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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
15 Nov 2018O/N 10:45:00 AM6.5 
14 Nov 2018O/N 10:45:00 AM6.49 

Term MIBOR

DatePeriodTimeTerm MIBORComments
15 Nov 201814 DAYS 11:45:00 AM7.01 
15 Nov 20181 MONTH 11:45:00 AM7.14 
15 Nov 20183 MONTHS 11:45:00 AM7.59 
14 Nov 201814 DAYS 11:45:00 AM7.02 
14 Nov 20181 MONTH 11:45:00 AM7.13 
14 Nov 20183 MONTHS 11:45:00 AM7.58 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
15 Nov 2018 1:30:00 PM72.160093.951881.825663.55 
14 Nov 2018 1:30:00 PM72.103993.696181.436163.31 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
14 Nov 2018 6:00:00 PM1 WEEK6.86 %8.29 %7.58 %0.69 %0.13 % 
14 Nov 2018 6:00:00 PM1 MONTH7.50 %7.91 %7.71 %0.60 %0.19 % 
14 Nov 2018 6:00:00 PM3 MONTHS6.80 %7.20 %7.00 %0.69 %0.23 % 
14 Nov 2018 6:00:00 PM6 MONTHS6.71 %7.05 %6.88 %0.91 %0.29 % 
14 Nov 2018 6:00:00 PM12 MONTHS6.69 %7.01 %6.85 %1.28 %0.40 % 
13 Nov 2018 6:00:00 PM1 WEEK6.97 %8.02 %7.50 %0.70 %0.15 % 
13 Nov 2018 6:00:00 PM1 MONTH7.34 %7.83 %7.59 %0.70 %0.19 % 
13 Nov 2018 6:00:00 PM3 MONTHS6.78 %7.11 %6.95 %0.84 %0.23 % 
13 Nov 2018 6:00:00 PM6 MONTHS6.59 %6.93 %6.76 %1.05 %0.28 % 
13 Nov 2018 6:00:00 PM12 MONTHS6.57 %6.89 %6.73 %1.36 %0.40 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
14 Nov 2018 5:45:00 PM6.86.917.377.558.358.58.22
13 Nov 2018 6:45:00 PM6.986.997.37.697.558.458.29

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
14 Nov 2018 5:30:00 PM6.636.66.546.846.896.987.077.167.197.217.247.267.287.3
13 Nov 2018 6:30:00 PM6.696.686.666.856.886.987.077.167.177.187.187.257.317.37

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
15 Nov 20181D 10:45:00 AM6.32 
14 Nov 20181D 10:45:00 AM6.39 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
14 Nov 2018 4:15:00 PMO/N15 Nov 20184.3930.0087 
14 Nov 2018 4:15:00 PM1M17 Dec 20184.22560.2588 
14 Nov 2018 4:15:00 PM2M16 Jan 20194.02890.4856 
14 Nov 2018 4:15:00 PM3M20 Feb 20193.90070.7399 
14 Nov 2018 4:15:00 PM4M18 Mar 20194.03250.9721 
14 Nov 2018 4:15:00 PM5M16 Apr 20194.10821.2258 
14 Nov 2018 4:15:00 PM6M16 May 20194.06861.4552 
14 Nov 2018 4:15:00 PM7M17 Jun 20194.03511.6983 
14 Nov 2018 4:15:00 PM8M16 Jul 20194.01571.9203 
14 Nov 2018 4:15:00 PM9M16 Aug 20194.00682.1614 
14 Nov 2018 4:15:00 PM10M16 Sep 20194.00222.4041 
14 Nov 2018 4:15:00 PM11M16 Oct 20193.99782.6385 
14 Nov 2018 4:15:00 PM12M18 Nov 20193.9932.8957 
14 Nov 2018 4:15:00 PMFBD April02 Apr 20194.1311.1183 
14 Nov 2018 4:15:00 PMSpot16 Nov 2018 72.1236 
12

MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
14 Nov 2018 5:45:00 PM6.556.616.666.836.927.017.047.157.257.28
13 Nov 2018 5:45:00 PM6.576.636.676.866.977.087.137.247.347.36

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
14 Nov 2018 6:00:00 PMO/N15 Nov 20186.5992 
14 Nov 2018 6:00:00 PM1M17 Dec 20186.5765 
14 Nov 2018 6:00:00 PM2M16 Jan 20196.5249 
14 Nov 2018 6:00:00 PM3M20 Feb 20196.5936 
14 Nov 2018 6:00:00 PM6M16 May 20197.0304 
14 Nov 2018 6:00:00 PM12M18 Nov 20197.2935 
13 Nov 2018 6:00:00 PMO/N14 Nov 20186.592 
13 Nov 2018 6:00:00 PM1M17 Dec 20186.5753 
13 Nov 2018 6:00:00 PM2M15 Jan 20196.5902 
13 Nov 2018 6:00:00 PM3M15 Feb 20196.6783 
13 Nov 2018 6:00:00 PM6M15 May 20197.0694 
13 Nov 2018 6:00:00 PM12M15 Nov 20197.3473 

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