Overnight MIBOR

DateTenorTimeOvernight MIBORComments
17 May 2019O/N 10:45:00 AM6.05 
16 May 2019O/N 10:45:00 AM6.05 

Term MIBOR

DatePeriodTimeTerm MIBORComments
17 May 201914 DAYS 11:45:00 AM6.54 
17 May 20191 MONTH 11:45:00 AM6.7 
17 May 20193 MONTHS 11:45:00 AM7.13 
16 May 201914 DAYS 11:45:00 AM6.53 
16 May 20191 MONTH 11:45:00 AM6.72 
16 May 20193 MONTHS 11:45:00 AM7.14 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
17 May 2019 1:30:00 PM70.166689.727678.433664.03 
16 May 2019 1:30:00 PM70.246990.193778.721064.18 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
17 May 2019 6:00:00 PM1 WEEK13.24 %16.19 %14.72 %0.76 %0.10 % 
17 May 2019 6:00:00 PM1 MONTH9.01 %9.49 %9.25 %0.73 %0.11 % 
17 May 2019 6:00:00 PM3 MONTHS7.28 %7.63 %7.46 %0.58 %0.22 % 
17 May 2019 6:00:00 PM6 MONTHS6.52 %6.97 %6.75 %0.54 %0.25 % 
17 May 2019 6:00:00 PM12 MONTHS6.12 %6.51 %6.32 %0.60 %0.27 % 
16 May 2019 6:00:00 PM1 WEEK12.19 %14.68 %13.44 %0.86 %0.11 % 
16 May 2019 6:00:00 PM1 MONTH9.01 %9.53 %9.27 %0.50 %0.11 % 
16 May 2019 6:00:00 PM3 MONTHS7.44 %7.89 %7.67 %0.50 %0.22 % 
16 May 2019 6:00:00 PM6 MONTHS6.58 %7.01 %6.80 %0.54 %0.25 % 
16 May 2019 6:00:00 PM12 MONTHS6.19 %6.57 %6.38 %0.58 %0.27 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
17 May 2019 5:45:00 PM6.717.247.387.077.277.347.29
16 May 2019 5:45:00 PM6.786.767.147.087.317.427.52

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
17 May 2019 5:30:00 PM6.136.146.166.36.326.346.366.386.396.46.416.426.426.43
16 May 2019 5:30:00 PM6.166.176.196.326.346.366.386.46.416.426.446.436.416.4

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
17 May 20193D 10:45:00 AM5.92 
16 May 20191D 10:45:00 AM5.91 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
17 May 2019 4:15:00 PMO/N20 May 20194.03380.0233 
17 May 2019 4:15:00 PM1M21 Jun 20194.40420.2626 
17 May 2019 4:15:00 PM2M22 Jul 20194.4420.5295 
17 May 2019 4:15:00 PM3M21 Aug 20194.42490.7827 
17 May 2019 4:15:00 PM4M23 Sep 20194.40461.0585 
17 May 2019 4:15:00 PM5M21 Oct 20194.38741.2906 
17 May 2019 4:15:00 PM6M21 Nov 20194.36371.5437 
17 May 2019 4:15:00 PM7M23 Dec 20194.33721.8012 
17 May 2019 4:15:00 PM8M21 Jan 20204.31322.0317 
17 May 2019 4:15:00 PM9M24 Feb 20204.28512.2985 
17 May 2019 4:15:00 PM10M23 Mar 20204.2622.5156 
17 May 2019 4:15:00 PM11M21 Apr 20204.30032.778 
17 May 2019 4:15:00 PM12M21 May 20204.31583.0373 
17 May 2019 4:15:00 PMFBD April    
17 May 2019 4:15:00 PMSpot21 May 2019 70.1747 
12

MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
17 May 2019 5:45:00 PM5.965.885.885.875.925.945.915.976.076.15
16 May 2019 5:45:00 PM5.975.895.885.885.95.935.925.976.076.14

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
17 May 2019 5:00:00 PMO/N20 May 20196.4231 
17 May 2019 5:00:00 PM1M21 Jun 20196.8893 
17 May 2019 5:00:00 PM2M22 Jul 20196.9835 
17 May 2019 5:00:00 PM3M21 Aug 20197.0103 
17 May 2019 5:00:00 PM6M21 Nov 20197.0099 
17 May 2019 5:00:00 PM12M21 May 20207.1034 
16 May 2019 5:00:00 PMO/N17 May 20196.4261 
16 May 2019 5:00:00 PM1M20 Jun 20196.9073 
16 May 2019 5:00:00 PM2M22 Jul 20196.9458 
16 May 2019 5:00:00 PM3M20 Aug 20196.9764 
16 May 2019 5:00:00 PM6M20 Nov 20196.9643 
16 May 2019 5:00:00 PM12M20 May 20207.0748 

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