Overnight MIBOR

DateTenorTimeOvernight MIBORComments
15 Feb 20193D 10:45:00 AM6.28 
14 Feb 2019O/N 10:45:00 AM6.3 

Term MIBOR

DatePeriodTimeTerm MIBORComments
15 Feb 201914 DAYS 11:45:00 AM6.7 
15 Feb 20191 MONTH 11:45:00 AM6.81 
15 Feb 20193 MONTHS 11:45:00 AM7.41 
14 Feb 201914 DAYS 11:45:00 AM6.71 
14 Feb 20191 MONTH 11:45:00 AM6.81 
14 Feb 20193 MONTHS 11:45:00 AM7.41 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
15 Feb 2019 1:30:00 PM71.251591.226180.416864.55 
14 Feb 2019 1:30:00 PM70.940891.279179.996663.88 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
15 Feb 2019 6:00:00 PM1 WEEK6.49 %7.49 %6.99 %0.27 %0.10 % 
15 Feb 2019 6:00:00 PM1 MONTH6.47 %6.90 %6.69 %0.24 %0.10 % 
15 Feb 2019 6:00:00 PM3 MONTHS8.05 %8.93 %8.49 %0.46 %0.20 % 
15 Feb 2019 6:00:00 PM6 MONTHS8.07 %8.54 %8.31 %0.72 %0.33 % 
15 Feb 2019 6:00:00 PM12 MONTHS7.33 %7.66 %7.50 %0.77 %0.38 % 
14 Feb 2019 6:00:00 PM1 WEEK6.00 %6.99 %6.50 %0.27 %0.10 % 
14 Feb 2019 6:00:00 PM1 MONTH6.33 %6.68 %6.51 %0.23 %0.10 % 
14 Feb 2019 6:00:00 PM3 MONTHS7.92 %8.62 %8.27 %0.46 %0.20 % 
14 Feb 2019 6:00:00 PM6 MONTHS7.96 %8.53 %8.25 %0.71 %0.35 % 
14 Feb 2019 6:00:00 PM12 MONTHS7.35 %7.62 %7.49 %0.77 %0.38 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
15 Feb 2019 5:45:00 PM6.486.436.987.337.537.697.8
14 Feb 2019 5:45:00 PM6.366.416.947.077.387.657.6

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
15 Feb 2019 5:30:00 PM6.266.286.326.296.346.366.376.386.46.436.456.466.466.46
14 Feb 2019 5:30:00 PM6.266.286.326.36.356.366.376.386.416.436.466.476.476.48

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
15 Feb 20193D 10:45:00 AM6.31 
14 Feb 20191D 10:45:00 AM6.22 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
15 Feb 2019 4:15:00 PMO/N18 Feb 2019   
15 Feb 2019 4:15:00 PM1M20 Mar 20194.35810.2382 
15 Feb 2019 4:15:00 PM2M22 Apr 20194.55380.5427 
15 Feb 2019 4:15:00 PM3M20 May 20194.41170.7671 
15 Feb 2019 4:15:00 PM4M20 Jun 20194.31541.0117 
15 Feb 2019 4:15:00 PM5M22 Jul 20194.22531.2547 
15 Feb 2019 4:15:00 PM6M20 Aug 20194.18781.4808 
15 Feb 2019 4:15:00 PM7M20 Sep 20194.16961.7269 
15 Feb 2019 4:15:00 PM8M21 Oct 20194.15171.971 
15 Feb 2019 4:15:00 PM9M20 Nov 20194.13432.205 
15 Feb 2019 4:15:00 PM10M20 Dec 20194.1172.4371 
15 Feb 2019 4:15:00 PM11M21 Jan 20204.09852.6823 
15 Feb 2019 4:15:00 PM12M20 Feb 20204.08122.9102 
15 Feb 2019 4:15:00 PMFBD April02 Apr 20194.72790.3787 
15 Feb 2019 4:15:00 PMSpot20 Feb 2019 71.308 
12

MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
15 Feb 2019 5:45:00 PM6.336.526.396.256.246.266.16.196.286.32
14 Feb 2019 5:45:00 PM6.286.56.376.256.236.246.096.156.246.28

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
15 Feb 2019 6:00:00 PMO/N18 Feb 2019  
15 Feb 2019 6:00:00 PM1M20 Mar 20196.8813 
15 Feb 2019 6:00:00 PM2M22 Apr 20197.1939 
15 Feb 2019 6:00:00 PM3M20 May 20197.1611 
15 Feb 2019 6:00:00 PM6M20 Aug 20197.0378 
15 Feb 2019 6:00:00 PM12M20 Feb 20207.1478 
14 Feb 2019 6:00:00 PMO/N15 Feb 20196.6174 
14 Feb 2019 6:00:00 PM1M20 Mar 20196.7757 
14 Feb 2019 6:00:00 PM2M22 Apr 20196.8458 
14 Feb 2019 6:00:00 PM3M20 May 20196.9649 
14 Feb 2019 6:00:00 PM6M20 Aug 20196.9146 
14 Feb 2019 6:00:00 PM12M20 Feb 20207.0654 

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