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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
13 Dec 2018O/N 10:45:00 AM6.6 
12 Dec 2018O/N 10:45:00 AM6.6 

Term MIBOR

DatePeriodTimeTerm MIBORComments
13 Dec 201814 DAYS 11:45:00 AM7.01 
13 Dec 20181 MONTH 11:45:00 AM7.16 
13 Dec 20183 MONTHS 11:45:00 AM7.48 
12 Dec 201814 DAYS 11:45:00 AM7.01 
12 Dec 20181 MONTH 11:45:00 AM7.16 
12 Dec 20183 MONTHS 11:45:00 AM7.49 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
14 Dec 2018 1:30:00 PM71.735990.580981.462863.20 
13 Dec 2018 1:30:00 PM71.536890.309581.340763.06 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
13 Dec 2018 6:00:00 PM1 WEEK7.61 %8.93 %8.27 %0.39 %0.16 % 
13 Dec 2018 6:00:00 PM1 MONTH7.34 %7.72 %7.53 %0.60 %0.18 % 
13 Dec 2018 6:00:00 PM3 MONTHS7.37 %7.69 %7.53 %0.58 %0.24 % 
13 Dec 2018 6:00:00 PM6 MONTHS7.78 %8.26 %8.02 %0.81 %0.28 % 
13 Dec 2018 6:00:00 PM12 MONTHS7.30 %7.58 %7.44 %0.96 %0.40 % 
12 Dec 2018 6:00:00 PM1 WEEK8.00 %9.05 %8.53 %0.73 %0.16 % 
12 Dec 2018 6:00:00 PM1 MONTH7.88 %8.41 %8.15 %0.79 %0.18 % 
12 Dec 2018 6:00:00 PM3 MONTHS7.53 %8.00 %7.77 %0.64 %0.23 % 
12 Dec 2018 6:00:00 PM6 MONTHS7.84 %8.30 %8.07 %0.96 %0.28 % 
12 Dec 2018 6:00:00 PM12 MONTHS7.32 %7.59 %7.46 %1.03 %0.40 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
13 Dec 2018 5:45:00 PM6.787.017.187.177.988.168.21
12 Dec 2018 5:45:00 PM6.837.027.086.978.048.118.25

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
13 Dec 2018 5:30:00 PM6.546.586.676.616.656.716.786.846.916.977.047.047.047.04
12 Dec 2018 5:30:00 PM6.636.636.626.656.676.756.826.896.926.956.9877.027.04

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
13 Dec 20181D 10:45:00 AM6.54 
12 Dec 20181D 10:45:00 AM6.56 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
13 Dec 2018 4:15:00 PMO/N14 Dec 20184.47390.0088 
13 Dec 2018 4:15:00 PM1M17 Jan 20194.13650.2515 
13 Dec 2018 4:15:00 PM2M20 Feb 20194.02290.5128 
13 Dec 2018 4:15:00 PM3M18 Mar 20193.97020.7085 
13 Dec 2018 4:15:00 PM4M18 Apr 20194.31141.0315 
13 Dec 2018 4:15:00 PM5M17 May 20194.20721.2458 
13 Dec 2018 4:15:00 PM6M17 Jun 20194.09341.4609 
13 Dec 2018 4:15:00 PM7M17 Jul 20194.03171.6761 
13 Dec 2018 4:15:00 PM8M19 Aug 20194.00651.9249 
13 Dec 2018 4:15:00 PM9M17 Sep 20193.98452.1409 
13 Dec 2018 4:15:00 PM10M17 Oct 20193.96182.3618 
13 Dec 2018 4:15:00 PM11M18 Nov 20193.9442.5987 
13 Dec 2018 4:15:00 PM12M17 Dec 20193.93242.8146 
13 Dec 2018 4:15:00 PMFBD April02 Apr 20194.38410.9113 
13 Dec 2018 4:15:00 PMSpot17 Dec 2018 71.5757 
12

MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
13 Dec 2018 5:45:00 PM6.66.626.626.686.686.696.66.676.746.74
12 Dec 2018 5:45:00 PM6.586.66.66.686.676.686.566.626.716.7

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
13 Dec 2018 6:00:00 PMO/N14 Dec 20186.6889 
13 Dec 2018 6:00:00 PM1M17 Jan 20196.6345 
13 Dec 2018 6:00:00 PM2M20 Feb 20196.6663 
13 Dec 2018 6:00:00 PM3M18 Mar 20196.8251 
13 Dec 2018 6:00:00 PM6M17 Jun 20197.0946 
13 Dec 2018 6:00:00 PM12M17 Dec 20197.2121 
12 Dec 2018 6:00:00 PMO/N13 Dec 20186.6181 
12 Dec 2018 6:00:00 PM1M14 Jan 20196.587 
12 Dec 2018 6:00:00 PM2M14 Feb 20196.6493 
12 Dec 2018 6:00:00 PM3M14 Mar 20196.7946 
12 Dec 2018 6:00:00 PM6M14 Jun 20197.0846 
12 Dec 2018 6:00:00 PM12M16 Dec 20197.1886 

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