|
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
|
0.61
|
0.69
|
0.77
|
0.82
|
0.87
|
0.92
|
0.97
|
1.02
|
1.08
|
3.25
|
|
EUR
|
0.28
|
0.62
|
0.80
|
1.03
|
1.15
|
1.24
|
1.35
|
1.42
|
1.48
|
1.54
|
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
|
0.76
|
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
|
0.08
|
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
|
4.76
|
4.79
|
4.82
|
4.85
|
4.89
|
|
|
INR MIFOR
|
8.92
|
8.91
|
9.01
|
8.54
|
8.18
|
7.82
|
7.46
|
7.22
|
6.97
|
6.73
|
6.49
|
6.24
|
6.00
|
11.75
|
|
INR MIBOR
|
8.86
|
8.85
|
9.00
|
8.70
|
8.63
|
8.53
|
8.43
|
8.36
|
8.28
|
8.21
|
8.16
|
8.12
|
8.07
|
|
|
|
Swaps
|
|
|
2yr |
3yr |
5yr |
10yr |
|
INR Mibor
|
7.5450
|
7.3500
|
7.3150
|
7.2253
|
|
INR Mifor
|
5.2000
|
5.2000
|
5.9000
|
5.9000
|
|
USD Libor
|
0.5145
|
0.6195
|
1.0405
|
2.0335
|
|
EURIBOR
|
1.2430
|
1.2210
|
1.6120
|
2.3440
|
|
JPY Libor
|
0.3555
|
0.3745
|
0.4630
|
0.9716
|
|
GBP Libor
|
1.2505
|
1.3180
|
1.0710
|
1.6270
|
|
CHF Libor
|
0.1085
|
0.1655
|
0.4475
|
1.1350
|
|
|
|
FRAs
|
|
|
3x6 |
6x9 |
9x12 |
6x12 |
12x24 |
24x36 |
|
INR
|
6.7207
|
8.7676
|
9.9473
|
9.3559
|
3.7793
|
5.9543
|
|
USD
|
0.4290
|
0.4414
|
0.4700
|
0.5900
|
0.9290
|
2.6090
|
|
EUR
|
0.8160
|
0.7340
|
0.7320
|
1.0240
|
1.3460
|
2.9823
|
|
JPY
|
0.1920
|
0.1950
|
0.1990
|
0.3370
|
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 06, 2012
All interest rates are quoted per annum
|
|