March 14, 2018 / 12:01 PM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.45 pct

  Mar 14 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.45 percent on
Wednesday compared with 6.52 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 Wednesday. 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(16/04/18)   27.75/29.25    05.03/05.30   06.85/07.12
  2M(16/05/18)   49.50/51.50    04.56/04.74   06.50/06.68
  3M(18/06/18)   72.00/74.00    04.30/04.42   06.50/06.62
  6M(17/09/18)  131.25/133.25   03.98/04.05   06.39/06.45
  1Y(18/03/19)  249.75/251.75   03.82/03.85   06.55/06.58
    Spot rate : 1$ = 64.9875 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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