Overnight MIBOR

DateTenorTimeOvernight MIBORComments
22 Feb 2019O/N 10:45:00 AM6.35 
21 Feb 2019O/N 10:45:00 AM6.43 

Term MIBOR

DatePeriodTimeTerm MIBORComments
22 Feb 201914 DAYS 11:45:00 AM6.71 
22 Feb 20191 MONTH 11:45:00 AM6.87 
22 Feb 20193 MONTHS 11:45:00 AM7.45 
21 Feb 201914 DAYS 11:45:00 AM6.72 
21 Feb 20191 MONTH 11:45:00 AM6.86 
21 Feb 20193 MONTHS 11:45:00 AM7.45 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
22 Feb 2019 1:30:00 PM71.217792.827180.752864.29 
21 Feb 2019 1:30:00 PM71.154092.721380.620364.24 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
22 Feb 2019 6:00:00 PM1 WEEK5.94 %6.91 %6.43 %0.27 %0.10 % 
22 Feb 2019 6:00:00 PM1 MONTH6.21 %6.69 %6.45 %0.23 %0.10 % 
22 Feb 2019 6:00:00 PM3 MONTHS8.55 %9.21 %8.88 %0.46 %0.25 % 
22 Feb 2019 6:00:00 PM6 MONTHS7.73 %8.12 %7.93 %0.71 %0.31 % 
22 Feb 2019 6:00:00 PM12 MONTHS6.94 %7.35 %7.15 %0.76 %0.38 % 
21 Feb 2019 6:00:00 PM1 WEEK5.99 %7.00 %6.50 %0.27 %0.10 % 
21 Feb 2019 6:00:00 PM1 MONTH6.23 %6.67 %6.45 %0.24 %0.10 % 
21 Feb 2019 6:00:00 PM3 MONTHS8.49 %9.18 %8.84 %0.46 %0.25 % 
21 Feb 2019 6:00:00 PM6 MONTHS7.77 %8.22 %8.00 %0.71 %0.31 % 
21 Feb 2019 6:00:00 PM12 MONTHS7.02 %7.46 %7.24 %0.76 %0.38 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
22 Feb 2019 5:45:00 PM6.656.57.137.377.587.667.73
21 Feb 2019 5:45:00 PM6.656.67.187.387.67.687.6

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
22 Feb 2019 5:30:00 PM6.26.266.46.396.386.396.416.436.456.466.486.526.576.61
21 Feb 2019 5:30:00 PM6.226.266.346.336.386.46.426.446.466.486.56.496.496.48

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
22 Feb 20193D 10:45:00 AM6.34 
21 Feb 20191D 10:45:00 AM6.37 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
22 Feb 2019 4:15:00 PMO/N25 Feb 20194.96280.029 
22 Feb 2019 4:15:00 PM1M26 Mar 20194.40680.2407 
22 Feb 2019 4:15:00 PM2M26 Apr 20194.57050.5259 
22 Feb 2019 4:15:00 PM3M28 May 20194.39950.7809 
22 Feb 2019 4:15:00 PM4M26 Jun 20194.2710.9996 
22 Feb 2019 4:15:00 PM5M26 Jul 20194.22841.2371 
22 Feb 2019 4:15:00 PM6M26 Aug 20194.19111.4796 
22 Feb 2019 4:15:00 PM7M26 Sep 20194.15391.7176 
22 Feb 2019 4:15:00 PM8M29 Oct 20194.11421.966 
22 Feb 2019 4:15:00 PM9M26 Nov 20194.08052.1727 
22 Feb 2019 4:15:00 PM10M26 Dec 20194.05972.3992 
22 Feb 2019 4:15:00 PM11M27 Jan 20204.03932.6392 
22 Feb 2019 4:15:00 PM12M26 Feb 20204.02032.862 
22 Feb 2019 4:15:00 PMFBD April02 Apr 20194.85180.3312 
22 Feb 2019 4:15:00 PMSpot26 Feb 2019 71.1895 
12

MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
22 Feb 2019 5:45:00 PM6.346.496.386.246.236.246.16.166.276.31
21 Feb 2019 5:45:00 PM6.356.496.376.246.236.236.096.166.256.29

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
22 Feb 2019 6:00:00 PMO/N25 Feb 20197.3848 
22 Feb 2019 6:00:00 PM1M26 Mar 20196.9342 
22 Feb 2019 6:00:00 PM2M26 Apr 20197.202 
22 Feb 2019 6:00:00 PM3M28 May 20197.1119 
22 Feb 2019 6:00:00 PM6M26 Aug 20196.9917 
22 Feb 2019 6:00:00 PM12M26 Feb 20207.07 
21 Feb 2019 6:00:00 PMO/N22 Feb 20197.8578 
21 Feb 2019 6:00:00 PM1M25 Mar 20197.1195 
21 Feb 2019 6:00:00 PM2M25 Apr 20197.3166 
21 Feb 2019 6:00:00 PM3M28 May 20197.0925 
21 Feb 2019 6:00:00 PM6M26 Aug 20196.981 
21 Feb 2019 6:00:00 PM12M25 Feb 20207.1033 

WHAT'S NEW


Our Benchmarks