[PDF] [PDF] Newsletter - FBIL

[PDF] Forex Card Rates - SBI

il y a 2 jours · Time 10 00 A M TT BUY TT SELL BILL BUY BILL SELL TC BUY TC SELL CN BUY CN SELL PC BUY UNITED STATES DOLLAR USD/INR

[PDF] Daily Forex Rate Sheet - Citibank

2:30 PM Currency TT Buying TT Selling US Dollar USD/INR 71 74 74 67 Euro AUD/USD 0 7466 0 7771 LIBOR 1 month 2 month 3 month 6 month

[PDF] Foreign Exchange Dealers Association of India - FEDAI

31 mar 2020 · APR 2020 MAY 2020 JUN 2020 JUL 2020 AUG 2020 SEP 2020 OCT 2020 USD 75 6650 75 8750 76 1150 76 3700 76 6250 76 8700 All Currencies are for 1 unit of Foreign Currency = So many Indian Rupees except

[PDF] GOVERNMENT OF INDIA MINISTRY OF FINANCE - CBIC

and Customs No 01/2020-CUSTOMS (N T ), dated 2nd January, 2020 except as Rate of exchange of one unit of foreign currency equivalent to Indian rupees (1 ) (b) (For Imported Goods) (For Exported Goods) 1 Australian Dollar 50 10

[PDF] GOVERNMENT OF INDIA MINISTRY OF FINANCE - CBIC

5 nov 2020 · dated 15th October, 2020 except as respects things done or omitted Rate of exchange of one unit of foreign currency equivalent to Indian rupees (1) (2) 1 Australian Dollar 54 50 52 20 2 Bahraini Dinar 203 40 190 95

[PDF] Daily exchange rates 2020 - Nedbank

2 jan 2020 · USD-ZAR EUR-ZAR GBP-ZAR ZAR-CHF ZAR-JPY ZAR-AUD ZAR-BWP ZAR/ INR ZAR/SGD 01-Jan-20 14,1282 15,8420 18,5331 0,0685 7, 

[PDF] Newsletter - FBIL

9 jui 2020 · months, i e , from June 1, 2020 to August 31, 2020 • To address the The INR rates are against 1 unit of USD, GBP, EUR and 100 units of JPY

[PDF] Newsletter - FBIL

7 août 2020 · The Reserve Bank of India (RBI) on July 27, 2020 has signed a The INR rates are against 1 unit of USD, GBP, EUR and 100 units of JPY

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On 11th August, RBI conducted Yield Based Auction of State Development Loans of State Government and

the 10 year SDLs registered cut-off yields between 6.44 and 6.49. On the same day, 10 year G-Sec yield

hovered around 5.88 in the secondary market. The issue price of Sovereign Gold Bond Scheme 2020-21-ൟ

while the first tranche opened on April 20. During the same period rupee dollar exchange rate appreciated

The Reserve Bank of India (RBI) on July 27, 2020 has signed a Currency Swap Agreement with the Central

Bank of Sri Lanka under the SAARC Currency Swap Framework 2019-22. Under the agreement, Central Bank of Sri Lanka can make drawls of US Dollar, Euro or Indian Rupee in multiple tranches up to a maximum of US$ 400 million or its equivalent. The agreement would be valid till November 13, 2022.

30000 Crore. The source securities were 7.80% GS 2021, 7.94% GS 2021, 6.17% GS 2021, 8.35% GS 2022

and 8.15% GS 2022. The destination securities were FRB 2033, 6.68% 2031, 6.57% GS 2033,7.19% GS 2060 and 7.16% GS 2050 respectively. The European Central Bank (ECB) published the results of its industry-

preparedness for the benchmark interest rate reforms on 23rd July. The survey results show that while banks

are generally well aware of the complexity of the reforms and the challenges involved, their preparation is far

from not adequate. The banks are also found to be generally behind schedule in implementing risk mitigation

(EONIA) to the euro short- offered rate (EURIBOR). This is despite the fact that EURIBOR is currently the most frequently used benchmark rate for contracts in the euro area. The European Commission announced, on 24th July, that it is proposing amendments to the Benchmark

Regulation that will empower it to designate a replacement benchmark that covers all references to a widely

used reference rate that is phased out, such as LIBOR, when this is necessary to avoid disruption of the

financial markets in the EU. For example, the Commission could replace any reference to LIBOR with a

reference to a suitable replacement rate.Finally, the Commission is also proposing today an adjustment to the

Benchmark Regulation that will allow EU users to continue using currency benchmarks provided outside the

EU, thereby allowing EU companies covering the risk of foreign currency fluctuations in their exporting and

foreign investment activities.

The Alternative Reference Rates Committee (ARRC)y released the SOFR Starter Kit, a set of factsheets to

inform the public about the transition away from U.S. dollar (USD) LIBOR to the Secured on 7th August

ct a preferred rate, facts and figures about SOFR, and next steps market participants can take.

ISSUE:18 | AUGUST | 2020

Benchmark: FBIL MIBOR (Mumbai Interbank Outright

Rate)

Category: Rupee Interest Rate

Type: ൟ

Source: NDS Call (Negotiated Dealing System). Daily first hour data (9:00 am to 10:00 am)

Vol Tr Rate

Aug-19 4627.80 39 5.49

Sep-19 6483.79 55 5.46

Oct-19 4603.58 39 5.27

Nov-19 1986.05 19 5.24

Dec-19 3801.57 30 5.22

Jan-20 2314.48 22 5.17

Feb-20 3892.00 37 5.14

Mar-20 3689.78 32 5.16

Apr-20 4254.26 35 4.52

May-20 3707.14 31 4.32

Jun-20 4266.89 39 3.93

Jul-20 4284.78 40 3.87

Benchmark: FBIL MROR (Market Repo Overnight Rate)

Category: Rupee Interest Rate

Type: Traded data ൟ

Source: CROMS (Clearcorp Repo Order Matching

System). Daily first hour data (9:00 am to 10:00 am)

Vol Tr Rate

Aug-19 17235.11 105 5.40

Sep-19 14999.95 90 5.32

Oct-19 14736.58 66 4.92

Nov-19 13251.55 68 4.97

Dec-19 18941.86 75 4.81

Jan-20 14510.52 53 4.80

Feb-20 20564.36 82 4.94

Mar-20 18313.08 74 3.99

Apr-20 22214.15 95 3.17

May-20 22759.03 91 3.01

Jun-20 37146.86 133 3.00

Jul-20 30485.58 119 3.17

*The volumes (Vol), no. of trades (Tr) and rate are based on the daily average trades for a month.

Benchmark: FBIL CD Rates (Certificate of Deposit)

Category: Rupee Interest Rate

Type: ൟ

Source: Reported data on FTRAC platform of CCIL

14 D 1 M 2 M 3 M

Vol Tr Rate Vol Tr Rate Vol Tr Rate Vol Tr Rate

Aug-19 1018.00 8 5.43 255.50 5 5.46 1205.00 7 5.63 608.82 9 5.78 Sep-19 586.36 6 5.37 287.50 4 5.34 1578.46 15 5.41 857.50 10 5.60 Oct-19 582.50 6 5.08 200.00 4 5.03 467.50 6 5.29 543.08 7 5.45 Nov-19 978.67 9 5.04 126.00 4 5.15 464.00 5 5.15 737.33 9 5.22 Dec-19 426.07 5 4.96 284.00 5 4.98 773.00 10 5.08 568.70 9 5.10 Jan-20 572.37 5 5.05 411.07 6 5.08 264.25 6 5.13 407.08 5 5.41 Feb-20 1014.54 10 5.09 565.88 9 5.15 305.00 5 5.22 794.52 9 5.44 Mar-20 871.18 11 5.27 314.50 4 5.69 504.00 6 5.49 1254.47 14 5.51 Apr-20 622.26 5 3.84 445.83 5 4.27 188.75 4 4.29 348.75 5 4.62 May-20 885.00 6 3.29 465.00 5 3.92 200.00 5 3.58 283.00 4 3.83 Jun-20 792.50 7 3.24 190.71 4 3.25 475.00 7 3.37 241.67 5 3.45 Jul-20 372.50 5 3.15 187.50 4 3.21 203.33 4 3.27 115.00 3 3.28

Benchmark: FBIL T-Bill Rates (Treasury Bills)

Category: Rupee Interest Rate

Type: ൟ

Source: NDS OM (Negotiated Dealing System-Order Matching)

3M 6M 12M Vol Tr Rate Vol Tr Rate Vol Tr Rate

Aug-19 1873.19 23 5.47 700.25 12 5.58 867.68 10 5.72 Sep-19 1516.80 12 5.34 794.69 12 5.46 1126.03 12 5.60 Oct-19 2344.08 28 5.12 1068.96 14 5.22 930.04 12 5.33 Nov-19 1735.73 17 5.03 449.76 9 5.11 385.31 6 5.17 Dec-19 3054.29 18 4.99 418.91 12 5.15 278.17 5 5.22 Jan-20 1406.00 14 5.05 365.88 9 5.19 282.38 8 5.26 Feb-20 822.82 10 5.07 515.07 11 5.15 361.53 8 5.21 Mar-20 2702.28 22 4.78 764.90 16 4.91 563.99 11 4.99 Apr-20 2559.51 31 3.87 3284.97 19 3.97 3270.85 16 4.06 May-20 4472.27 36 3.35 2049.78 29 3.54 1886.12 16 3.60 Jun-20 2840.60 28 3.29 1127.70 13 3.41 609.01 8 3.49 Jul-20 2179.42 19 3.21 967.29 15 3.34 768.82 13 3.41 Benchmark: FBIL MIFOR (Mumbai Interbank Forward Outright Rate)

Category: Interest Rate

Type: Traded data (Rates in %)*

Source: LIBOR (London Interbank Offer Rate) data from ICE (Intercontinental Exchange) and FBIL USD/INR Forward

Premia curve

O/N 1M 2M 3M 6M 12M

Aug-19 5.65 6.04 6.23 6.25 6.21 6.28

Sep-19 5.72 6.37 6.43 6.39 6.53 6.47

Oct-19 5.09 5.44 5.56 5.72 6.19 6.16

Nov-19 4.87 5.02 5.22 5.37 5.90 6.03

Dec-19 4.98 5.31 5.47 5.70 6.13 6.22

Jan-20 4.91 5.29 5.53 6.20 6.11 6.25

Feb-20 4.87 5.16 5.64 5.57 5.58 5.78

Mar-20 5.84 6.97 6.07 5.82 5.33 5.07

Apr-20 4.33 4.93 5.15 5.26 5.22 5.02

May-20 3.74 3.87 4.04 4.14 4.47 4.74

Jun-20 3.40 3.62 3.76 3.86 4.14 4.49

Jul-20 3.74 3.78 3.84 3.94 4.10 4.40

Benchmark: FBIL MIBOR OIS (Overnight Index Swap)

Category: Rupee Interest Rate

Type: ൟ

Source: Deals reported on CCIL (Clearing Corporation of India Limited)

3M 6M 1Y 5Y Vol Tr Rate Vol Tr Rate Vol Tr Rate Vol Tr Rate

Aug-19 2313.33 10 5.35 2073.75 17 5.25 3074.25 33 5.22 2537.50 72 5.11 Sep-19 2185.38 7 5.22 1963.89 17 5.12 2950.26 33 5.09 2603.42 73 5.06 Oct-19 2355.56 14 5.15 1915.94 12 5.12 1659.44 15 5.06 1566.05 46 5.09 Nov-19 1627.86 7 5.09 1668.75 12 5.10 2592.37 24 5.08 1839.25 51 5.14 Dec-19 2745.42 10 5.20 1269.29 14 5.24 2492.89 25 5.25 1672.86 45 5.41 Jan-20 1253.33 7 5.31 591.14 8 5.30 1436.09 16 5.34 2779.35 70 5.56 Feb-20 1880.77 10 5.21 1060.00 8 5.14 2863.53 23 5.11 2562.78 66 5.19 Mar-20 1957.69 11 4.82 790.38 7 4.65 2058.33 22 4.61 2112.50 55 4.91 Apr-20 1761.07 10 4.12 684.62 9 3.99 1142.81 10 3.97 570.67 16 4.43 May-20 780.00 5 3.84 312.50 6 3.73 739.64 9 3.72 822.22 21 4.14 Jun-20 2655.00 12 3.76 764.71 8 3.69 1252.08 11 3.69 1157.95 33 4.19 Jul-20 1157.50 5 3.74 867.50 8 3.69 970.71 10 3.69 951.30 30 4.22

Benchmark: FBIL Forward Premia Curve

Category: Forex Rate

Type: Traded data (Vol in $Mio and rates in %)

Source: USD/INR Trades reported to CCIL

CT 1M 3M 6M 12M Vol Tr Rate Vol Tr Rate Vol Tr Rate Vol Tr Rate Vol Tr Rate Aug-19 4483.70 173 3.52 530.44 29 3.83 260.39 21 4.03 198.80 20 4.08 651.75 112 4.16 Sep-19 7186.73 224 3.69 409.72 21 4.30 231.09 19 4.21 170.00 15 4.40 504.11 80 4.34 Oct-19 5925.43 190 3.27 444.50 20 3.53 206.21 14 3.70 198.94 20 4.16 641.24 96 4.10 Nov-19 4737.86 176 3.30 424.75 20 3.26 293.23 16 3.42 211.41 21 3.93 571.07 80 3.97 Dec-19 4583.68 173 3.43 446.47 19 3.53 253.47 15 3.74 95.85 10 4.16 647.24 96 4.14 Jan-20 5510.95 179 3.36 494.32 22 3.59 275.65 19 4.33 132.32 12 4.20 469.35 66 4.22 Feb-20 5045.63 169 3.27 618.01 25 3.50 279.11 19 3.85 104.07 12 3.85 738.61 98 3.95 Mar-20 5669.14 182 5.18 440.33 19 6.03 210.76 16 4.68 129.64 17 4.32 551.41 78 4.10 Apr-20 4425.41 155 4.26 413.53 23 4.29 167.69 11 4.20 115.31 9 4.13 178.86 22 3.98 May-20 4349.23 143 3.68 373.71 13 3.68 242.58 13 3.73 144.69 10 3.83 233.18 28 3.96 Jun-20 4317.65 140 3.33 293.30 11 3.44 187.00 11 3.55 120.00 8 3.70 254.33 31 3.87 Jul-20 6255.17 171 3.65 358.39 14 3.60 276.82 15 3.66 137.73 11 3.75 300.00 38 3.89

Benchmark: FBIL Reference Rate

Category: Forex Rate

Type: Traded data (USD/INR) and Quotes (Cross-currencies) Source: FX Clear & Refinitiv Tr Vol INR/1 USD INR/1 EUR INR/1 GBP INR/100 JPY

Aug-19 230 229.51 71.1457 79.1191 86.4887 66.94

Sep-19 237 233.66 71.3337 78.5396 88.1391 66.35

Oct-19 209 200.84 71.0394 78.4973 89.7397 65.68

Nov-19 201 211.45 71.4517 78.9980 92.0928 65.66

Dec-19 180 180.55 71.1926 79.1004 93.3347 65.23

Jan-20 220 222.46 71.3138 79.2199 93.2938 65.26

Feb-20 237 252.33 71.4885 78.0698 92.7474 65.03

Mar-20 202 210.40 74.3507 82.3379 92.0177 69.27

Apr-20 132 155.68 76.2365 82.7489 94.6333 70.79

May-20 157 173.61 75.6599 82.4752 93.0224 70.58

Jun-20 214 242.07 75.7268 85.2511 94.8812 70.38

Jul-20 234 242.04 74.9934 85.9289 94.9292 70.24

(Vol in USD Mio and Tr: pertains to USD/INR). The INR rates are against 1 unit of USD, GBP, EUR and 100 units of JPY. Benchmark: FC (Foreign Currency) Rupee Option Volatility Rate

Category: Forex Rate

Type: Polled data (Quotes in %)

Source: 13 Submitters 1 WEEK 1 MONTH 3 MONTHS 6 MONTHS 12 MONTHS Submission data FC Rupee ATM

Vols 25D ATM

Vols 25D ATM

Vols 25D ATM

Vols 25D ATM

Vols 25D Mid RR STR Mid RR STR Mid RR STR Mid RR STR Mid RR STR Aug-19 6.76 0.49 0.10 6.45 0.68 0.12 6.11 0.68 0.22 6.04 0.70 0.28 6.05 0.71 0.31 13 Sep-19 6.66 0.43 0.10 6.38 0.46 0.14 6.12 0.56 0.24 5.99 0.57 0.27 5.95 0.59 0.30 13 Oct-19 5.66 0.33 0.10 5.75 0.36 0.11 5.86 0.48 0.24 5.89 0.54 0.27 5.92 0.58 0.29 13 Nov-19 4.89 0.25 0.10 5.08 0.32 0.11 5.38 0.47 0.23 5.61 0.52 0.27 5.84 0.57 0.29 13 Dec-19 4.71 0.25 0.09 4.86 0.31 0.10 5.31 0.42 0.20 5.54 0.50 0.26 5.71 0.51 0.28 13 Jan-20 4.92 0.36 0.09 5.17 0.43 0.08 5.35 0.48 0.18 5.51 0.52 0.24 5.63 0.52 0.27 13 Feb-20 4.55 0.51 0.09 4.90 0.52 0.13 5.26 0.54 0.19 5.48 0.56 0.23 5.62 0.56 0.26 13 Mar-20 10.02 1.08 0.14 8.75 1.06 0.18 7.71 1.04 0.26 7.13 1.01 0.30 6.90 1.01 0.36 13 Apr-20 8.90 1.37 0.22 8.48 1.25 0.24 8.17 1.24 0.31 7.61 1.16 0.39 7.17 1.14 0.44 13 May-20 6.98 1.00 0.18 6.95 0.95 0.20 6.93 0.90 0.28 6.78 0.89 0.37 6.58 0.83 0.41 13 Jun-20 5.56 0.52 0.15 5.77 0.58 0.15 5.89 0.64 0.21 5.91 0.66 0.30 5.86 0.66 0.35 13 Jul-20 5.08 0.26 0.11 5.27 0.36 0.13 5.46 0.43 0.20 5.72 0.53 0.28 5.68 0.55 0.31 13

Benchmark: FBIL Term MIBOR

Category: Rupee Interest Rate

Type: Polled data (Quotes in %)

Source: 14 Submitters

14D 1M 3M Submission Received

Aug-19 5.79 5.89 6.30 14

Sep-19 5.78 5.88 6.13 14

Oct-19 5.56 5.66 5.93 14

Nov-19 5.49 5.57 5.84 14

Dec-19 5.51 5.54 5.72 14

Jan-20 5.46 5.50 5.75 14

Feb-20 5.45 5.51 5.76 14

Mar-20 5.57 5.73 5.86 14

Apr-20 4.96 5.08 5.42 14

May-20 4.65 4.74 5.14 14

Jun-20 4.22 4.35 4.77 14

Jul-20 4.13 4.25 4.66 14

3.1 3.6 4.1 4.6 5.1 5.6 6.1

14-Day Rates

Term MIBORCD Rates

3.1 3.6 4.1 4.6 5.1 5.6 6.1

1-Month Rates

Term MIBORCD Rates

3.3 3.7 4.1 4.5 4.9 5.3 5.7quotesdbs_dbs14.pdfusesText_20