Reuters logo
India FIMMDA-Thomson Reuters-MIFOR for six mths 6.24 pct
July 13, 2017 / 11:08 AM / 2 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.24 pct

Jul 13 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.24 percent on
Thursday compared with 6.19 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 Thursday. 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(18/08/17)   26.00/27.50    04.60/04.87   05.85/06.12
  2M(18/09/17)   52.00/53.50    04.68/04.81   05.96/06.10
  3M(17/10/17)   76.00/77.75    04.68/04.79   06.02/06.12
  6M(17/01/18)  151.50/153.50   04.66/04.73   06.17/06.24
  1Y(17/07/18)  296.25/298.25   04.60/04.63   06.44/06.47
    Spot rate : 1$ = 64.4384 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)

Our Standards:The Thomson Reuters Trust Principles.
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below