January 22, 2018 / 12:03 PM / 7 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.53 pct

  Jan 22 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.53 percent on
Monday 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
5.68 percent on Monday. 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)   24.25/25.75    04.20/04.46   05.79/06.05
  2M(26/03/18)   46.25/48.25    04.33/04.52   06.01/06.19
  3M(24/04/18)   73.25/75.00    04.65/04.76   06.44/06.55
  6M(24/07/18)  141.50/143.50   04.47/04.53   06.46/06.53
  1Y(24/01/19)  277.25/279.25   04.34/04.37   06.70/06.73
    Spot rate : 1$ = 63.8895 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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