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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
20 Aug 2018O/N 10:45:00 AM6.5 
16 Aug 20184D 10:45:00 AM6.46 

Term MIBOR

DatePeriodTimeTerm MIBORComments
20 Aug 201814 DAYS 11:45:00 AM6.86 
20 Aug 20181 MONTH 11:45:00 AM6.97 
20 Aug 20183 MONTHS 11:45:00 AM7.39 
16 Aug 201814 DAYS 11:45:00 AM6.85 
16 Aug 20181 MONTH 11:45:00 AM6.97 
16 Aug 20183 MONTHS 11:45:00 AM7.39 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
20 Aug 2018 1:30:00 PM69.761788.874179.672063.09 
16 Aug 2018 1:30:00 PM70.228789.367079.971863.35 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
16 Aug 2018 6:00:00 PM1 WEEK5.98 %7.41 %6.70 %0.75 %0.10 % 
16 Aug 2018 6:00:00 PM1 MONTH6.07 %6.62 %6.35 %0.98 %0.11 % 
16 Aug 2018 6:00:00 PM3 MONTHS5.93 %6.38 %6.16 %0.88 %0.18 % 
16 Aug 2018 6:00:00 PM6 MONTHS5.91 %6.20 %6.06 %0.98 %0.23 % 
16 Aug 2018 6:00:00 PM12 MONTHS6.26 %6.51 %6.39 %1.07 %0.28 % 
14 Aug 2018 6:00:00 PM1 WEEK5.19 %6.84 %6.02 %0.75 %0.10 % 
14 Aug 2018 6:00:00 PM1 MONTH5.66 %6.17 %5.92 %0.87 %0.11 % 
14 Aug 2018 6:00:00 PM3 MONTHS5.57 %5.88 %5.73 %0.84 %0.18 % 
14 Aug 2018 6:00:00 PM6 MONTHS5.64 %5.90 %5.77 %0.95 %0.23 % 
14 Aug 2018 6:00:00 PM12 MONTHS6.04 %6.30 %6.17 %1.03 %0.28 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
16 Aug 2018 5:45:00 PM6.46.537.117.197.477.467.92
14 Aug 2018 5:45:00 PM6.456.567.127.177.517.448.04

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
16 Aug 2018 5:30:00 PM6.626.586.56.726.816.866.916.966.966.966.957.027.087.15
14 Aug 2018 5:30:00 PM6.476.496.536.726.796.866.926.9977.027.037.117.197.26

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
20 Aug 20181D 10:45:00 AM6.39 
16 Aug 20184D 10:45:00 AM6.48 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
16 Aug 2018 4:15:00 PMO/N20 Aug 20184.38350.0337 
16 Aug 2018 4:15:00 PM1M21 Sep 20184.37460.2608 
16 Aug 2018 4:15:00 PM2M22 Oct 20184.31850.5153 
16 Aug 2018 4:15:00 PM3M26 Nov 20184.28190.7993 
16 Aug 2018 4:15:00 PM4M21 Dec 20184.26581.0016 
16 Aug 2018 4:15:00 PM5M22 Jan 20194.23711.2558 
16 Aug 2018 4:15:00 PM6M21 Feb 20194.24091.5017 
16 Aug 2018 4:15:00 PM7M22 Mar 20194.2381.7372 
16 Aug 2018 4:15:00 PM8M22 Apr 20194.24161.9918 
16 Aug 2018 4:15:00 PM9M21 May 20194.24992.2328 
16 Aug 2018 4:15:00 PM10M21 Jun 20194.25822.4912 
16 Aug 2018 4:15:00 PM11M22 Jul 20194.25842.7454 
16 Aug 2018 4:15:00 PM12M21 Aug 20194.25622.9897 
16 Aug 2018 4:15:00 PMFBD April02 Apr 20194.23491.8256 
16 Aug 2018 4:15:00 PMSpot21 Aug 2018 70.2441 
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MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
16 Aug 2018 5:45:00 PM6.66.646.686.816.967.067.17.217.37.32
14 Aug 2018 5:45:00 PM6.556.596.636.756.96.997.057.157.247.28

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
16 Aug 2018 5:00:00 PMO/N20 Aug 20186.3311 
16 Aug 2018 5:00:00 PM1M21 Sep 20186.4887 
16 Aug 2018 5:00:00 PM2M22 Oct 20186.5615 
16 Aug 2018 5:00:00 PM3M26 Nov 20186.6632 
16 Aug 2018 5:00:00 PM6M21 Feb 20196.8438 
16 Aug 2018 5:00:00 PM12M21 Aug 20197.2335 
14 Aug 2018 5:00:00 PMO/N16 Aug 20186.3482 
14 Aug 2018 5:00:00 PM1M21 Sep 20186.478 
14 Aug 2018 5:00:00 PM2M22 Oct 20186.574 
14 Aug 2018 5:00:00 PM3M20 Nov 20186.686 
14 Aug 2018 5:00:00 PM6M20 Feb 20196.8984 
14 Aug 2018 5:00:00 PM12M20 Aug 20197.2736 

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