM / 18 days ago

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

  Jan 2 (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
Tuesday compared with 6.44 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.74 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(05/02/18)   22.50/24.25    04.03/04.34   05.62/05.93
  2M(05/03/18)   44.25/46.25    04.23/04.42   05.88/06.08
  3M(04/04/18)   72.25/74.25    04.60/04.73   06.34/06.47
  6M(05/07/18)  142.00/144.00   04.47/04.54   06.38/06.44
  1Y(04/01/19)  277.25/279.25   04.35/04.39   06.59/06.62
    Spot rate : 1$ = 63.6728 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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