December 29, 2017 / 12:04 PM / 10 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.46 pct

  Dec 29 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.46 percent on
Friday compared with 6.37 percent the previous day.
    The FIMMDA-Thomson Reuters 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(02/02/18)   22.00/23.75    04.05/04.37   05.64/05.97
  2M(05/03/18)   46.25/48.00    04.26/04.42   05.92/06.08
  3M(03/04/18)   74.75/76.50    04.69/04.80   06.43/06.54
  6M(02/07/18)  142.50/144.50   04.50/04.56   06.40/06.46
  1Y(02/01/19)  278.50/280.50   04.36/04.39   06.59/06.62
    Spot rate : 1$ = 63.9273 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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