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Overnight MIBOR

DateTenorTimeOvernight MIBORComments
16 Jan 2019O/N 10:45:00 AM6.5 
15 Jan 2019O/N 10:45:00 AM6.5 

Term MIBOR

DatePeriodTimeTerm MIBORComments
16 Jan 201914 DAYS 11:45:00 AM6.94 
16 Jan 20191 MONTH 11:45:00 AM7.07 
16 Jan 20193 MONTHS 11:45:00 AM7.62 
15 Jan 201914 DAYS 11:45:00 AM6.96 
15 Jan 20191 MONTH 11:45:00 AM7.07 
15 Jan 20193 MONTHS 11:45:00 AM7.62 

Reference Rate

DateTimeINR / 1 USDINR / 1 GBPINR / 1 EURINR / 100 JPYComments
17 Jan 2019 1:30:00 PM71.341891.861681.258365.51 
16 Jan 2019 1:30:00 PM71.184791.461981.176265.62 

FC-Rupee

DateTimePeriodBid ATM VolsAsk ATM VolsMid ATM Vols25D RR25D STRComments
16 Jan 2019 6:00:00 PM1 WEEK7.23 %7.96 %7.60 %0.25 %0.16 % 
16 Jan 2019 6:00:00 PM1 MONTH7.86 %8.21 %8.04 %0.44 %0.18 % 
16 Jan 2019 6:00:00 PM3 MONTHS7.87 %8.20 %8.04 %0.48 %0.34 % 
16 Jan 2019 6:00:00 PM6 MONTHS9.08 %9.49 %9.29 %0.75 %0.40 % 
16 Jan 2019 6:00:00 PM12 MONTHS8.43 %8.80 %8.62 %0.86 %0.46 % 
15 Jan 2019 6:00:00 PM1 WEEK7.09 %8.35 %7.72 %0.25 %0.16 % 
15 Jan 2019 6:00:00 PM1 MONTH7.86 %8.28 %8.07 %0.48 %0.18 % 
15 Jan 2019 6:00:00 PM3 MONTHS7.91 %8.34 %8.13 %0.48 %0.34 % 
15 Jan 2019 6:00:00 PM6 MONTHS8.87 %9.38 %9.13 %0.75 %0.40 % 
15 Jan 2019 6:00:00 PM12 MONTHS8.40 %8.72 %8.56 %0.86 %0.46 % 

CD Rate

DateTime14 Days1 Month2 Months3 Months6 Months9 Months12 MonthsComments
16 Jan 2019 5:45:00 PM6.576.676.787.167.57.667.81
15 Jan 2019 5:45:00 PM6.66.666.727.137.627.878.13

T-Bill Rate

Date             Time         7 Days14 Days1 Month2 Months3 Months4 Months5 Months6 Months7 Months8 Months9 Months10 Months11 Months12 MonthsComments
16 Jan 2019 5:30:00 PM6.476.456.46.486.646.676.76.746.776.86.836.836.836.84
15 Jan 2019 5:30:00 PM6.56.476.416.476.636.666.696.726.756.786.816.826.836.83

Market Repos Overnight Rate

DateTenorTimeRepo Benchmark RateComments
16 Jan 20191D 10:45:00 AM6.47 
15 Jan 20191D 10:45:00 AM6.4 

Forward Premia Curve

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
16 Jan 2019 4:15:00 PMO/N17 Jan 20193.99920.0078 
16 Jan 2019 4:15:00 PM1M20 Feb 20194.0160.2581 
16 Jan 2019 4:15:00 PM2M18 Mar 20193.98110.4575 
16 Jan 2019 4:15:00 PM3M18 Apr 20194.23040.7416 
16 Jan 2019 4:15:00 PM4M20 May 20194.16370.9894 
16 Jan 2019 4:15:00 PM5M18 Jun 20194.12341.2128 
16 Jan 2019 4:15:00 PM6M18 Jul 20194.08591.4405 
16 Jan 2019 4:15:00 PM7M19 Aug 20194.06071.6847 
16 Jan 2019 4:15:00 PM8M18 Sep 20194.04511.9146 
16 Jan 2019 4:15:00 PM9M18 Oct 20194.02962.1427 
16 Jan 2019 4:15:00 PM10M18 Nov 20194.01362.3766 
16 Jan 2019 4:15:00 PM11M18 Dec 20193.9982.6009 
16 Jan 2019 4:15:00 PM12M21 Jan 20203.98042.8531 
16 Jan 2019 4:15:00 PMFBD April02 Apr 20194.28230.6175 
16 Jan 2019 4:15:00 PMSpot18 Jan 2019 71.0939 
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MIBOR-OIS

DateTime1 Months2 Months3 Months6 Months9 Months1 Year2 Year3 Year4 Year5 Yearcomments
16 Jan 2019 5:45:00 PM6.56.526.656.546.526.536.426.526.626.69
15 Jan 2019 5:45:00 PM6.496.516.636.546.516.526.386.496.596.63

MIFOR Curve

DateTimeTenorSettlement DateFBIL MIFOR(%)Comments
16 Jan 2019 6:00:00 PMO/N17 Jan 20196.4175 
16 Jan 2019 6:00:00 PM1M20 Feb 20196.5734 
16 Jan 2019 6:00:00 PM2M18 Mar 20196.6773 
16 Jan 2019 6:00:00 PM3M18 Apr 20197.0787 
16 Jan 2019 6:00:00 PM6M18 Jul 20197.0461 
16 Jan 2019 6:00:00 PM12M21 Jan 20207.1759 
15 Jan 2019 6:00:00 PMO/N16 Jan 20196.4014 
15 Jan 2019 6:00:00 PM1M20 Feb 20196.5514 
15 Jan 2019 6:00:00 PM2M18 Mar 20196.6585 
15 Jan 2019 6:00:00 PM3M18 Apr 20197.066 
15 Jan 2019 6:00:00 PM6M17 Jul 20197.0216 
15 Jan 2019 6:00:00 PM12M17 Jan 20207.1523 

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