Overnight MIBOR

DateTenorTimeOvernight MIBORComments
18 Jun 2019O/N 10:45:00 AM5.86 
17 Jun 2019O/N 10:45:00 AM5.9 

Term MIBOR

DatePeriodTimeTerm MIBORComments
18 Jun 201914 DAYS 11:45:00 AM6.11 
18 Jun 20191 MONTH 11:45:00 AM6.28 
18 Jun 20193 MONTHS 11:45:00 AM6.7 
17 Jun 201914 DAYS 11:45:00 AM6.12 
17 Jun 20191 MONTH 11:45:00 AM6.29 
17 Jun 20193 MONTHS 11:45:00 AM6.71 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
18 Jun 2019 1:30:00 PM69.801087.460278.423364.47 
17 Jun 2019 1:30:00 PM69.836287.889878.272964.31 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
17 Jun 2019 6:00:00 PM1 WEEK4.55 %5.93 %5.24 %0.31 %0.10 % 
17 Jun 2019 6:00:00 PM1 MONTH5.11 %5.51 %5.31 %0.37 %0.09 % 
17 Jun 2019 6:00:00 PM3 MONTHS5.15 %5.54 %5.35 %0.39 %0.20 % 
17 Jun 2019 6:00:00 PM6 MONTHS5.34 %5.77 %5.56 %0.45 %0.25 % 
17 Jun 2019 6:00:00 PM12 MONTHS5.58 %5.98 %5.78 %0.53 %0.25 % 
14 Jun 2019 6:00:00 PM1 WEEK4.55 %5.83 %5.19 %0.32 %0.09 % 
14 Jun 2019 6:00:00 PM1 MONTH5.01 %5.50 %5.26 %0.36 %0.09 % 
14 Jun 2019 6:00:00 PM3 MONTHS5.17 %5.59 %5.38 %0.38 %0.20 % 
14 Jun 2019 6:00:00 PM6 MONTHS5.39 %5.76 %5.58 %0.45 %0.25 % 
14 Jun 2019 6:00:00 PM12 MONTHS5.56 %5.99 %5.78 %0.52 %0.25 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
17 Jun 2019 5:45:00 PM5.766.066.136.567.017.037.15
14 Jun 2019 5:45:00 PM5.76.036.146.336.937.037.15

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
17 Jun 2019 5:30:00 PM5.845.835.85.875.935.976.016.046.036.0166.036.066.09
14 Jun 2019 5:30:00 PM5.815.825.855.946.036.046.066.086.076.056.046.076.16.13

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
18 Jun 20191D 10:45:00 AM5.69 
17 Jun 20191D 10:45:00 AM5.78 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
17 Jun 2019 4:15:00 PMO/N18 Jun 20194.40670.0084 
17 Jun 2019 4:15:00 PM1M19 Jul 20194.51050.2589 
17 Jun 2019 4:15:00 PM2M19 Aug 20194.51150.5265 
17 Jun 2019 4:15:00 PM3M19 Sep 20194.40390.7751 
17 Jun 2019 4:15:00 PM4M21 Oct 20194.37381.0375 
17 Jun 2019 4:15:00 PM5M19 Nov 20194.39011.285 
17 Jun 2019 4:15:00 PM6M19 Dec 20194.34281.5203 
17 Jun 2019 4:15:00 PM7M21 Jan 20204.32291.7863 
17 Jun 2019 4:15:00 PM8M20 Feb 20204.33982.0423 
17 Jun 2019 4:15:00 PM9M19 Mar 20204.35562.2831 
17 Jun 2019 4:15:00 PM10M20 Apr 20204.37222.5594 
17 Jun 2019 4:15:00 PM11M19 May 20204.392.8134 
17 Jun 2019 4:15:00 PM12M19 Jun 20204.40763.0861 
17 Jun 2019 4:15:00 PMFBD April03 Apr 20204.362.4105 
17 Jun 2019 4:15:00 PMSpot19 Jun 2019 69.8254 
12

MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
17 Jun 2019 5:45:00 PM5.745.755.695.65.585.585.55.525.65.65
14 Jun 2019 5:45:00 PM5.725.735.675.585.575.595.515.535.615.66

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
17 Jun 2019 5:00:00 PMO/N18 Jun 20196.7839 
17 Jun 2019 5:00:00 PM1M19 Jul 20196.9429 
17 Jun 2019 5:00:00 PM2M19 Aug 20196.9697 
17 Jun 2019 5:00:00 PM3M19 Sep 20196.8832 
17 Jun 2019 5:00:00 PM6M19 Dec 20196.7346 
17 Jun 2019 5:00:00 PM12M19 Jun 20206.8286 
14 Jun 2019 5:00:00 PMO/N17 Jun 20196.4706 
14 Jun 2019 5:00:00 PM1M18 Jul 20196.6527 
14 Jun 2019 5:00:00 PM2M19 Aug 20196.6531 
14 Jun 2019 5:00:00 PM3M18 Sep 20196.6569 
14 Jun 2019 5:00:00 PM6M18 Dec 20196.5995 
14 Jun 2019 5:00:00 PM12M18 Jun 20206.7133 

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