January 9, 2018 / 12:02 PM / 9 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.48 pct

  Jan 9 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.48 percent on
Tuesday compared with 6.46 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.65 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(12/02/18)   22.50/24.00    04.04/04.31   05.62/05.89
  2M(12/03/18)   44.25/46.00    04.24/04.41   05.90/06.07
  3M(11/04/18)   72.50/74.50    04.63/04.76   06.38/06.51
  6M(11/07/18)  141.00/143.00   04.48/04.54   06.41/06.48
  1Y(11/01/19)  276.75/278.75   04.36/04.39   06.63/06.66
    Spot rate : 1$ = 63.4690 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)

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