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 0.23 0.26 0.27 0.29 0.35 0.42 0.49 0.55 0.60 0.65 0.70 0.76 0.82 3.25
EUR 0.35 0.57 0.67 4.61 0.91 1.00 1.11 1.16 1.21 1.26 1.30 1.35 1.40 1.75
JPY 0.12 0.15 0.18 0.23 0.32 0.37 0.43 0.49 0.54 0.59 0.61 0.64 0.67 1.48
GBP 0.55 0.57 0.62 0.07 0.82 0.92 1.03 1.10 1.18 1.26 1.33 1.40 1.46 0.50
CHF 0.12 0.15 0.16 0.18 0.20 0.22 0.25 0.28 0.32 0.37 0.41 0.46 0.51 0.60
CAD 1.06 1.09 1.15 1.19 1.25 1.30 1.36 1.45 1.53 1.62 1.71 1.80 1.88 2.25
AUD 4.62 4.70 4.76 4.85 4.91 4.95 5.01 5.07 5.12 5.17 5.25 5.35 5.44
INR MIFOR 4.96 5.99 5.86 5.78 5.72 5.66 5.60 5.50 5.40 5.30 5.20 5.10 5.00 11.75
INR MIBOR 5.00 5.41 5.75 5.88 5.90 5.92 5.98 6.01 6.05 6.08 6.08 6.09 6.09
Swaps
2yr 3yr 5yr 10yr
INR Mibor 6.2600 6.5000 6.9200 7.2750
INR Mifor 4.5500 4.8000 5.7000 6.6750
USD Libor 0.7055 0.9953 1.6263 2.6105
EURIBOR 1.3060 1.4790 1.8600 2.5400
JPY Libor 0.4282 0.4582 0.5819 1.1782
GBP Libor 1.2775 1.5550 2.1150 3.0700
CHF Libor 0.5500 0.7700 1.1775 1.8075
 
FRAs
3x6 6x9 9x12 6x12 12x24 24x36
INR 5.4183 6.1797 6.5708 6.3750 3.1361 5.2997
USD 0.4434 0.5094 0.5892 0.6609 1.2310 1.5796
EUR 0.9380 0.9720 1.0160 1.1840 1.5500 1.7980
JPY 0.2180 0.2050 0.2170 0.3930 0.1891 0.5206
GBP 1.3278 1.7123 2.0822 1.8971 1.1051 2.1028
CHF 0.3133 0.6172 0.9258 0.7714 0.5831 1.2046
Updated On : Sep 09, 2010
All interest rates are quoted per annum