November 20, 2014 / 11:53 AM / 3 years ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 8.01 pct

Nov 20 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 8.01 percent on
Thursday compared with 8.01 percent the previous day.

    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
8.08 percent on Thursday. 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(24/12/14)   39.50/40.75    07.74/07.98   07.90/08.14
  2M(27/01/15)   85.00/86.75    07.81/07.97   08.02/08.18
  3M(24/02/15)  120.75/122.50   07.71/07.83   07.95/08.07
  6M(26/05/15)  236.75/238.75   07.60/07.67   07.95/08.01
  1Y(24/11/15)  453.25/455.25   07.30/07.33   07.91/07.94

    Spot rate : 1$ = 62.1044 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)

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