January 12, 2018 / 12:02 PM / 5 months ago

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

  Jan 12 (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
Friday 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
5.59 percent on Friday. 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)   22.50/24.00    04.17/04.45   05.76/06.04
  2M(16/03/18)   44.25/46.00    04.31/04.48   05.97/06.14
  3M(16/04/18)   73.25/75.00    04.68/04.79   06.44/06.55
  6M(16/07/18)  142.25/144.25   04.52/04.58   06.47/06.54
  1Y(16/01/19)  278.25/280.25   04.38/04.41   06.68/06.71
    Spot rate : 1$ = 63.5263 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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