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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
14 Dec 20183D 10:45:00 AM6.55 
13 Dec 2018O/N 10:45:00 AM6.6 

Term MIBOR

DatePeriodTimeTerm MIBORComments
14 Dec 201814 DAYS 11:45:00 AM6.99 
14 Dec 20181 MONTH 11:45:00 AM7.15 
14 Dec 20183 MONTHS 11:45:00 AM7.47 
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 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
17 Dec 2018 1:30:00 PM71.673090.198181.071763.17 
14 Dec 2018 1:30:00 PM71.735990.580981.462863.20 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
14 Dec 2018 6:00:00 PM1 WEEK7.70 %9.00 %8.35 %0.37 %0.16 % 
14 Dec 2018 6:00:00 PM1 MONTH7.31 %7.72 %7.52 %0.60 %0.18 % 
14 Dec 2018 6:00:00 PM3 MONTHS7.28 %7.68 %7.48 %0.58 %0.24 % 
14 Dec 2018 6:00:00 PM6 MONTHS7.83 %8.28 %8.06 %0.80 %0.28 % 
14 Dec 2018 6:00:00 PM12 MONTHS7.22 %7.51 %7.37 %0.95 %0.40 % 
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 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
14 Dec 2018 5:45:00 PM6.76.957.27.0588.178.17
13 Dec 2018 5:45:00 PM6.787.017.187.177.988.168.21

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
14 Dec 2018 5:30:00 PM6.456.56.66.636.696.776.866.946.987.017.057.037.027
13 Dec 2018 5:30:00 PM6.546.586.676.616.656.716.786.846.916.977.047.047.047.04

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
14 Dec 20183D 10:45:00 AM6.49 
13 Dec 20181D 10:45:00 AM6.54 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
14 Dec 2018 4:15:00 PMO/N17 Dec 20184.39530.0259 
14 Dec 2018 4:15:00 PM1M18 Jan 20194.14460.2526 
14 Dec 2018 4:15:00 PM2M20 Feb 20194.00840.5043 
14 Dec 2018 4:15:00 PM3M18 Mar 20193.95240.6993 
14 Dec 2018 4:15:00 PM4M18 Apr 20194.2251.005 
14 Dec 2018 4:15:00 PM5M20 May 20194.13791.2446 
14 Dec 2018 4:15:00 PM6M18 Jun 20194.08191.4605 
14 Dec 2018 4:15:00 PM7M18 Jul 20194.05061.6882 
14 Dec 2018 4:15:00 PM8M19 Aug 20194.0211.9288 
14 Dec 2018 4:15:00 PM9M18 Sep 20193.99562.1523 
14 Dec 2018 4:15:00 PM10M18 Oct 20193.97032.3729 
14 Dec 2018 4:15:00 PM11M18 Nov 20193.94412.5976 
14 Dec 2018 4:15:00 PM12M18 Dec 20193.9132.8075 
14 Dec 2018 4:15:00 PMFBD April02 Apr 20194.25090.8776 
14 Dec 2018 4:15:00 PMSpot18 Dec 2018 71.7575 
12

MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
14 Dec 2018 5:45:00 PM6.596.616.616.686.676.686.586.686.766.78
13 Dec 2018 5:45:00 PM6.66.626.626.686.686.696.66.676.746.74

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
14 Dec 2018 6:00:00 PMO/N17 Dec 20186.6112 
14 Dec 2018 6:00:00 PM1M18 Jan 20196.6425 
14 Dec 2018 6:00:00 PM2M20 Feb 20196.6508 
14 Dec 2018 6:00:00 PM3M18 Mar 20196.8197 
14 Dec 2018 6:00:00 PM6M18 Jun 20197.0826 
14 Dec 2018 6:00:00 PM12M18 Dec 20197.1766 
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 

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