February 20, 2018 / 12:01 PM / 6 months ago

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

  Feb 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 6.78 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.12 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(22/03/18)   22.75/24.50    04.60/04.95   06.22/06.57
  2M(23/04/18)   53.50/55.25    05.04/05.21   06.82/06.99
  3M(22/05/18)   76.00/78.00    04.83/04.96   06.78/06.91
  6M(23/08/18)  145.50/147.50   04.52/04.58   06.73/06.79
  1Y(22/02/19)  280.50/282.50   04.35/04.38   06.90/06.93
    Spot rate : 1$ = 64.5254 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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