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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
23 Oct 2018O/N 10:45:00 AM6.6 
22 Oct 2018O/N 10:45:00 AM6.6 

Term MIBOR

DatePeriodTimeTerm MIBORComments
23 Oct 201814 DAYS 11:45:00 AM6.95 
23 Oct 20181 MONTH 11:45:00 AM7.06 
23 Oct 20183 MONTHS 11:45:00 AM7.48 
22 Oct 201814 DAYS 11:45:00 AM6.93 
22 Oct 20181 MONTH 11:45:00 AM7.05 
22 Oct 20183 MONTHS 11:45:00 AM7.47 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
23 Oct 2018 1:30:00 PM73.781895.556884.474365.62 
22 Oct 2018 1:30:00 PM73.302595.930584.573065.02 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
23 Oct 2018 6:00:00 PM1 WEEK6.73 %7.70 %7.22 %0.80 %0.19 % 
23 Oct 2018 6:00:00 PM1 MONTH6.86 %7.45 %7.16 %0.91 %0.24 % 
23 Oct 2018 6:00:00 PM3 MONTHS6.98 %7.43 %7.21 %1.11 %0.27 % 
23 Oct 2018 6:00:00 PM6 MONTHS7.03 %7.35 %7.19 %1.21 %0.31 % 
23 Oct 2018 6:00:00 PM12 MONTHS7.19 %7.45 %7.32 %1.50 %0.45 % 
22 Oct 2018 6:00:00 PM1 WEEK6.51 %7.38 %6.95 %0.80 %0.19 % 
22 Oct 2018 6:00:00 PM1 MONTH6.82 %7.35 %7.09 %0.85 %0.23 % 
22 Oct 2018 6:00:00 PM3 MONTHS6.99 %7.38 %7.19 %1.11 %0.27 % 
22 Oct 2018 6:00:00 PM6 MONTHS7.03 %7.37 %7.20 %1.20 %0.31 % 
22 Oct 2018 6:00:00 PM12 MONTHS7.18 %7.48 %7.33 %1.46 %0.46 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
23 Oct 2018 5:45:00 PM6.996.967.218.387.628.628.37
22 Oct 2018 5:45:00 PM6.587.117.028.237.518.628.38

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
23 Oct 2018 5:30:00 PM6.626.616.616.786.937.017.097.177.217.267.37.357.47.45
22 Oct 2018 5:30:00 PM6.596.66.616.786.937.017.087.167.217.257.37.357.417.46

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
23 Oct 20181D 10:45:00 AM6.51 
22 Oct 20181D 10:45:00 AM6.51 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
23 Oct 2018 4:15:00 PMO/N24 Oct 20184.73970.0096 
23 Oct 2018 4:15:00 PM1M26 Nov 20184.63660.2998 
23 Oct 2018 4:15:00 PM2M26 Dec 20184.64220.5815 
23 Oct 2018 4:15:00 PM3M25 Jan 20194.48490.8336 
23 Oct 2018 4:15:00 PM4M25 Feb 20194.40741.0952 
23 Oct 2018 4:15:00 PM5M25 Mar 20194.36121.3304 
23 Oct 2018 4:15:00 PM6M25 Apr 20194.45251.6371 
23 Oct 2018 4:15:00 PM7M28 May 20194.41471.9175 
23 Oct 2018 4:15:00 PM8M25 Jun 20194.38522.1528 
23 Oct 2018 4:15:00 PM9M25 Jul 20194.35352.4011 
23 Oct 2018 4:15:00 PM10M26 Aug 20194.31982.6618 
23 Oct 2018 4:15:00 PM11M25 Sep 20194.28822.9022 
23 Oct 2018 4:15:00 PM12M25 Oct 20194.25653.1387 
23 Oct 2018 4:15:00 PMFBD April02 Apr 20194.49041.4424 
23 Oct 2018 4:15:00 PMSpot25 Oct 2018 73.7393 
12

MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
23 Oct 2018 5:45:00 PM6.586.636.696.97.037.157.27.317.417.45
22 Oct 2018 5:45:00 PM6.576.636.686.97.047.157.217.327.417.47

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
23 Oct 2018 5:00:00 PMO/N24 Oct 20186.9441 
23 Oct 2018 5:00:00 PM1M26 Nov 20186.9591 
23 Oct 2018 5:00:00 PM2M26 Dec 20187.0499 
23 Oct 2018 5:00:00 PM3M25 Jan 20197.0379 
23 Oct 2018 5:00:00 PM6M25 Apr 20197.3001 
23 Oct 2018 5:00:00 PM12M25 Oct 20197.464 
22 Oct 2018 5:00:00 PMO/N23 Oct 20186.9112 
22 Oct 2018 5:00:00 PM1M26 Nov 20186.9316 
22 Oct 2018 5:00:00 PM2M24 Dec 20186.9543 
22 Oct 2018 5:00:00 PM3M24 Jan 20196.9794 
22 Oct 2018 5:00:00 PM6M24 Apr 20197.237 
22 Oct 2018 5:00:00 PM12M24 Oct 20197.4482 

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