March 13, 2018 / 12:00 PM / 2 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.52 pct

  Mar 13 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.52 percent on
Tuesday compared with 6.54 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.16 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(16/04/18)   29.00/30.75    05.09/05.40   06.90/07.21
  2M(15/05/18)   50.50/52.25    04.65/04.81   06.58/06.75
  3M(15/06/18)   72.00/74.00    04.40/04.52   06.58/06.70
  6M(17/09/18)  134.75/136.75   04.07/04.13   06.46/06.52
  1Y(15/03/19)  252.25/254.25   03.88/03.91   06.60/06.63
    Spot rate : 1$ = 64.9567 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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