Reuters logo
India FIMMDA-Thomson Reuters-MIFOR for six mths 5.96 pct
December 26, 2016 / 11:50 AM / a year ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.96 pct

Dec 26 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 5.96 percent on
Monday compared with 5.84 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(30/01/17)   26.00/27.50    04.24/04.48   05.01/05.26
  2M(28/02/17)   49.25/51.00    04.27/04.43   05.11/05.26
  3M(29/03/17)   72.00/74.00    04.26/04.38   05.28/05.40
  6M(28/06/17)  153.50/155.50   04.54/04.60   05.90/05.96
  1Y(28/12/17)  300.25/302.25   04.43/04.46   06.22/06.25
    Spot rate : 1$ = 67.8331 rupees (Source - RBI reference
rate from Thomson Reuters page  
    Note: LIBOR RATES AS OF 23-DEC-2016
    
    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