February 12, 2018 / 11:59 AM / 12 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.77 pct

  Feb 12 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.77 percent on
Monday compared with 6.76 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.98 percent on Monday. 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(15/03/18)   22.50/24.00    04.56/04.87   06.18/06.48
  2M(16/04/18)   53.75/55.50    05.09/05.25   06.82/06.99
  3M(15/05/18)   77.00/79.00    04.91/05.04   06.79/06.92
  6M(16/08/18)  147.00/149.00   04.59/04.65   06.71/06.77
  1Y(15/02/19)  283.00/285.00   04.40/04.43   06.86/06.89
    Spot rate : 1$ = 64.2838 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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