Reuters logo
India FIMMDA-Thomson Reuters-MIFOR for six mths 5.97 pct
August 28, 2017 / 11:02 AM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.97 pct

Aug 28 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.97 percent on
Monday compared with 6.00 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.68 percent on Monday. 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(29/09/17)   22.50/24.25    04.29/04.62   05.54/05.88
  2M(30/10/17)   46.25/48.00    04.33/04.50   05.63/05.80
  3M(30/11/17)   70.50/72.50    04.38/04.50   05.73/05.85
  6M(28/02/18)  140.25/142.25   04.40/04.47   05.91/05.97
  1Y(30/08/18)  274.75/276.75   04.30/04.33   06.13/06.16
    Spot rate : 1$ = 63.8701 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