February 1, 2018 / 11:59 AM / 6 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.70 pct

  Feb 1 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.70 percent on
Thursday compared with 6.63 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.97 percent on Thursday. 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(05/03/18)   21.50/23.00    04.41/04.71   06.01/06.32
  2M(05/04/18)   50.75/52.50    04.94/05.11   06.64/06.81
  3M(07/05/18)   76.25/78.00    04.81/04.92   06.64/06.75
  6M(06/08/18)  145.25/147.25   04.58/04.64   06.64/06.70
  1Y(05/02/19)  281.25/283.25   04.42/04.45   06.85/06.88
    Spot rate : 1$ = 63.6113 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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