October 15, 2015 / 10:49 AM / 2 years ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 7.27 pct

Oct 15 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 7.27 percent on
Thursday compared with 7.23 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.75 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(19/11/15)   35.75/37.25    06.49/06.77   06.69/06.97
  2M(21/12/15)   73.00/74.75    06.52/06.68   06.78/06.94
  3M(19/01/16)  107.00/108.75   06.55/06.66   06.87/06.98
  6M(20/04/16)  217.75/219.75   06.66/06.72   07.20/07.27
  1Y(19/10/16)  427.00/429.00   06.57/06.60   07.45/07.48
    Spot rate : 1$ = 64.8240 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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