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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
18 Jul 2018O/N 10:45:00 AM6.3 
17 Jul 2018O/N 10:45:00 AM6.3 

Term MIBOR

DatePeriodTimeTerm MIBORComments
18 Jul 201814 DAYS 11:45:00 AM6.66 
18 Jul 20181 MONTH 11:45:00 AM6.82 
18 Jul 20183 MONTHS 11:45:00 AM7.18 
17 Jul 201814 DAYS 11:45:00 AM6.64 
17 Jul 20181 MONTH 11:45:00 AM6.82 
17 Jul 20183 MONTHS 11:45:00 AM7.25 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
18 Jul 2018 1:30:00 PM68.565289.725879.736360.65 
17 Jul 2018 1:30:00 PM68.297890.516080.100660.78 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
18 Jul 2018 6:00:00 PM1 WEEK4.66 %5.75 %5.21 %0.71 %0.10 % 
18 Jul 2018 6:00:00 PM1 MONTH5.09 %5.46 %5.28 %0.66 %0.14 % 
18 Jul 2018 6:00:00 PM3 MONTHS5.27 %5.54 %5.41 %0.69 %0.21 % 
18 Jul 2018 6:00:00 PM6 MONTHS5.43 %5.71 %5.57 %0.85 %0.26 % 
18 Jul 2018 6:00:00 PM12 MONTHS5.86 %6.14 %6.00 %0.93 %0.31 % 
17 Jul 2018 6:00:00 PM1 WEEK4.74 %5.72 %5.23 %0.71 %0.10 % 
17 Jul 2018 6:00:00 PM1 MONTH5.19 %5.52 %5.36 %0.68 %0.14 % 
17 Jul 2018 6:00:00 PM3 MONTHS5.30 %5.55 %5.43 %0.70 %0.21 % 
17 Jul 2018 6:00:00 PM6 MONTHS5.47 %5.73 %5.60 %0.85 %0.26 % 
17 Jul 2018 6:00:00 PM12 MONTHS5.88 %6.14 %6.01 %0.92 %0.31 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
18 Jul 2018 5:45:00 PM6.386.486.747.067.257.478
17 Jul 2018 5:45:00 PM6.316.56.747.057.437.457.98

T-Bill Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
18 Jul 2018 5:30:00 PM6.186.286.516.526.9277.21
17 Jul 2018 5:30:00 PM6.166.256.516.516.96.987.18

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
18 Jul 20181D 10:45:00 AM6.26 
17 Jul 20181D 10:45:00 AM6.26 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
18 Jul 2018 4:15:00 PMO/N19 Jul 20184.07290.0076 
18 Jul 2018 4:15:00 PM1M20 Aug 20184.10860.2391 
18 Jul 2018 4:15:00 PM2M21 Sep 20184.21520.4985 
18 Jul 2018 4:15:00 PM3M22 Oct 20184.27620.7546 
18 Jul 2018 4:15:00 PM4M20 Nov 20184.2870.9899 
18 Jul 2018 4:15:00 PM5M20 Dec 20184.2851.2307 
18 Jul 2018 4:15:00 PM6M22 Jan 20194.28641.4967 
18 Jul 2018 4:15:00 PM7M20 Feb 20194.28771.7306 
18 Jul 2018 4:15:00 PM8M20 Mar 20194.28881.9565 
18 Jul 2018 4:15:00 PM9M22 Apr 20194.29012.2228 
18 Jul 2018 4:15:00 PM10M20 May 20194.29132.449 
18 Jul 2018 4:15:00 PM11M20 Jun 20194.29272.6996 
18 Jul 2018 4:15:00 PM12M22 Jul 20194.2942.9584 
18 Jul 2018 4:15:00 PMFBD April02 Apr 20194.28922.0613 
18 Jul 2018 4:15:00 PMSpot20 Jul 2018 68.5204 
12

MIBOR-OIS

DateTime6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
18 Jul 2018 5:45:00 PM6.636.816.977.17.27.24
17 Jul 2018 5:45:00 PM6.636.86.896.997.097.177.22

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
18 Jul 2018 5:00:00 PMO/N19 Jul 20186.0129 
18 Jul 2018 5:00:00 PM1M20 Aug 20186.2312 
18 Jul 2018 5:00:00 PM2M21 Sep 20186.4405 
18 Jul 2018 5:00:00 PM3M22 Oct 20186.6825 
18 Jul 2018 5:00:00 PM6M22 Jan 20196.9041 
18 Jul 2018 5:00:00 PM12M22 Jul 20197.2564 
17 Jul 2018 5:00:00 PMO/N18 Jul 20186.0907 
17 Jul 2018 5:00:00 PM1M20 Aug 20186.2619 
17 Jul 2018 5:00:00 PM2M19 Sep 20186.433 
17 Jul 2018 5:00:00 PM3M19 Oct 20186.6579 
17 Jul 2018 5:00:00 PM6M22 Jan 20196.8614 
17 Jul 2018 5:00:00 PM12M19 Jul 20197.2071 

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