January 30, 2018 / 12:01 PM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.62 pct

  Jan 30 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.62 percent on
Tuesday compared with 6.58 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(01/03/18)   20.25/22.00    04.14/04.50   05.74/06.10
  2M(02/04/18)   49.75/51.50    04.75/04.91   06.44/06.61
  3M(02/05/18)   73.75/75.50    04.69/04.80   06.51/06.62
  6M(01/08/18)  142.75/144.75   04.52/04.58   06.55/06.62
  1Y(01/02/19)  278.75/280.75   04.37/04.40   06.77/06.80
    Spot rate : 1$ = 63.7534 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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