February 27, 2018 / 12:01 PM / 3 months ago

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

  Feb 27 (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
Tuesday compared with 6.58 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.07 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(02/04/18)   29.75/31.50    05.23/05.54   06.93/07.24
  2M(02/05/18)   52.25/54.25    04.74/04.92   06.59/06.77
  3M(01/06/18)   73.75/75.75    04.51/04.63   06.57/06.69
  6M(04/09/18)  138.75/140.75   04.18/04.24   06.47/06.53
  1Y(01/03/19)  261.25/263.25   04.03/04.06   06.65/06.68
    Spot rate : 1$ = 64.8514 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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