|
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
|
0.24
|
0.31
|
0.38
|
0.47
|
0.53
|
0.60
|
0.68
|
0.74
|
0.79
|
0.85
|
0.92
|
0.98
|
1.05
|
3.25
|
|
EUR
|
0.38
|
0.59
|
0.67
|
0.83
|
0.91
|
1.01
|
1.11
|
1.16
|
1.21
|
1.26
|
1.30
|
1.34
|
1.39
|
1.75
|
|
JPY
|
0.13
|
0.16
|
0.19
|
0.24
|
0.33
|
0.38
|
0.44
|
0.50
|
0.55
|
0.59
|
0.62
|
0.64
|
0.67
|
1.48
|
|
GBP
|
0.55
|
0.57
|
0.63
|
0.74
|
0.82
|
0.93
|
1.03
|
1.10
|
1.18
|
1.26
|
1.34
|
1.41
|
1.48
|
0.50
|
|
CHF
|
0.10
|
0.13
|
0.15
|
0.17
|
0.19
|
0.20
|
0.23
|
0.27
|
0.31
|
0.36
|
0.41
|
0.45
|
0.50
|
0.59
|
|
CAD
|
0.80
|
0.85
|
0.90
|
0.98
|
1.07
|
1.15
|
1.24
|
1.35
|
1.46
|
1.57
|
1.68
|
1.80
|
1.91
|
2.25
|
|
AUD
|
4.62
|
4.74
|
4.81
|
4.89
|
4.97
|
5.05
|
5.12
|
5.21
|
5.27
|
5.33
|
5.44
|
5.53
|
5.63
|
|
|
INR MIFOR
|
4.82
|
5.75
|
5.83
|
5.73
|
5.64
|
5.56
|
5.47
|
5.31
|
5.15
|
4.99
|
4.82
|
4.66
|
4.50
|
11.75
|
|
INR MIBOR
|
5.04
|
5.55
|
5.75
|
6.00
|
6.15
|
6.20
|
6.05
|
6.10
|
6.15
|
6.20
|
6.22
|
6.24
|
6.25
|
|
|
|
Swaps
|
|
|
2yr |
3yr |
5yr |
10yr |
|
INR Mibor
|
6.5625
|
6.8300
|
7.2150
|
7.5500
|
|
INR Mifor
|
4.4500
|
4.6000
|
5.5000
|
6.6425
|
|
USD Libor
|
0.7535
|
1.0950
|
1.8196
|
2.9395
|
|
EURIBOR
|
1.4415
|
1.6790
|
2.1610
|
2.9690
|
|
JPY Libor
|
0.4413
|
0.4694
|
0.5775
|
1.1213
|
|
GBP Libor
|
1.4260
|
1.8090
|
2.4800
|
3.4620
|
|
CHF Libor
|
0.6300
|
0.8700
|
1.2600
|
1.9650
|
|
|
|
FRAs
|
|
|
3x6 |
6x9 |
9x12 |
6x12 |
12x24 |
24x36 |
|
INR
|
5.2193
|
5.8952
|
6.1538
|
6.0252
|
3.1729
|
4.9011
|
|
USD
|
0.4300
|
0.4710
|
0.5840
|
0.6570
|
1.5140
|
1.7824
|
|
EUR
|
0.9870
|
1.0900
|
1.1750
|
1.2870
|
1.7080
|
2.1563
|
|
JPY
|
0.2340
|
0.2300
|
0.2220
|
0.4090
|
0.2130
|
0.5257
|
|
GBP
|
1.3318
|
1.7342
|
2.1275
|
1.9318
|
1.3717
|
2.5804
|
|
CHF
|
0.2912
|
0.6341
|
0.9214
|
0.7784
|
0.7578
|
1.3524
|
|
Updated On : Jul 30, 2010
All interest rates are quoted per annum
|
|