Reuters logo
India FIMMDA-Thomson Reuters-MIFOR for six mths 5.77 pct
December 8, 2016 / 11:49 AM / in a year

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.77 pct

Dec 8 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 5.77 percent on
Thursday compared with 5.36 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.22 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(13/01/17)   25.00/26.25    04.37/04.58   05.04/05.26
  2M(13/02/17)   50.00/51.75    04.37/04.52   05.15/05.30
  3M(14/03/17)   72.00/73.75    04.28/04.39   05.26/05.36
  6M(13/06/17)  147.00/149.00   04.37/04.43   05.71/05.77
  1Y(13/12/17)  295.50/297.50   04.38/04.41   06.12/06.15
    Spot rate : 1$ = 67.4325 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.
 
($1=0)
India FIMMDA-Thomson Reuters-MIFOR for six mths 5.77 pct
  Dec 8 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 5.77 percent on
Thursday compared with 5.36 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.22 percent on Thursday. One-month, two-month, three-month,
six-month and one-year swaps and benchmark rates are given in
the table below.
--------------------------------------------------------------
                   dlr/rupee      In percent    Implied rupees
  (Spot to)       (paise)       (annualised)  Interest rates(%)
--------------------------------------------------------------
  1M(13/01/17)   25.00/26.25    04.37/04.58   05.04/05.26
  2M(13/02/17)   50.00/51.75    04.37/04.52   05.15/05.30
  3M(14/03/17)   72.00/73.75    04.28/04.39   05.26/05.36
  6M(13/06/17)  147.00/149.00   04.37/04.43   05.71/05.77
  1Y(13/12/17)  295.50/297.50   04.38/04.41   06.12/06.15
    Spot rate : 1$ = 67.4325 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
  • 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