Help Desk: 022-22690321

WHAT'S NEW


Overnight MIBOR

DateTenorTimeOvernight MIBORComments
21 May 2018O/N 10:45:00 AM6.05 
18 May 20183D 10:45:00 AM6.04 

Term MIBOR

DatePeriodTimeTerm MIBORComments
21 May 201814 DAYS 11:45:00 AM6.4 
21 May 20181 MONTH 11:45:00 AM6.81 
21 May 20183 MONTHS 11:45:00 AM7.54 
18 May 201814 DAYS 11:45:00 AM6.37 
18 May 20181 MONTH 11:45:00 AM6.73 
18 May 20183 MONTHS 11:45:00 AM7.49 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
21 May 2018 6:00:00 PM1 WEEK5.06 %6.39 %5.73 %0.75 %0.10 % 
21 May 2018 6:00:00 PM1 MONTH5.39 %5.78 %5.59 %0.80 %0.14 % 
21 May 2018 6:00:00 PM3 MONTHS5.28 %5.64 %5.46 %0.83 %0.20 % 
21 May 2018 6:00:00 PM6 MONTHS5.45 %5.79 %5.62 %0.85 %0.25 % 
21 May 2018 6:00:00 PM12 MONTHS5.88 %6.15 %6.02 %0.89 %0.30 % 
18 May 2018 6:00:00 PM1 WEEK4.96 %6.22 %5.59 %0.75 %0.10 % 
18 May 2018 6:00:00 PM1 MONTH5.39 %5.77 %5.58 %0.80 %0.14 % 
18 May 2018 6:00:00 PM3 MONTHS5.29 %5.63 %5.46 %0.82 %0.20 % 
18 May 2018 6:00:00 PM6 MONTHS5.46 %5.75 %5.61 %0.85 %0.25 % 
18 May 2018 6:00:00 PM12 MONTHS5.83 %6.13 %5.98 %0.89 %0.30 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
21 May 2018 5:45:00 PM6.737.17.817.717.868.168.12
18 May 2018 7:15:00 PM6.846.97.777.77.7788.14

T-Bill Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
21 May 2018 5:30:00 PM6.046.076.166.326.626.756.78
18 May 2018 7:00:00 PM6.066.096.186.346.646.776.8

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
21 May 20181D 10:45:00 AM6 
18 May 20183D 10:45:00 AM6 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
21 May 2018 4:15:00 PMO/N22 May 20183.83480.0072 
21 May 2018 4:15:00 PM1M25 Jun 20183.84810.2369 
21 May 2018 4:15:00 PM2M23 Jul 20183.91810.4459 
21 May 2018 4:15:00 PM3M23 Aug 20183.92990.6745 
21 May 2018 4:15:00 PM4M24 Sep 20183.93120.9094 
21 May 2018 4:15:00 PM5M23 Oct 20183.93621.1235 
21 May 2018 4:15:00 PM6M26 Nov 20183.94211.3753 
21 May 2018 4:15:00 PM7M24 Dec 20183.94691.5831 
21 May 2018 4:15:00 PM8M23 Jan 20193.95211.8064 
21 May 2018 4:15:00 PM9M25 Feb 20193.95782.0527 
21 May 2018 4:15:00 PM10M25 Mar 20193.96262.2622 
21 May 2018 4:15:00 PM11M23 Apr 20194.00152.5009 
21 May 2018 4:15:00 PM12M23 May 20193.9972.7214 
21 May 2018 4:15:00 PMFBD April    
21 May 2018 4:15:00 PMSpot23 May 2018 68.0947 
12

MIBOR-OIS

DateTime6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
21 May 2018 5:45:00 PM6.516.646.776.867.017.127.2
18 May 2018 5:45:00 PM6.556.676.796.97.057.137.23

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
21 May 2018 5:00:00 PMO/N22 May 20185.5647 
21 May 2018 5:00:00 PM1M25 Jun 20185.8435 
21 May 2018 5:00:00 PM2M23 Jul 20186.0681 
21 May 2018 5:00:00 PM3M23 Aug 20186.3157 
21 May 2018 5:00:00 PM6M26 Nov 20186.5267 
21 May 2018 5:00:00 PM12M23 May 20196.9127 
18 May 2018 5:00:00 PMO/N21 May 20185.4791 
18 May 2018 5:00:00 PM1M22 Jun 20185.9166 
18 May 2018 5:00:00 PM2M23 Jul 20186.0664 
18 May 2018 5:00:00 PM3M23 Aug 20186.2954 
18 May 2018 5:00:00 PM6M26 Nov 20186.5019 
18 May 2018 5:00:00 PM12M22 May 20196.9589 

Our Benchmarks