Overnight MIBOR

DateTenorTimeOvernight MIBORComments
25 Mar 2019O/N 10:45:00 AM6.25 
22 Mar 2019O/N 10:45:00 AM6.25 

Term MIBOR

DatePeriodTimeTerm MIBORComments
25 Mar 201914 DAYS 11:45:00 AM7.06 
25 Mar 20191 MONTH 11:45:00 AM7.26 
25 Mar 20193 MONTHS 11:45:00 AM7.51 
22 Mar 201914 DAYS 11:45:00 AM6.99 
22 Mar 20191 MONTH 11:45:00 AM7.26 
22 Mar 20193 MONTHS 11:45:00 AM7.51 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
26 Mar 2019 1:30:00 PM68.846990.773777.866362.55 
25 Mar 2019 1:30:00 PM68.990390.873177.973562.76 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
25 Mar 2019 6:00:00 PM1 WEEK6.23 %7.59 %6.91 %0.13 %0.10 % 
25 Mar 2019 6:00:00 PM1 MONTH6.17 %6.63 %6.40 %0.20 %0.10 % 
25 Mar 2019 6:00:00 PM3 MONTHS7.74 %8.22 %7.98 %0.40 %0.20 % 
25 Mar 2019 6:00:00 PM6 MONTHS6.86 %7.29 %7.08 %0.45 %0.27 % 
25 Mar 2019 6:00:00 PM12 MONTHS6.38 %6.80 %6.59 %0.53 %0.28 % 
22 Mar 2019 6:00:00 PM1 WEEK6.25 %7.51 %6.88 %0.13 %0.10 % 
22 Mar 2019 6:00:00 PM1 MONTH6.22 %6.65 %6.44 %0.20 %0.10 % 
22 Mar 2019 6:00:00 PM3 MONTHS7.77 %8.20 %7.99 %0.40 %0.20 % 
22 Mar 2019 6:00:00 PM6 MONTHS6.81 %7.23 %7.02 %0.45 %0.27 % 
22 Mar 2019 6:00:00 PM12 MONTHS6.29 %6.68 %6.49 %0.53 %0.28 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
25 Mar 2019 5:45:00 PM8.038.17.237.197.67.597.68
22 Mar 2019 5:45:00 PM7.8487.217.367.547.527.73

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
25 Mar 2019 5:30:00 PM6.266.216.16.196.246.276.36.336.346.356.366.366.376.37
22 Mar 2019 5:30:00 PM6.316.286.26.236.296.36.326.336.356.366.386.386.396.39

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
25 Mar 20191D 10:45:00 AM6.26 
22 Mar 20193D 10:45:00 AM6.25 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
25 Mar 2019 4:15:00 PMO/N26 Mar 20197.04410.0133 
25 Mar 2019 4:15:00 PM1M29 Apr 20195.4160.3379Revised
25 Mar 2019 4:15:00 PM2M28 May 20194.81860.5648 
25 Mar 2019 4:15:00 PM3M27 Jun 20194.58210.7969 
25 Mar 2019 4:15:00 PM4M29 Jul 20194.3181.0122 
25 Mar 2019 4:15:00 PM5M27 Aug 20194.18741.2111 
25 Mar 2019 4:15:00 PM6M27 Sep 20193.92691.3644 
25 Mar 2019 4:15:00 PM7M29 Oct 20194.04921.6534 
25 Mar 2019 4:15:00 PM8M27 Nov 20193.94861.8288 
25 Mar 2019 4:15:00 PM9M27 Dec 20193.76961.9596 
25 Mar 2019 4:15:00 PM10M27 Jan 20203.7092.1455 
25 Mar 2019 4:15:00 PM11M27 Feb 20203.66772.3365 
25 Mar 2019 4:15:00 PM12M27 Mar 20203.62912.5109 
25 Mar 2019 4:15:00 PMFBD April02 Apr 20199.93630.1127 
25 Mar 2019 4:15:00 PMSpot27 Mar 2019 68.9988 
12

MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
25 Mar 2019 5:45:00 PM6.46.196.156.055.995.975.845.875.946.01
22 Mar 2019 5:45:00 PM6.466.246.186.076.026.015.885.9266.06

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
25 Mar 2019 6:00:00 PMO/N26 Mar 20199.4671 
25 Mar 2019 6:00:00 PM1M29 Apr 20197.9527 
25 Mar 2019 6:00:00 PM2M28 May 20197.4378 
25 Mar 2019 6:00:00 PM3M27 Jun 20197.2576 
25 Mar 2019 6:00:00 PM6M27 Sep 20196.6907 
25 Mar 2019 6:00:00 PM12M27 Mar 20206.5143 
22 Mar 2019 6:00:00 PMO/N25 Mar 20197.716 
22 Mar 2019 6:00:00 PM1M26 Apr 20197.689 
22 Mar 2019 6:00:00 PM2M28 May 20197.1382 
22 Mar 2019 6:00:00 PM3M26 Jun 20196.9898 
22 Mar 2019 6:00:00 PM6M26 Sep 20196.5901 
22 Mar 2019 6:00:00 PM12M26 Mar 20206.4585 

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