January 24, 2018 / 12:01 PM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.51 pct

  Jan 24 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.51 percent on
Wednesday compared with 6.49 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.79 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(28/02/18)   21.75/23.50    04.16/04.49   05.75/06.08
  2M(28/03/18)   43.75/45.50    04.33/04.50   06.00/06.17
  3M(27/04/18)   71.50/73.25    04.66/04.77   06.46/06.57
  6M(30/07/18)  140.75/142.75   04.44/04.50   06.44/06.51
  1Y(29/01/19)  274.00/276.00   04.31/04.34   06.66/06.70
    Spot rate : 1$ = 63.6439 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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