Reuters logo
India FIMMDA-Thomson Reuters-MIFOR for six mths 5.84 pct
December 23, 2016 / 11:48 AM / a year ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.84 pct

Dec 23 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 5.84 percent on
Friday compared with 5.80 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
3.75 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(27/01/17)   23.50/24.50    04.07/04.25   04.85/05.02
  2M(27/02/17)   47.75/49.75    04.14/04.31   04.97/05.14
  3M(27/03/17)   70.00/72.00    04.18/04.30   05.20/05.32
  6M(27/06/17)  149.50/151.50   04.41/04.47   05.78/05.84
  1Y(27/12/17)  295.75/297.75   04.35/04.38   06.14/06.17
    Spot rate : 1$ = 67.9117 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