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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
19 Sep 2018O/N 10:45:00 AM6.65 
18 Sep 2018O/N 10:45:00 AM6.67 

Term MIBOR

DatePeriodTimeTerm MIBORComments
18 Sep 201814 DAYS 11:45:00 AM7 
18 Sep 20181 MONTH 11:45:00 AM7.21 
18 Sep 20183 MONTHS 11:45:00 AM7.53 
17 Sep 201814 DAYS 11:45:00 AM6.97 
17 Sep 20181 MONTH 11:45:00 AM7.19 
17 Sep 20183 MONTHS 11:45:00 AM7.51 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
18 Sep 2018 1:30:00 PM72.379695.289784.765764.59 
17 Sep 2018 1:30:00 PM72.550594.940584.398564.78 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
18 Sep 2018 6:00:00 PM1 WEEK8.22 %9.26 %8.74 %1.12 %0.10 % 
18 Sep 2018 6:00:00 PM1 MONTH7.31 %7.88 %7.60 %1.02 %0.14 % 
18 Sep 2018 6:00:00 PM3 MONTHS7.02 %7.43 %7.23 %1.03 %0.23 % 
18 Sep 2018 6:00:00 PM6 MONTHS6.85 %7.16 %7.01 %1.26 %0.28 % 
18 Sep 2018 6:00:00 PM12 MONTHS6.97 %7.25 %7.11 %1.44 %0.40 % 
17 Sep 2018 6:00:00 PM1 WEEK7.56 %9.05 %8.31 %1.11 %0.11 % 
17 Sep 2018 6:00:00 PM1 MONTH7.24 %7.85 %7.55 %1.11 %0.14 % 
17 Sep 2018 6:00:00 PM3 MONTHS6.93 %7.37 %7.15 %1.11 %0.22 % 
17 Sep 2018 6:00:00 PM6 MONTHS6.78 %7.09 %6.94 %1.27 %0.28 % 
17 Sep 2018 6:00:00 PM12 MONTHS6.90 %7.18 %7.04 %1.44 %0.38 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
18 Sep 2018 5:45:00 PM6.87.487.527.497.868.388.39
17 Sep 2018 5:45:00 PM6.867.117.527.487.958.288.38

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
18 Sep 2018 5:30:00 PM6.436.516.696.927.037.117.27.287.317.337.367.457.557.64
17 Sep 2018 5:30:00 PM6.636.676.766.97.027.17.197.277.37.327.357.447.547.63

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
19 Sep 20182D 10:45:00 AM6.52 
18 Sep 20181D 10:45:00 AM6.55 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
18 Sep 2018 4:15:00 PMO/N19 Sep 20184.73250.0094 
18 Sep 2018 4:15:00 PM1M22 Oct 20184.72430.2905 
18 Sep 2018 4:15:00 PM2M26 Nov 20184.68130.6133 
18 Sep 2018 4:15:00 PM3M21 Dec 20184.65170.8402 
18 Sep 2018 4:15:00 PM4M22 Jan 20194.61371.1264 
18 Sep 2018 4:15:00 PM5M21 Feb 20194.5841.3921 
18 Sep 2018 4:15:00 PM6M22 Mar 20194.56721.6499 
18 Sep 2018 4:15:00 PM7M22 Apr 20194.55351.9251 
18 Sep 2018 4:15:00 PM8M21 May 20194.53832.1799 
18 Sep 2018 4:15:00 PM9M21 Jun 20194.52342.4511 
18 Sep 2018 4:15:00 PM10M22 Jul 20194.50842.7204 
18 Sep 2018 4:15:00 PM11M21 Aug 20194.4942.9793 
18 Sep 2018 4:15:00 PM12M23 Sep 20194.47823.2622 
18 Sep 2018 4:15:00 PMFBD April02 Apr 20194.56611.7492 
18 Sep 2018 4:15:00 PMSpot21 Sep 2018 72.4486 
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MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
18 Sep 2018 5:45:00 PM6.756.876.967.187.337.437.467.577.647.67
17 Sep 2018 5:45:00 PM6.746.96.997.217.367.447.497.617.717.71

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
18 Sep 2018 5:00:00 PMO/N19 Sep 20186.6783 
18 Sep 2018 5:00:00 PM1M22 Oct 20186.9284 
18 Sep 2018 5:00:00 PM2M26 Nov 20186.9691 
18 Sep 2018 5:00:00 PM3M21 Dec 20187.0492 
18 Sep 2018 5:00:00 PM6M22 Mar 20197.23 
18 Sep 2018 5:00:00 PM12M23 Sep 20197.5292 
17 Sep 2018 5:00:00 PMO/N18 Sep 20186.6083 
17 Sep 2018 5:00:00 PM1M19 Oct 20186.9256 
17 Sep 2018 5:00:00 PM2M19 Nov 20187.0088 
17 Sep 2018 5:00:00 PM3M19 Dec 20187.0869 
17 Sep 2018 5:00:00 PM6M19 Mar 20197.2326 
17 Sep 2018 5:00:00 PM12M19 Sep 20197.5362 

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