Swaps
|
|
1yr |
2yr |
3yr |
5yr |
10yr |
INR Mibor
|
6.5000
|
6.5738
|
6.5110
|
6.5000
|
6.4854
|
INR Mifor
|
7.3675
|
7.2675
|
7.3294
|
7.3675
|
7.3538
|
USD Libor
|
4.4740
|
4.9610
|
4.6970
|
4.4740
|
4.3300
|
EURIBOR
|
2.7908
|
3.2253
|
3.0000
|
2.7908
|
2.7133
|
JPY Libor
|
0.5856
|
0.3688
|
0.4531
|
0.5856
|
0.9406
|
GBP Libor
|
4.1696
|
4.6890
|
4.4474
|
4.1696
|
4.0486
|
CHF Libor
|
1.1685
|
1.0270
|
1.1325
|
1.1685
|
1.3080
|
|
FRAs
|
|
3x6 |
6x9 |
9x12 |
6x12 |
12x24 |
24x36 |
INR
|
6.7207
|
8.7676
|
9.9473
|
9.3559
|
3.7793
|
5.9543
|
USD
|
5.0500
|
5.0700
|
4.8350
|
5.1200
|
4.9760
|
2.6090
|
EUR
|
3.5910
|
3.3010
|
3.0480
|
3.2780
|
2.8660
|
2.9823
|
JPY
|
0.1361
|
0.2145
|
0.3010
|
0.3071
|
0.2949
|
0.6616
|
GBP
|
1.4184
|
1.8556
|
2.2444
|
2.0498
|
2.1579
|
3.1924
|
CHF
|
0.3167
|
0.6468
|
0.9746
|
0.8106
|
0.9761
|
1.6936
|
|
Updated On : Apr 19, 2024
All interest rates are quoted per annum
|