March 27, 2018 / 11:01 AM / 6 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.59 pct

  Mar 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 6.59 percent on
Tuesday compared with 6.77 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.37 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(03/05/18)   23.50/25.25    04.41/04.74   06.32/06.65
  2M(04/06/18)   47.50/49.25    04.32/04.47   06.35/06.51
  3M(03/07/18)   68.00/69.75    04.21/04.32   06.57/06.68
  6M(03/10/18)  129.50/131.50   03.99/04.05   06.52/06.59
  1Y(03/04/19)  250.00/252.00   03.86/03.89   06.67/06.70
    Spot rate : 1$ = 64.7973 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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