Overnight MIBOR

DateTenorTimeOvernight MIBORComments
25 Jun 2019O/N 10:45:00 AM5.9 
24 Jun 2019O/N 10:45:00 AM5.9 

Term MIBOR

DatePeriodTimeTerm MIBORComments
25 Jun 201914 DAYS 11:45:00 AM6.16 
25 Jun 20191 MONTH 11:45:00 AM6.3 
25 Jun 20193 MONTHS 11:45:00 AM6.74 
24 Jun 201914 DAYS 11:45:00 AM6.16 
24 Jun 20191 MONTH 11:45:00 AM6.29 
24 Jun 20193 MONTHS 11:45:00 AM6.71 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
25 Jun 2019 1:30:00 PM69.339888.416179.052564.81 
24 Jun 2019 1:30:00 PM69.478888.682779.113764.68 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
25 Jun 2019 6:00:00 PM1 WEEK4.88 %6.22 %5.55 %0.31 %0.10 % 
25 Jun 2019 6:00:00 PM1 MONTH5.27 %5.71 %5.49 %0.38 %0.09 % 
25 Jun 2019 6:00:00 PM3 MONTHS5.25 %5.70 %5.48 %0.42 %0.21 % 
25 Jun 2019 6:00:00 PM6 MONTHS5.38 %5.83 %5.61 %0.46 %0.25 % 
25 Jun 2019 6:00:00 PM12 MONTHS5.59 %6.03 %5.81 %0.59 %0.25 % 
24 Jun 2019 6:00:00 PM1 WEEK4.91 %6.11 %5.51 %0.31 %0.10 % 
24 Jun 2019 6:00:00 PM1 MONTH5.25 %5.69 %5.47 %0.38 %0.09 % 
24 Jun 2019 6:00:00 PM3 MONTHS5.24 %5.70 %5.47 %0.41 %0.21 % 
24 Jun 2019 6:00:00 PM6 MONTHS5.47 %5.90 %5.69 %0.46 %0.25 % 
24 Jun 2019 6:00:00 PM12 MONTHS5.60 %6.02 %5.81 %0.59 %0.25 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
25 Jun 2019 5:45:00 PM6.056.026.216.36.877.177.23
24 Jun 2019 5:45:00 PM5.96.066.176.316.8877.16

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
25 Jun 2019 5:30:00 PM5.845.855.895.885.935.9666.036.036.036.036.056.066.08
24 Jun 2019 5:30:00 PM5.835.835.835.855.955.996.036.076.076.066.056.066.076.08

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
25 Jun 20191D 10:45:00 AM5.59 
24 Jun 20191D 10:45:00 AM5.63 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
25 Jun 2019 4:15:00 PMO/N26 Jun 20194.23790.008 
25 Jun 2019 4:15:00 PM1M29 Jul 20195.64050.3428 
25 Jun 2019 4:15:00 PM2M27 Aug 20195.28290.6121 
25 Jun 2019 4:15:00 PM3M27 Sep 20195.02540.8781 
25 Jun 2019 4:15:00 PM4M29 Oct 20194.97421.1715 
25 Jun 2019 4:15:00 PM5M27 Nov 20194.94551.4372 
25 Jun 2019 4:15:00 PM6M27 Dec 20194.89771.7024 
25 Jun 2019 4:15:00 PM7M27 Jan 20204.84691.9701 
25 Jun 2019 4:15:00 PM8M27 Feb 20204.79622.2319 
25 Jun 2019 4:15:00 PM9M27 Mar 20204.76032.4774 
25 Jun 2019 4:15:00 PM10M27 Apr 20204.8482.8085 
25 Jun 2019 4:15:00 PM11M27 May 20204.81523.0638 
25 Jun 2019 4:15:00 PM12M29 Jun 20204.77943.3406 
25 Jun 2019 4:15:00 PMFBD April03 Apr 20204.87692.6029 
25 Jun 2019 4:15:00 PMSpot27 Jun 2019 69.3264 
12

MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
25 Jun 2019 5:45:00 PM5.795.745.685.65.585.65.55.525.585.64
24 Jun 2019 5:45:00 PM5.795.745.685.65.595.615.55.535.585.63

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
25 Jun 2019 5:00:00 PMO/N26 Jun 20196.6155 
25 Jun 2019 5:00:00 PM1M29 Jul 20198.0901 
25 Jun 2019 5:00:00 PM2M27 Aug 20197.6776 
25 Jun 2019 5:00:00 PM3M27 Sep 20197.3984 
25 Jun 2019 5:00:00 PM6M27 Dec 20197.1651 
25 Jun 2019 5:00:00 PM12M29 Jun 20207.0615 
24 Jun 2019 5:00:00 PMO/N25 Jun 20196.6524 
24 Jun 2019 5:00:00 PM1M26 Jul 20197.3078 
24 Jun 2019 5:00:00 PM2M26 Aug 20197.157 
24 Jun 2019 5:00:00 PM3M26 Sep 20197.0988 
24 Jun 2019 5:00:00 PM6M26 Dec 20196.9262 
24 Jun 2019 5:00:00 PM12M26 Jun 20206.7974 

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