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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
19 Sep 2018O/N 10:45:00 AM6.65 
18 Sep 2018O/N 10:45:00 AM6.67 

Term MIBOR

DatePeriodTimeTerm MIBORComments
19 Sep 201814 DAYS 11:45:00 AM7 
19 Sep 20181 MONTH 11:45:00 AM7.21 
19 Sep 20183 MONTHS 11:45:00 AM7.54 
18 Sep 201814 DAYS 11:45:00 AM7 
18 Sep 20181 MONTH 11:45:00 AM7.21 
18 Sep 20183 MONTHS 11:45:00 AM7.53 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
19 Sep 2018 1:30:00 PM72.678195.592584.905064.69 
18 Sep 2018 1:30:00 PM72.379695.289784.765764.59 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
19 Sep 2018 6:00:00 PM1 WEEK8.16 %9.18 %8.67 %0.94 %0.11 % 
19 Sep 2018 6:00:00 PM1 MONTH7.22 %7.88 %7.55 %0.99 %0.14 % 
19 Sep 2018 6:00:00 PM3 MONTHS7.01 %7.43 %7.22 %1.01 %0.23 % 
19 Sep 2018 6:00:00 PM6 MONTHS6.83 %7.10 %6.97 %1.26 %0.28 % 
19 Sep 2018 6:00:00 PM12 MONTHS6.93 %7.19 %7.06 %1.44 %0.40 % 
18 Sep 2018 6:00:00 PM1 WEEK8.22 %9.26 %8.74 %1.12 %0.10 % 
18 Sep 2018 6:00:00 PM1 MONTH7.31 %7.88 %7.60 %1.02 %0.14 % 
18 Sep 2018 6:00:00 PM3 MONTHS7.02 %7.43 %7.23 %1.03 %0.23 % 
18 Sep 2018 6:00:00 PM6 MONTHS6.85 %7.16 %7.01 %1.26 %0.28 % 
18 Sep 2018 6:00:00 PM12 MONTHS6.97 %7.25 %7.11 %1.44 %0.40 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
19 Sep 2018 5:45:00 PM77.517.647.517.858.428.39
18 Sep 2018 5:45:00 PM6.87.487.527.497.868.388.39

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
19 Sep 2018 5:30:00 PM6.526.596.776.937.067.157.237.327.347.367.397.477.567.64
18 Sep 2018 5:30:00 PM6.436.516.696.927.037.117.27.287.317.337.367.457.557.64

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
19 Sep 20182D 10:45:00 AM6.52 
18 Sep 20181D 10:45:00 AM6.55 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
19 Sep 2018 4:15:00 PMO/N21 Sep 20184.6650.0186 
19 Sep 2018 4:15:00 PM1M24 Oct 20184.68590.2798 
19 Sep 2018 4:15:00 PM2M26 Nov 20184.68630.5877 
19 Sep 2018 4:15:00 PM3M24 Dec 20184.66630.8452 
19 Sep 2018 4:15:00 PM4M24 Jan 20194.61391.1204 
19 Sep 2018 4:15:00 PM5M25 Feb 20194.57881.4035 
19 Sep 2018 4:15:00 PM6M25 Mar 20194.56711.6545 
19 Sep 2018 4:15:00 PM7M24 Apr 20194.55691.9229 
19 Sep 2018 4:15:00 PM8M24 May 20194.54542.1895 
19 Sep 2018 4:15:00 PM9M24 Jun 20194.53422.4639 
19 Sep 2018 4:15:00 PM10M24 Jul 20194.51722.7244 
19 Sep 2018 4:15:00 PM11M26 Aug 20194.50443.0125 
19 Sep 2018 4:15:00 PM12M24 Sep 20194.49493.2656 
19 Sep 2018 4:15:00 PMFBD April02 Apr 20194.56731.7273 
19 Sep 2018 4:15:00 PMSpot24 Sep 2018 72.6519 
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MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
19 Sep 2018 5:45:00 PM6.776.977.227.387.467.517.627.717.72
18 Sep 2018 5:45:00 PM6.756.876.967.187.337.437.467.577.647.67

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
19 Sep 2018 5:00:00 PMO/N21 Sep 20186.6108 
19 Sep 2018 5:00:00 PM1M24 Oct 20186.9072 
19 Sep 2018 5:00:00 PM2M26 Nov 20186.9834 
19 Sep 2018 5:00:00 PM3M24 Dec 20187.0801 
19 Sep 2018 5:00:00 PM6M25 Mar 20197.2339 
19 Sep 2018 5:00:00 PM12M24 Sep 20197.5537 
18 Sep 2018 5:00:00 PMO/N19 Sep 20186.6783 
18 Sep 2018 5:00:00 PM1M22 Oct 20186.9284 
18 Sep 2018 5:00:00 PM2M26 Nov 20186.9691 
18 Sep 2018 5:00:00 PM3M21 Dec 20187.0492 
18 Sep 2018 5:00:00 PM6M22 Mar 20197.23 
18 Sep 2018 5:00:00 PM12M23 Sep 20197.5292 

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