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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
22 Jan 2019O/N 10:45:00 AM6.55 
21 Jan 2019O/N 10:45:00 AM6.55 

Term MIBOR

DatePeriodTimeTerm MIBORComments
22 Jan 201914 DAYS 11:45:00 AM6.87 
22 Jan 20191 MONTH 11:45:00 AM7 
22 Jan 20193 MONTHS 11:45:00 AM7.61 
21 Jan 201914 DAYS 11:45:00 AM6.88 
21 Jan 20191 MONTH 11:45:00 AM7.01 
21 Jan 20193 MONTHS 11:45:00 AM7.62 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
23 Jan 2019 1:30:00 PM71.203992.206780.939464.94 
22 Jan 2019 1:30:00 PM71.376191.896381.043865.23 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
22 Jan 2019 6:00:00 PM1 WEEK6.07 %7.02 %6.55 %0.32 %0.17 % 
22 Jan 2019 6:00:00 PM1 MONTH7.29 %7.72 %7.51 %0.48 %0.19 % 
22 Jan 2019 6:00:00 PM3 MONTHS7.38 %7.81 %7.60 %0.55 %0.33 % 
22 Jan 2019 6:00:00 PM6 MONTHS8.70 %9.13 %8.92 %0.82 %0.42 % 
22 Jan 2019 6:00:00 PM12 MONTHS8.17 %8.46 %8.32 %0.90 %0.47 % 
21 Jan 2019 6:00:00 PM1 WEEK6.38 %7.48 %6.93 %0.34 %0.16 % 
21 Jan 2019 6:00:00 PM1 MONTH7.47 %7.93 %7.70 %0.49 %0.18 % 
21 Jan 2019 6:00:00 PM3 MONTHS7.51 %7.96 %7.74 %0.55 %0.34 % 
21 Jan 2019 6:00:00 PM6 MONTHS8.78 %9.18 %8.98 %0.81 %0.40 % 
21 Jan 2019 6:00:00 PM12 MONTHS8.20 %8.48 %8.34 %0.90 %0.46 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
22 Jan 2019 5:45:00 PM6.746.756.767.097.717.867.95
21 Jan 2019 5:45:00 PM6.736.716.737.117.87.887.95

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
22 Jan 2019 5:30:00 PM6.516.526.556.566.586.636.686.736.736.746.746.766.786.8
21 Jan 2019 5:30:00 PM6.446.466.516.536.566.626.676.736.746.756.766.776.786.8

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
22 Jan 20191D 10:45:00 AM6.52 
21 Jan 20191D 10:45:00 AM6.52 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
22 Jan 2019 4:15:00 PMO/N23 Jan 20194.12770.0081 
22 Jan 2019 4:15:00 PM1M25 Feb 20194.06430.2543 
22 Jan 2019 4:15:00 PM2M25 Mar 20194.02840.4726 
22 Jan 2019 4:15:00 PM3M24 Apr 20194.27650.7524 
22 Jan 2019 4:15:00 PM4M24 May 20194.23270.993 
22 Jan 2019 4:15:00 PM5M24 Jun 20194.19361.238 
22 Jan 2019 4:15:00 PM6M24 Jul 20194.15921.4733 
22 Jan 2019 4:15:00 PM7M26 Aug 20194.12531.7259 
22 Jan 2019 4:15:00 PM8M24 Sep 20194.10111.9483 
22 Jan 2019 4:15:00 PM9M24 Oct 20194.0762.1754 
22 Jan 2019 4:15:00 PM10M25 Nov 20194.05862.42 
22 Jan 2019 4:15:00 PM11M24 Dec 20194.04412.6407 
22 Jan 2019 4:15:00 PM12M24 Jan 20204.03782.879 
22 Jan 2019 4:15:00 PMFBD April02 Apr 20194.32640.5757 
22 Jan 2019 4:15:00 PMSpot24 Jan 2019 71.3571 
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MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
22 Jan 2019 5:45:00 PM6.56.496.626.526.516.536.426.526.646.7
21 Jan 2019 5:45:00 PM6.516.56.636.546.546.546.446.556.666.75

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
22 Jan 2019 6:00:00 PMO/N23 Jan 20196.5366 
22 Jan 2019 6:00:00 PM1M25 Feb 20196.6274 
22 Jan 2019 6:00:00 PM2M25 Mar 20196.7247 
22 Jan 2019 6:00:00 PM3M24 Apr 20197.1241 
22 Jan 2019 6:00:00 PM6M24 Jul 20197.1121 
22 Jan 2019 6:00:00 PM12M24 Jan 20207.2414 
21 Jan 2019 6:00:00 PMO/N22 Jan 2019  
21 Jan 2019 6:00:00 PM1M25 Feb 20196.6321 
21 Jan 2019 6:00:00 PM2M25 Mar 20196.7348 
21 Jan 2019 6:00:00 PM3M23 Apr 20197.1452 
21 Jan 2019 6:00:00 PM6M23 Jul 20197.1117 
21 Jan 2019 6:00:00 PM12M23 Jan 20207.2462 

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