Reuters logo
India FIMMDA-Thomson Reuters-MIFOR for six mths 6.08 pct
October 10, 2017 / 11:00 AM / 2 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.08 pct

  Oct 10 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.08 percent on
Tuesday compared with 6.03 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.09 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(13/11/17)   26.75/28.00    04.68/04.89   05.94/06.15
  2M(12/12/17)   49.25/51.25    04.52/04.70   05.81/06.00
  3M(12/01/18)   72.50/74.50    04.41/04.53   05.80/05.92
  6M(12/04/18)  144.50/146.50   04.44/04.50   06.02/06.08
  1Y(12/10/18)  279.00/281.00   04.27/04.31   06.19/06.22
    Spot rate : 1$ = 65.2652 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