February 14, 2018 / 12:03 PM / 9 days ago

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

  Feb 14 (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
Wednesday compared with 6.77 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.04 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(16/03/18)   22.75/24.25    04.62/04.93   06.24/06.55
  2M(16/04/18)   52.75/54.50    05.09/05.26   06.83/07.00
  3M(16/05/18)   76.75/78.75    04.91/05.04   06.81/06.94
  6M(16/08/18)  145.50/147.50   04.58/04.64   06.71/06.78
  1Y(20/02/19)  284.50/286.50   04.39/04.42   06.86/06.90
    Spot rate : 1$ = 64.1259 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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