February 9, 2018 / 12:03 PM / 5 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.76 pct

  Feb 9 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.76 percent on
Friday compared with 6.75 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.99 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(14/03/18)   22.75/24.25    04.61/04.91   06.22/06.52
  2M(16/04/18)   54.75/56.50    05.09/05.25   06.82/06.98
  3M(14/05/18)   77.00/78.75    04.91/05.02   06.77/06.89
  6M(14/08/18)  146.25/148.25   04.58/04.64   06.70/06.76
  1Y(14/02/19)  282.75/284.75   04.39/04.42   06.84/06.87
    Spot rate : 1$ = 64.3686 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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