Overnight MIBOR

DateTenorTimeOvernight MIBORComments
17 Jul 2019O/N 10:45:00 AM5.75 
16 Jul 2019O/N 10:45:00 AM5.7 

Term MIBOR

DatePeriodTimeTerm MIBORComments
17 Jul 201914 DAYS 11:45:00 AM6.05 
17 Jul 20191 MONTH 11:45:00 AM6.18 
17 Jul 20193 MONTHS 11:45:00 AM6.72 
16 Jul 201914 DAYS 11:45:00 AM6.06 
16 Jul 20191 MONTH 11:45:00 AM6.18 
16 Jul 20193 MONTHS 11:45:00 AM6.73 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
17 Jul 2019 1:30:00 PM68.805185.390877.143463.60 
16 Jul 2019 1:30:00 PM68.567285.765777.183863.45 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
17 Jul 2019 6:00:00 PM1 WEEK4.05 %5.29 %4.67 %0.26 %0.10 % 
17 Jul 2019 6:00:00 PM1 MONTH4.88 %5.33 %5.11 %0.23 %0.09 % 
17 Jul 2019 6:00:00 PM3 MONTHS5.14 %5.52 %5.33 %0.37 %0.21 % 
17 Jul 2019 6:00:00 PM6 MONTHS5.30 %5.71 %5.51 %0.52 %0.25 % 
17 Jul 2019 6:00:00 PM12 MONTHS5.55 %5.95 %5.75 %0.66 %0.25 % 
16 Jul 2019 6:00:00 PM1 WEEK3.98 %4.99 %4.49 %0.26 %0.10 % 
16 Jul 2019 6:00:00 PM1 MONTH4.86 %5.28 %5.07 %0.23 %0.09 % 
16 Jul 2019 6:00:00 PM3 MONTHS5.11 %5.48 %5.30 %0.32 %0.21 % 
16 Jul 2019 6:00:00 PM6 MONTHS5.31 %5.69 %5.50 %0.52 %0.25 % 
16 Jul 2019 6:00:00 PM12 MONTHS5.53 %5.92 %5.73 %0.67 %0.25 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
17 Jul 2019 5:45:00 PM5.825.986.096.526.466.386.79
16 Jul 2019 5:45:00 PM5.795.815.796.066.356.586.81

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
17 Jul 2019 5:30:00 PM5.845.795.675.615.735.775.85.845.875.95.935.945.965.97
16 Jul 2019 5:30:00 PM5.745.695.565.715.785.825.865.95.925.945.965.975.985.98

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
17 Jul 20191D 10:45:00 AM5.63 
16 Jul 20191D 10:45:00 AM5.65 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
17 Jul 2019 4:15:00 PMO/N18 Jul 20193.18350.006 
17 Jul 2019 4:15:00 PM1M19 Aug 20193.79780.2217 
17 Jul 2019 4:15:00 PM2M19 Sep 20193.79550.4434 
17 Jul 2019 4:15:00 PM3M21 Oct 20193.97590.7043 
17 Jul 2019 4:15:00 PM4M19 Nov 20194.0840.9466 
17 Jul 2019 4:15:00 PM5M19 Dec 20194.14291.1945 
17 Jul 2019 4:15:00 PM6M21 Jan 20204.20351.4734 
17 Jul 2019 4:15:00 PM7M20 Feb 20204.25651.7326 
17 Jul 2019 4:15:00 PM8M19 Mar 20204.33551.9935 
17 Jul 2019 4:15:00 PM9M20 Apr 20204.47492.3274 
17 Jul 2019 4:15:00 PM10M19 May 20204.46832.5682 
17 Jul 2019 4:15:00 PM11M19 Jun 20204.46252.8255 
17 Jul 2019 4:15:00 PM12M20 Jul 20204.45683.0823 
17 Jul 2019 4:15:00 PMFBD April03 Apr 20204.48032.1867 
17 Jul 2019 4:15:00 PMSpot19 Jul 2019 68.7822 
12

MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
17 Jul 2019 5:45:00 PM5.655.565.535.455.455.455.285.285.325.38
16 Jul 2019 5:45:00 PM5.635.555.555.455.445.455.285.295.335.41

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
17 Jul 2019 5:00:00 PMO/N18 Jul 20195.5793 
17 Jul 2019 5:00:00 PM1M19 Aug 20196.1351 
17 Jul 2019 5:00:00 PM2M19 Sep 20196.1378 
17 Jul 2019 5:00:00 PM3M21 Oct 20196.3343 
17 Jul 2019 5:00:00 PM6M21 Jan 20206.4805 
17 Jul 2019 5:00:00 PM12M20 Jul 20206.8053 
16 Jul 2019 5:00:00 PMO/N17 Jul 20195.6506 
16 Jul 2019 5:00:00 PM1M19 Aug 20196.1386 
16 Jul 2019 5:00:00 PM2M18 Sep 20196.1513 
16 Jul 2019 5:00:00 PM3M18 Oct 20196.3545 
16 Jul 2019 5:00:00 PM6M21 Jan 20206.4778 
16 Jul 2019 5:00:00 PM12M20 Jul 20206.8159 

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