Reuters logo
India FIMMDA-Thomson Reuters-MIFOR for six mths 6.19 pct
June 27, 2017 / 11:03 AM / 6 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.19 pct

  Jun 27 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.19 percent on
Tuesday compared with 6.12 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 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(31/07/17)   26.50/28.00    04.69/04.95   05.94/06.20
  2M(29/08/17)   50.50/52.25    04.69/04.85   05.97/06.13
  3M(29/09/17)   76.75/78.50    04.72/04.83   06.05/06.16
  6M(29/12/17)  149.50/151.50   04.63/04.69   06.13/06.19
  1Y(29/06/18)  293.25/295.25   04.55/04.58   06.39/06.42
    Spot rate : 1$ = 64.4572 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