|
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
|
|