Overnight MIBOR

DateTenorTimeOvernight MIBORComments
24 May 2019O/N 10:45:00 AM6 
23 May 2019O/N 10:45:00 AM6.05 

Term MIBOR

DatePeriodTimeTerm MIBORComments
24 May 201914 DAYS 11:45:00 AM6.52 
24 May 20191 MONTH 11:45:00 AM6.68 
24 May 20193 MONTHS 11:45:00 AM7.08 
23 May 201914 DAYS 11:45:00 AM6.53 
23 May 20191 MONTH 11:45:00 AM6.68 
23 May 20193 MONTHS 11:45:00 AM7.09 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
24 May 2019 1:30:00 PM69.609688.302177.974463.55 
23 May 2019 1:30:00 PM69.673287.922077.652663.19 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
24 May 2019 6:00:00 PM1 WEEK5.90 %6.90 %6.40 %0.40 %0.10 % 
24 May 2019 6:00:00 PM1 MONTH6.04 %6.52 %6.28 %0.44 %0.10 % 
24 May 2019 6:00:00 PM3 MONTHS5.94 %6.39 %6.17 %0.49 %0.21 % 
24 May 2019 6:00:00 PM6 MONTHS5.78 %6.18 %5.98 %0.54 %0.25 % 
24 May 2019 6:00:00 PM12 MONTHS5.67 %6.03 %5.85 %0.59 %0.26 % 
23 May 2019 6:00:00 PM1 WEEK6.38 %7.62 %7.00 %0.73 %0.10 % 
23 May 2019 6:00:00 PM1 MONTH6.24 %6.81 %6.53 %0.58 %0.11 % 
23 May 2019 6:00:00 PM3 MONTHS5.96 %6.46 %6.21 %0.54 %0.22 % 
23 May 2019 6:00:00 PM6 MONTHS5.80 %6.22 %6.01 %0.56 %0.25 % 
23 May 2019 6:00:00 PM12 MONTHS5.68 %6.10 %5.89 %0.59 %0.28 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
24 May 2019 5:45:00 PM6.596.546.786.657.077.137.44
23 May 2019 5:45:00 PM6.596.526.776.677.037.387.44

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
24 May 2019 5:30:00 PM6.136.146.176.26.186.216.256.296.316.326.346.356.366.37
23 May 2019 5:30:00 PM6.076.096.146.256.276.296.326.346.346.346.346.356.366.37

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
24 May 20193D 10:45:00 AM5.94 
23 May 20191D 10:45:00 AM5.99 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
24 May 2019 4:15:00 PMO/N27 May 2019   
24 May 2019 4:15:00 PM1M28 Jun 20194.08260.2417 
24 May 2019 4:15:00 PM2M29 Jul 20194.11730.4875 
24 May 2019 4:15:00 PM3M28 Aug 20194.16960.7326 
24 May 2019 4:15:00 PM4M30 Sep 20194.14390.9893 
24 May 2019 4:15:00 PM5M29 Oct 20194.16071.2237 
24 May 2019 4:15:00 PM6M29 Nov 20194.11981.4556 
24 May 2019 4:15:00 PM7M30 Dec 20194.12261.7007 
24 May 2019 4:15:00 PM8M28 Jan 20204.09511.9161 
24 May 2019 4:15:00 PM9M28 Feb 20204.08822.1549 
24 May 2019 4:15:00 PM10M30 Mar 20204.08382.3944 
24 May 2019 4:15:00 PM11M28 Apr 20204.14952.6627 
24 May 2019 4:15:00 PM12M28 May 20204.222.9497 
24 May 2019 4:15:00 PMFBD April    
24 May 2019 4:15:00 PMSpot28 May 2019 69.7082 
12

MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
24 May 2019 5:45:00 PM5.935.895.865.825.815.825.775.815.895.94
23 May 2019 5:45:00 PM5.975.915.885.825.845.865.825.875.946

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
24 May 2019 5:00:00 PMO/N27 May 2019  
24 May 2019 5:00:00 PM1M28 Jun 20196.553 
24 May 2019 5:00:00 PM2M29 Jul 20196.6561 
24 May 2019 5:00:00 PM3M28 Aug 20196.7565 
24 May 2019 5:00:00 PM6M29 Nov 20196.7578 
24 May 2019 5:00:00 PM12M28 May 20206.9877 
23 May 2019 5:00:00 PMO/N24 May 20196.2146 
23 May 2019 5:00:00 PM1M28 Jun 20196.6714 
23 May 2019 5:00:00 PM2M29 Jul 20196.8036 
23 May 2019 5:00:00 PM3M28 Aug 20196.8488 
23 May 2019 5:00:00 PM6M29 Nov 20196.8657 
23 May 2019 5:00:00 PM12M28 May 20207.0383 

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