February 16, 2018 / 11:58 AM / 4 months ago

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

  Feb 16 (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
Friday compared with 6.81 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.09 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(21/03/18)   22.50/24.00    04.59/04.90   06.21/06.52
  2M(23/04/18)   53.50/55.25    05.01/05.17   06.78/06.94
  3M(21/05/18)   75.25/77.00    04.83/04.94   06.76/06.88
  6M(21/08/18)  143.75/145.75   04.54/04.60   06.72/06.78
  1Y(21/02/19)  278.75/280.75   04.36/04.39   06.89/06.92
    Spot rate : 1$ = 63.9097 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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