December 27, 2016 / 11:49 AM / a year ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.99 pct

Dec 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 5.99 percent on
Tuesday compared with 5.96 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
4.97 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(30/01/17)   24.50/26.00    04.11/04.36   04.88/05.14
  2M(28/02/17)   48.00/50.00    04.22/04.40   05.06/05.23
  3M(29/03/17)   71.50/73.25    04.26/04.37   05.29/05.39
  6M(29/06/17)  154.75/156.75   04.56/04.62   05.93/05.99
  1Y(29/12/17)  302.00/304.00   04.44/04.47   06.23/06.26
    Spot rate : 1$ = 67.9967 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)

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