January 29, 2018 / 11:59 AM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.58 pct

  Jan 29 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.58 percent on
Monday compared with 6.59 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.64 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(28/02/18)   20.00/21.75    04.10/04.46   05.70/06.06
  2M(28/03/18)   42.00/43.75    04.31/04.49   06.00/06.18
  3M(27/04/18)   69.50/71.50    04.64/04.78   06.46/06.59
  6M(31/07/18)  141.00/143.00   04.47/04.54   06.51/06.58
  1Y(31/01/19)  276.25/278.25   04.35/04.38   06.74/06.77
    Spot rate : 1$ = 63.5470 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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