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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
20 Nov 2018O/N 10:45:00 AM6.5 
19 Nov 2018O/N 10:45:00 AM6.49 

Term MIBOR

DatePeriodTimeTerm MIBORComments
20 Nov 201814 DAYS 11:45:00 AM6.98 
20 Nov 20181 MONTH 11:45:00 AM7.12 
20 Nov 20183 MONTHS 11:45:00 AM7.55 
19 Nov 201814 DAYS 11:45:00 AM6.98 
19 Nov 20181 MONTH 11:45:00 AM7.12 
19 Nov 20183 MONTHS 11:45:00 AM7.56 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
20 Nov 2018 1:30:00 PM71.327691.719781.686763.40 
19 Nov 2018 1:30:00 PM71.900792.198381.941963.74 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
20 Nov 2018 6:00:00 PM1 WEEK6.80 %8.21 %7.51 %0.62 %0.14 % 
20 Nov 2018 6:00:00 PM1 MONTH7.72 %8.39 %8.06 %0.64 %0.19 % 
20 Nov 2018 6:00:00 PM3 MONTHS7.01 %7.27 %7.14 %0.68 %0.23 % 
20 Nov 2018 6:00:00 PM6 MONTHS7.20 %7.55 %7.38 %0.90 %0.28 % 
20 Nov 2018 6:00:00 PM12 MONTHS6.97 %7.21 %7.09 %1.28 %0.40 % 
19 Nov 2018 6:00:00 PM1 WEEK7.07 %8.42 %7.75 %0.70 %0.15 % 
19 Nov 2018 6:00:00 PM1 MONTH7.75 %8.39 %8.07 %0.60 %0.19 % 
19 Nov 2018 6:00:00 PM3 MONTHS6.98 %7.40 %7.19 %0.70 %0.23 % 
19 Nov 2018 6:00:00 PM6 MONTHS7.16 %7.59 %7.38 %0.89 %0.29 % 
19 Nov 2018 6:00:00 PM12 MONTHS6.94 %7.30 %7.12 %1.30 %0.40 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
20 Nov 2018 5:45:00 PM6.826.897.157.457.388.328.17
19 Nov 2018 5:45:00 PM6.556.797.27.427.418.48.17

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
20 Nov 2018 5:30:00 PM6.446.486.586.736.86.886.957.037.057.087.17.157.27.25
19 Nov 2018 5:30:00 PM6.46.496.76.76.746.846.957.057.17.147.197.217.237.25

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
20 Nov 20182D 10:45:00 AM6.39 
19 Nov 20181D 10:45:00 AM6.31 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
20 Nov 2018 4:15:00 PMO/N22 Nov 2018   
20 Nov 2018 4:15:00 PM1M26 Dec 20184.33250.2541 
20 Nov 2018 4:15:00 PM2M28 Jan 20194.08410.503 
20 Nov 2018 4:15:00 PM3M26 Feb 20194.05420.7292 
20 Nov 2018 4:15:00 PM4M26 Mar 20194.08130.9575 
20 Nov 2018 4:15:00 PM5M26 Apr 20194.27881.2632 
20 Nov 2018 4:15:00 PM6M28 May 20194.15961.4882 
20 Nov 2018 4:15:00 PM7M26 Jun 20194.12421.7094 
20 Nov 2018 4:15:00 PM8M26 Jul 20194.13491.9563 
20 Nov 2018 4:15:00 PM9M26 Aug 20194.10882.193 
20 Nov 2018 4:15:00 PM10M26 Sep 20194.07532.4221 
20 Nov 2018 4:15:00 PM11M28 Oct 20194.06452.67 
20 Nov 2018 4:15:00 PM12M26 Nov 20194.05782.8956 
20 Nov 2018 4:15:00 PMFBD April02 Apr 20194.29611.0672 
20 Nov 2018 4:15:00 PMSpot26 Nov 2018 71.3594 
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MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
20 Nov 2018 5:45:00 PM6.566.626.666.816.886.9877.117.197.22
19 Nov 2018 5:45:00 PM6.566.626.666.836.917.027.057.177.267.27

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
20 Nov 2018 6:00:00 PMO/N22 Nov 2018  
20 Nov 2018 6:00:00 PM1M26 Dec 20186.6783 
20 Nov 2018 6:00:00 PM2M28 Jan 20196.5943 
20 Nov 2018 6:00:00 PM3M26 Feb 20196.7717 
20 Nov 2018 6:00:00 PM6M28 May 20197.1232 
20 Nov 2018 6:00:00 PM12M26 Nov 20197.3254 
19 Nov 2018 6:00:00 PMO/N20 Nov 20186.5564 
19 Nov 2018 6:00:00 PM1M26 Dec 20186.5914 
19 Nov 2018 6:00:00 PM2M28 Jan 20196.5117 
19 Nov 2018 6:00:00 PM3M26 Feb 20196.6822 
19 Nov 2018 6:00:00 PM6M28 May 20197.0432 
19 Nov 2018 6:00:00 PM12M26 Nov 20197.3361 

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