January 11, 2018 / 12:00 PM / 5 days ago

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

  Jan 11 (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
Thursday compared with 6.52 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.61 percent on Thursday. 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(16/02/18)   22.50/24.25    04.16/04.48   05.74/06.07
  2M(16/03/18)   44.50/46.25    04.32/04.49   05.98/06.15
  3M(16/04/18)   74.00/75.75    04.71/04.82   06.47/06.58
  6M(16/07/18)  143.00/145.00   04.52/04.59   06.47/06.54
  1Y(16/01/19)  279.50/281.50   04.39/04.42   06.68/06.71
    Spot rate : 1$ = 63.7364 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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