October 13, 2016 / 10:52 AM / 10 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 7.03 pct

Oct 13 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate for six months based on the
implied yield using dollar-rupee premium is 7.03 percent on
Thursday compared with 7.02 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.50 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(17/11/16)   33.75/35.25    05.94/06.21   06.49/06.75
  2M(19/12/16)   67.50/69.00    05.85/05.98   06.52/06.65
  3M(17/01/17)   96.50/98.50    05.73/05.85   06.63/06.75
  6M(17/04/17)  188.50/190.50   05.66/05.72   06.97/07.03
  1Y(17/10/17)  362.50/364.50   05.42/05.45   07.12/07.15
    Spot rate : 1$ = 66.8473 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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