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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
19 Oct 20183D 10:45:00 AM6.6 
17 Oct 2018O/N 10:45:00 AM6.6 

Term MIBOR

DatePeriodTimeTerm MIBORComments
19 Oct 201814 DAYS 11:45:00 AM6.92 
19 Oct 20181 MONTH 11:45:00 AM7.04 
19 Oct 20183 MONTHS 11:45:00 AM7.47 
17 Oct 201814 DAYS 11:45:00 AM6.92 
17 Oct 20181 MONTH 11:45:00 AM7.05 
17 Oct 20183 MONTHS 11:45:00 AM7.48 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
19 Oct 2018 1:30:00 PM73.435495.652584.174165.27 
17 Oct 2018 1:30:00 PM73.484696.868484.980065.47 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
19 Oct 2018 6:00:00 PM1 WEEK6.51 %7.50 %7.01 %0.79 %0.19 % 
19 Oct 2018 6:00:00 PM1 MONTH6.98 %7.43 %7.21 %0.86 %0.23 % 
19 Oct 2018 6:00:00 PM3 MONTHS7.06 %7.49 %7.28 %1.06 %0.26 % 
19 Oct 2018 6:00:00 PM6 MONTHS7.08 %7.46 %7.27 %1.22 %0.31 % 
19 Oct 2018 6:00:00 PM12 MONTHS7.16 %7.55 %7.36 %1.41 %0.47 % 
17 Oct 2018 6:00:00 PM1 WEEK6.52 %7.49 %7.01 %0.80 %0.19 % 
17 Oct 2018 6:00:00 PM1 MONTH7.02 %7.53 %7.28 %0.89 %0.23 % 
17 Oct 2018 6:00:00 PM3 MONTHS7.16 %7.56 %7.36 %1.09 %0.26 % 
17 Oct 2018 6:00:00 PM6 MONTHS7.19 %7.53 %7.36 %1.15 %0.31 % 
17 Oct 2018 6:00:00 PM12 MONTHS7.22 %7.56 %7.39 %1.43 %0.46 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
19 Oct 2018 5:45:00 PM6.637.197.28.337.548.688.38
17 Oct 2018 5:45:00 PM6.816.997.148.238.068.728.38

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
19 Oct 2018 5:30:00 PM6.676.656.66.817.027.077.127.177.237.297.367.397.437.46
17 Oct 2018 5:30:00 PM6.676.596.46.756.926.977.027.087.187.297.397.427.447.47

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
19 Oct 20183D 10:45:00 AM6.51 
17 Oct 20182D 10:45:00 AM6.53 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
19 Oct 2018 4:15:00 PMO/N22 Oct 20184.71530.0285 
19 Oct 2018 4:15:00 PM1M26 Nov 20184.60670.3154 
19 Oct 2018 4:15:00 PM2M24 Dec 20184.58540.5724 
19 Oct 2018 4:15:00 PM3M23 Jan 20194.50580.8346 
19 Oct 2018 4:15:00 PM4M25 Feb 20194.40281.1081 
19 Oct 2018 4:15:00 PM5M25 Mar 20194.31541.3294 
19 Oct 2018 4:15:00 PM6M23 Apr 20194.39011.6087 
19 Oct 2018 4:15:00 PM7M23 May 20194.36251.8621 
19 Oct 2018 4:15:00 PM8M24 Jun 20194.33492.1296 
19 Oct 2018 4:15:00 PM9M23 Jul 20194.312.369 
19 Oct 2018 4:15:00 PM10M23 Aug 20194.28332.6217 
19 Oct 2018 4:15:00 PM11M23 Sep 20194.25672.8711 
19 Oct 2018 4:15:00 PM12M23 Oct 20194.2313.1093 
19 Oct 2018 4:15:00 PMFBD April02 Apr 20194.41361.4307 
19 Oct 2018 4:15:00 PMSpot23 Oct 2018 73.4895 
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MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
19 Oct 2018 5:45:00 PM6.576.636.686.97.047.167.227.337.437.48
17 Oct 2018 5:45:00 PM6.576.636.686.97.047.177.237.337.457.49

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
19 Oct 2018 5:00:00 PMO/N22 Oct 20186.9174 
19 Oct 2018 5:00:00 PM1M26 Nov 20186.9302 
19 Oct 2018 5:00:00 PM2M24 Dec 20186.9921 
19 Oct 2018 5:00:00 PM3M23 Jan 20197.0459 
19 Oct 2018 5:00:00 PM6M23 Apr 20197.2119 
19 Oct 2018 5:00:00 PM12M23 Oct 20197.4229 
17 Oct 2018 5:00:00 PMO/N19 Oct 20186.7478 
17 Oct 2018 5:00:00 PM1M26 Nov 20186.9489 
17 Oct 2018 5:00:00 PM2M24 Dec 20186.9871 
17 Oct 2018 5:00:00 PM3M22 Jan 20196.9853 
17 Oct 2018 5:00:00 PM6M22 Apr 20197.0996 
17 Oct 2018 5:00:00 PM12M22 Oct 20197.3862 

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