October 20, 2015 / 10:49 AM / 2 years ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 7.22 pct

Oct 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 7.22 percent on
Tuesday compared with 7.27 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.78 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(23/11/15)   35.50/37.00    06.44/06.71   06.64/06.91
  2M(23/12/15)   70.50/72.25    06.50/06.66   06.76/06.92
  3M(25/01/16)  108.50/110.50   06.49/06.61   06.82/06.94
  6M(25/04/16)  217.25/219.25   06.61/06.67   07.15/07.22
  1Y(24/10/16)  424.25/426.25   06.50/06.53   07.40/07.43
    Spot rate : 1$ = 64.8908 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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