January 5, 2018 / 12:00 PM / 18 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.47 pct

  Jan 5 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.47 percent on
Friday compared with 6.42 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.37 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(09/02/18)   21.50/23.00    03.99/04.27   05.57/05.85
  2M(09/03/18)   42.75/44.50    04.17/04.34   05.83/06.00
  3M(09/04/18)   71.75/73.50    04.59/04.70   06.34/06.45
  6M(09/07/18)  140.50/142.50   04.47/04.53   06.40/06.47
  1Y(09/01/19)  276.00/278.00   04.35/04.39   06.63/06.66
    Spot rate : 1$ = 63.3823 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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