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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
17 Nov 20173D 10:45:00 AM6 

Term MIBOR

DatePeriodTimeTerm MIBORComments
17 Nov 201714 DAYS 11:45:00 AM6.19 
17 Nov 20171 MONTH 11:45:00 AM6.25 
17 Nov 20173 MONTHS 11:45:00 AM6.37 

FC-Rupee Options Volatility Matrix

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
17 Nov 2017 6:00:00 PM1 WEEK4.28 %5.11 %4.70 %0.53 %0.11 % 
17 Nov 2017 6:00:00 PM1 MONTH4.46 %4.90 %4.68 %0.68 %0.12 % 
17 Nov 2017 6:00:00 PM3 MONTHS4.75 %5.13 %4.94 %0.77 %0.20 % 
17 Nov 2017 6:00:00 PM6 MONTHS5.38 %5.76 %5.57 %0.83 %0.28 % 
17 Nov 2017 6:00:00 PM12 MONTHS6.03 %6.41 %6.22 %0.86 %0.36 % 

CD Rate

Date14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
17 Nov 20176.076.076.116.236.266.566.62

T-Bill Rate

Date14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
17 Nov 20176.015.986.066.126.146.186.23

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