Reuters logo
India FIMMDA-Thomson Reuters-MIFOR for six mths 6.26 pct
November 7, 2017 / 11:58 AM / 14 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.26 pct

  Nov 7 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.26 percent on
Tuesday compared with 6.21 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.86 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(11/12/17)   25.00/26.75    04.40/04.71   05.67/05.97
  2M(09/01/18)   47.50/49.25    04.39/04.55   05.75/05.92
  3M(09/02/18)   71.50/73.25    04.38/04.48   05.81/05.92
  6M(09/05/18)  146.00/148.00   04.54/04.61   06.20/06.26
  1Y(09/11/18)  283.00/285.00   04.37/04.40   06.34/06.38
    Spot rate : 1$ = 64.8064 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