Reuters logo
India FIMMDA-Thomson Reuters-MIFOR for six mths 6.33 pct
March 24, 2017 / 11:50 AM / 9 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.33 pct

  Mar 24 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.33 percent on
Friday compared with 6.37 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.94 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(28/04/17)   27.50/29.25    05.11/05.44   06.11/06.44
  2M(30/05/17)   55.25/57.00    04.97/05.13   06.01/06.17
  3M(29/06/17)   80.75/82.50    04.89/05.00   06.08/06.18
  6M(29/09/17)  158.00/160.00   04.79/04.85   06.27/06.33
  1Y(28/03/18)  306.25/308.25   04.69/04.72   06.60/06.64
    Spot rate : 1$ = 65.4581 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