February 5, 2018 / 12:01 PM / 16 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.78 pct

  Feb 5 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.78 percent on
Monday compared with 6.78 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.94 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(07/03/18)   22.25/24.00    04.53/04.89   06.14/06.49
  2M(09/04/18)   54.00/56.00    05.05/05.23   06.76/06.94
  3M(07/05/18)   76.50/78.50    04.90/05.03   06.74/06.87
  6M(07/08/18)  147.25/149.25   04.64/04.70   06.71/06.78
  1Y(07/02/19)  286.00/288.00   04.47/04.50   06.90/06.93
    Spot rate : 1$ = 64.0295 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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