March 20, 2018 / 11:57 AM / 4 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.79 pct

  Mar 20 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.79 percent on
Tuesday 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
6.50 percent on Tuesday. 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(23/04/18)   31.50/33.25    05.51/05.82   07.40/07.71
  2M(22/05/18)   53.50/55.25    04.91/05.07   06.91/07.08
  3M(22/06/18)   76.00/78.00    04.62/04.75   06.93/07.05
  6M(24/09/18)  140.50/142.50   04.23/04.29   06.72/06.79
  1Y(22/03/19)  257.50/259.50   03.95/03.98   06.74/06.78
    Spot rate : 1$ = 65.1993 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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