March 21, 2018 / 11:59 AM / a month ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.73 pct

  Mar 21 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.73 percent on
Wednesday compared with 6.79 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.43 percent on Wednesday. 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(23/04/18)   30.00/32.00    05.42/05.78   07.31/07.67
  2M(23/05/18)   53.00/55.00    04.86/05.05   06.88/07.07
  3M(25/06/18)   76.75/78.75    04.57/04.69   06.90/07.02
  6M(24/09/18)  137.25/139.25   04.15/04.21   06.67/06.73
  1Y(25/03/19)  254.75/256.75   03.88/03.92   06.70/06.74
    Spot rate : 1$ = 65.2162 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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