February 7, 2018 / 12:03 PM / 16 days ago

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

  Feb 7 (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
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
5.93 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(09/03/18)   22.25/23.75    04.52/04.83   06.13/06.43
  2M(09/04/18)   52.25/54.00    05.04/05.21   06.75/06.92
  3M(09/05/18)   76.75/78.50    04.91/05.02   06.75/06.87
  6M(09/08/18)  147.75/149.75   04.65/04.71   06.72/06.79
  1Y(11/02/19)  288.00/290.00   04.47/04.50   06.89/06.92
    Spot rate : 1$ = 64.1377 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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