January 16, 2018 / 11:58 AM / 6 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.54 pct

  Jan 16 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.54 percent on
Tuesday 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
5.81 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(20/02/18)   24.00/25.25    04.16/04.38   05.75/05.96
  2M(19/03/18)   45.00/46.75    04.29/04.46   05.96/06.13
  3M(18/04/18)   73.50/75.50    04.68/04.80   06.45/06.58
  6M(18/07/18)  142.50/144.50   04.51/04.57   06.48/06.54
  1Y(18/01/19)  279.00/281.00   04.38/04.41   06.70/06.73
    Spot rate : 1$ = 63.7602 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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