|
LIBOR
|
|
Currency |
O/N |
1 M |
2 M |
3 M |
4 M |
5 M |
6 M |
7 M |
8 M |
9 M |
10 M |
11 M |
12 M |
Prime Rates
|
|
USD
|
0.14
|
0.26
|
0.39
|
0.53
|
0.62
|
0.69
|
0.77
|
0.82
|
0.87
|
0.92
|
0.97
|
1.03
|
1.09
|
3.25
|
|
EUR
|
0.28
|
0.63
|
0.81
|
1.04
|
1.15
|
1.25
|
1.36
|
1.43
|
1.49
|
1.55
|
1.60
|
1.66
|
1.71
|
1.75
|
|
JPY
|
0.12
|
0.14
|
0.16
|
0.20
|
0.24
|
0.29
|
0.34
|
0.39
|
0.43
|
0.47
|
0.50
|
0.53
|
0.55
|
1.48
|
|
GBP
|
0.57
|
0.77
|
0.88
|
1.08
|
1.18
|
1.28
|
1.39
|
1.48
|
1.57
|
1.66
|
1.74
|
1.81
|
1.89
|
0.50
|
|
CHF
|
0.04
|
0.05
|
0.06
|
0.07
|
0.09
|
0.10
|
0.13
|
0.16
|
0.19
|
0.22
|
0.26
|
0.31
|
0.35
|
0.50
|
|
CAD
|
1.08
|
1.19
|
1.29
|
1.39
|
1.44
|
1.49
|
1.54
|
1.60
|
1.65
|
1.71
|
1.76
|
1.82
|
1.87
|
2.25
|
|
AUD
|
4.43
|
4.51
|
4.60
|
4.65
|
4.68
|
4.69
|
4.71
|
4.74
|
4.77
|
4.80
|
4.82
|
4.85
|
4.89
|
|
|
INR MIFOR
|
9.10
|
9.30
|
9.54
|
9.10
|
8.76
|
8.41
|
8.07
|
7.72
|
7.36
|
7.01
|
6.66
|
6.30
|
5.95
|
11.75
|
|
INR MIBOR
|
8.97
|
8.85
|
9.00
|
8.75
|
8.57
|
8.55
|
8.44
|
8.37
|
8.31
|
8.24
|
8.18
|
8.13
|
8.07
|
|
|
|
Swaps
|
|
|
2yr |
3yr |
5yr |
10yr |
|
INR Mibor
|
7.5314
|
7.3349
|
7.2937
|
7.2718
|
|
INR Mifor
|
5.4000
|
5.4000
|
5.9500
|
5.9750
|
|
USD Libor
|
0.4865
|
0.5697
|
0.9695
|
1.9295
|
|
EURIBOR
|
1.1280
|
1.1790
|
1.5300
|
2.2500
|
|
JPY Libor
|
0.3544
|
0.3706
|
0.4538
|
0.9585
|
|
GBP Libor
|
1.2193
|
1.2690
|
1.5490
|
2.3650
|
|
CHF Libor
|
0.0855
|
0.1375
|
0.4095
|
1.0745
|
|
|
|
FRAs
|
|
|
3x6 |
6x9 |
9x12 |
6x12 |
12x24 |
24x36 |
|
INR
|
6.7207
|
8.7676
|
9.9473
|
9.3559
|
3.7793
|
5.9543
|
|
USD
|
0.4100
|
0.4240
|
0.4520
|
0.5860
|
0.8890
|
2.6090
|
|
EUR
|
0.7790
|
0.7260
|
0.7110
|
0.9960
|
1.3010
|
2.9823
|
|
JPY
|
0.1940
|
0.1925
|
0.2000
|
0.3275
|
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 : Feb 03, 2012
All interest rates are quoted per annum
|
|