Overnight MIBOR

DateTenorTimeOvernight MIBORComments
12 Jul 2019O/N 10:45:00 AM5.85 
11 Jul 2019O/N 10:45:00 AM5.9 

Term MIBOR

DatePeriodTimeTerm MIBORComments
12 Jul 201914 DAYS 11:45:00 AM6.11 
12 Jul 20191 MONTH 11:45:00 AM6.23 
12 Jul 20193 MONTHS 11:45:00 AM6.78 
11 Jul 201914 DAYS 11:45:00 AM6.11 
11 Jul 20191 MONTH 11:45:00 AM6.25 
11 Jul 20193 MONTHS 11:45:00 AM6.78 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
12 Jul 2019 1:30:00 PM68.585586.011277.293163.30 
11 Jul 2019 1:30:00 PM68.366585.654177.043663.32 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
12 Jul 2019 6:00:00 PM1 WEEK4.43 %5.66 %5.05 %0.25 %0.10 % 
12 Jul 2019 6:00:00 PM1 MONTH4.96 %5.38 %5.17 %0.23 %0.09 % 
12 Jul 2019 6:00:00 PM3 MONTHS5.20 %5.55 %5.38 %0.33 %0.21 % 
12 Jul 2019 6:00:00 PM6 MONTHS5.36 %5.71 %5.54 %0.46 %0.25 % 
12 Jul 2019 6:00:00 PM12 MONTHS5.58 %5.92 %5.75 %0.56 %0.25 % 
11 Jul 2019 6:00:00 PM1 WEEK4.49 %5.67 %5.08 %0.25 %0.10 % 
11 Jul 2019 6:00:00 PM1 MONTH4.94 %5.41 %5.18 %0.22 %0.09 % 
11 Jul 2019 6:00:00 PM3 MONTHS5.16 %5.58 %5.37 %0.33 %0.21 % 
11 Jul 2019 6:00:00 PM6 MONTHS5.26 %5.72 %5.49 %0.46 %0.25 % 
11 Jul 2019 6:00:00 PM12 MONTHS5.52 %5.94 %5.73 %0.57 %0.25 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
12 Jul 2019 5:45:00 PM5.955.935.836.086.126.746.85
11 Jul 2019 5:45:00 PM5.915.86.186.96.687.036.89

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
12 Jul 2019 5:30:00 PM5.735.755.795.755.85.845.895.935.965.9866.016.016.02
11 Jul 2019 5:30:00 PM5.715.715.735.735.815.865.915.965.975.9966.026.046.07

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
12 Jul 20193D 10:45:00 AM5.72 
11 Jul 20191D 10:45:00 AM5.74 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
12 Jul 2019 4:15:00 PMO/N15 Jul 20193.47180.0195 
12 Jul 2019 4:15:00 PM1M16 Aug 20193.78660.2205 
12 Jul 2019 4:15:00 PM2M16 Sep 20194.03050.4693 
12 Jul 2019 4:15:00 PM3M16 Oct 20194.14170.7156 
12 Jul 2019 4:15:00 PM4M18 Nov 20194.31521.0131 
12 Jul 2019 4:15:00 PM5M16 Dec 20194.34751.2493 
12 Jul 2019 4:15:00 PM6M16 Jan 20204.41281.525 
12 Jul 2019 4:15:00 PM7M18 Feb 20204.47391.8234 
12 Jul 2019 4:15:00 PM8M16 Mar 20204.48452.0551 
12 Jul 2019 4:15:00 PM9M16 Apr 20204.5772.364 
12 Jul 2019 4:15:00 PM10M18 May 20204.60812.657 
12 Jul 2019 4:15:00 PM11M16 Jun 20204.63842.9271 
12 Jul 2019 4:15:00 PM12M16 Jul 20204.67273.212 
12 Jul 2019 4:15:00 PMFBD April03 Apr 20204.56292.2453 
12 Jul 2019 4:15:00 PMSpot16 Jul 2019 68.5528 
12

MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
12 Jul 2019 5:45:00 PM5.765.645.625.545.545.565.395.45.475.51
11 Jul 2019 5:45:00 PM5.765.645.625.545.545.545.395.45.465.52

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
12 Jul 2019 5:00:00 PMO/N15 Jul 20195.8644 
12 Jul 2019 5:00:00 PM1M16 Aug 20196.1586 
12 Jul 2019 5:00:00 PM2M16 Sep 20196.4129 
12 Jul 2019 5:00:00 PM3M16 Oct 20196.5208 
12 Jul 2019 5:00:00 PM6M16 Jan 20206.7233 
12 Jul 2019 5:00:00 PM12M16 Jul 20207.0408 
11 Jul 2019 5:00:00 PMO/N12 Jul 20195.8762 
11 Jul 2019 5:00:00 PM1M16 Aug 20196.2867 
11 Jul 2019 5:00:00 PM2M16 Sep 20196.5061 
11 Jul 2019 5:00:00 PM3M15 Oct 20196.648 
11 Jul 2019 5:00:00 PM6M15 Jan 20206.8338 
11 Jul 2019 5:00:00 PM12M15 Jul 20207.1324 

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