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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
18 Jan 2018O/N 10:45:00 AM6 
17 Jan 2018O/N 10:45:00 AM6.02 

Term MIBOR

DatePeriodTimeTerm MIBORComments
18 Jan 201814 DAYS 11:45:00 AM6.25 
18 Jan 20181 MONTH 11:45:00 AM6.32 
18 Jan 20183 MONTHS 11:45:00 AM6.82 
17 Jan 201814 DAYS 11:45:00 AM6.25 
17 Jan 20181 MONTH 11:45:00 AM6.31 
17 Jan 20183 MONTHS 11:45:00 AM6.78 

FC-Rupee Options Volatility Matrix

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
18 Jan 2018 6:00:00 PM1 WEEK4.22 %5.26 %4.74 %0.50 %0.10 % 
18 Jan 2018 6:00:00 PM1 MONTH4.51 %4.95 %4.73 %0.60 %0.14 % 
18 Jan 2018 6:00:00 PM3 MONTHS4.77 %5.14 %4.96 %0.67 %0.19 % 
18 Jan 2018 6:00:00 PM6 MONTHS5.25 %5.55 %5.40 %0.78 %0.26 % 
18 Jan 2018 6:00:00 PM12 MONTHS5.74 %6.06 %5.90 %0.81 %0.34 % 
17 Jan 2018 6:00:00 PM1 WEEK4.23 %5.30 %4.77 %0.48 %0.10 % 
17 Jan 2018 6:00:00 PM1 MONTH4.63 %5.00 %4.82 %0.61 %0.14 % 
17 Jan 2018 6:00:00 PM3 MONTHS4.87 %5.17 %5.02 %0.66 %0.19 % 
17 Jan 2018 6:00:00 PM6 MONTHS5.31 %5.59 %5.45 %0.78 %0.26 % 
17 Jan 2018 6:00:00 PM12 MONTHS5.77 %6.13 %5.95 %0.81 %0.34 % 

CD Rate

Date14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
18 Jan 20186.066.296.316.417.226.856.89
17 Jan 20186.046.336.376.417.166.876.93

T-Bill Rate

Date14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
18 Jan 20186.056.136.136.356.46.446.49
17 Jan 20186.046.126.126.356.46.466.54

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
18 Jan 20181D 10:45:00 AM5.88 
17 Jan 20181D 10:45:00 AM5.94 

Our Benchmarks