March 23, 2018 / 12:02 PM / a month ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.65 pct

  Mar 23 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.65 percent on
Friday compared with 6.72 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.23 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(27/04/18)   29.50/31.25    05.33/05.65   07.24/07.56
  2M(29/05/18)   53.00/54.75    04.71/04.87   06.75/06.91
  3M(27/06/18)   73.25/75.00    04.46/04.57   06.81/06.92
  6M(27/09/18)  133.00/135.00   04.05/04.11   06.59/06.65
  1Y(27/03/19)  247.00/249.00   03.79/03.82   06.60/06.63
    Spot rate : 1$ = 65.1333 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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