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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
18 Apr 20194D 10:45:00 AM6.1 
16 Apr 2019O/N 10:45:00 AM6.09 

Term MIBOR

DatePeriodTimeTerm MIBORComments
18 Apr 201914 DAYS 11:45:00 AM6.49 
18 Apr 20191 MONTH 11:45:00 AM6.7 
18 Apr 20193 MONTHS 11:45:00 AM6.99 
16 Apr 201914 DAYS 11:45:00 AM6.47 
16 Apr 20191 MONTH 11:45:00 AM6.69 
16 Apr 20193 MONTHS 11:45:00 AM6.98 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
18 Apr 2019 1:30:00 PM69.418990.551978.434162.04 
16 Apr 2019 1:30:00 PM69.577091.086078.648962.16 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
16 Apr 2019 6:00:00 PM1 WEEK5.11 %6.20 %5.66 %0.21 %0.10 % 
16 Apr 2019 6:00:00 PM1 MONTH7.59 %8.22 %7.91 %0.28 %0.10 % 
16 Apr 2019 6:00:00 PM3 MONTHS7.73 %8.20 %7.97 %0.26 %0.22 % 
16 Apr 2019 6:00:00 PM6 MONTHS6.95 %7.39 %7.17 %0.40 %0.26 % 
16 Apr 2019 6:00:00 PM12 MONTHS6.40 %6.85 %6.63 %0.58 %0.28 % 
15 Apr 2019 6:00:00 PM1 WEEK5.28 %6.30 %5.79 %0.22 %0.10 % 
15 Apr 2019 6:00:00 PM1 MONTH6.27 %6.87 %6.57 %0.29 %0.10 % 
15 Apr 2019 6:00:00 PM3 MONTHS7.70 %8.16 %7.93 %0.30 %0.21 % 
15 Apr 2019 6:00:00 PM6 MONTHS6.93 %7.34 %7.14 %0.45 %0.26 % 
15 Apr 2019 6:00:00 PM12 MONTHS6.42 %6.83 %6.63 %0.59 %0.28 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
16 Apr 2019 5:45:00 PM6.886.726.686.857.17.37.5
15 Apr 2019 5:45:00 PM6.826.886.756.776.877.277.49

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
16 Apr 2019 5:30:00 PM6.146.156.176.216.326.336.356.366.376.376.386.396.46.41
15 Apr 2019 5:30:00 PM6.16.116.146.176.36.316.336.346.356.376.386.396.46.41

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
18 Apr 20194D 10:45:00 AM6.03 
16 Apr 20192D 10:45:00 AM5.97 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
16 Apr 2019 4:15:00 PMO/N18 Apr 20194.83810.0184 
16 Apr 2019 4:15:00 PM1M22 May 20194.80320.2746 
16 Apr 2019 4:15:00 PM2M24 Jun 20194.68390.5623 
16 Apr 2019 4:15:00 PM3M22 Jul 20194.51830.7835 
16 Apr 2019 4:15:00 PM4M22 Aug 20194.39651.022 
16 Apr 2019 4:15:00 PM5M23 Sep 20194.29651.2608 
16 Apr 2019 4:15:00 PM6M22 Oct 20194.22871.4745 
16 Apr 2019 4:15:00 PM7M22 Nov 20194.16431.6981 
16 Apr 2019 4:15:00 PM8M23 Dec 20194.13741.9315 
16 Apr 2019 4:15:00 PM9M22 Jan 20204.10782.1525 
16 Apr 2019 4:15:00 PM10M24 Feb 20204.06122.3835 
16 Apr 2019 4:15:00 PM11M23 Mar 20204.04852.592 
16 Apr 2019 4:15:00 PM12M22 Apr 20204.04022.8176 
16 Apr 2019 4:15:00 PMFBD April    
16 Apr 2019 4:15:00 PMSpot22 Apr 2019 69.5495 
12

MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
16 Apr 2019 5:45:00 PM6.036.046.036.016.016.0566.076.156.23
15 Apr 2019 5:45:00 PM6.036.046.036.036.046.076.036.086.186.26

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
16 Apr 2019 5:00:00 PMO/N18 Apr 20197.2611 
16 Apr 2019 5:00:00 PM1M22 May 20197.3273 
16 Apr 2019 5:00:00 PM2M24 Jun 20197.2782 
16 Apr 2019 5:00:00 PM3M22 Jul 20197.185 
16 Apr 2019 5:00:00 PM6M22 Oct 20196.9532 
16 Apr 2019 5:00:00 PM12M22 Apr 20206.9469 
15 Apr 2019 5:00:00 PM6M18 Oct 20197.3091 
15 Apr 2019 5:00:00 PM12M20 Apr 20207.1201 
15 Apr 2019 5:00:00 PMO/N16 Apr 20197.3035 
15 Apr 2019 5:00:00 PM1M20 May 20197.9093 
15 Apr 2019 5:00:00 PM2M18 Jun 20197.6869 
15 Apr 2019 5:00:00 PM3M18 Jul 20197.5267 

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