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5 years ago
India FIMMDA-Thomson Reuters-MIFOR for six mths 7.67 pct
August 21, 2012 / 10:53 AM / 5 years ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 7.67 pct

Aug 21 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 7.67 percent on
Tuesday compared with 7.63 percent the previous day.

    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
8.00 percent on Tuesday. One-month, two-month, three-month,
six-month and one-year swaps and benchmark rates are given in
the table below.
--------------------------------------------------------------
    Period      SWAP DIFFERENCE    PREMIUM        MIFOR
                   dlr/rupee      In percent    Implied rupees
  (Spot to)       (paise)       (annualised)  Interest rates(%)
--------------------------------------------------------------
  1M(24/09/12)   36.75/38.00    07.55/07.80   07.79/08.05
  2M(23/10/12)   68.75/70.50    07.41/07.60   07.75/07.94
  3M(23/11/12)  102.00/103.75   07.29/07.41   07.73/07.86
  6M(25/02/13)  193.75/195.75   06.85/06.92   07.60/07.67
  1Y(23/08/13)  342.50/344.50   06.17/06.20   07.29/07.32

    Spot rate : 1$ = 55.5405 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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