January 10, 2018 / 12:03 PM / 8 days ago

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

  Jan 10 (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
Wednesday compared with 6.48 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.75 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(12/02/18)   22.25/24.00    04.10/04.43   05.69/06.01
  2M(12/03/18)   44.25/46.00    04.29/04.46   05.95/06.12
  3M(12/04/18)   73.50/75.25    04.67/04.78   06.42/06.53
  6M(12/07/18)  143.00/145.00   04.52/04.58   06.46/06.52
  1Y(14/01/19)  281.50/283.50   04.39/04.42   06.67/06.70
    Spot rate : 1$ = 63.8264 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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