Jan 23 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 6.49 percent on
Tuesday compared with 6.53 percent the previous day.
The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.72 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(26/02/18) 23.00/24.50 04.11/04.38 05.70/05.97
2M(26/03/18) 44.75/46.50 04.27/04.44 05.94/06.11
3M(25/04/18) 72.25/74.25 04.59/04.72 06.38/06.51
6M(25/07/18) 140.00/142.00 04.43/04.49 06.43/06.49
1Y(25/01/19) 274.25/276.25 04.30/04.33 06.65/06.69
Spot rate : 1$ = 63.7722 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)