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The Mumbai Interbank Offered Rate (MIBOR) is a benchmark interest rate that reflects the cost of short-term interbank borrowing in India. The rate is calculated based on quotes from leading Indian banks and serves as a key reference for pricing numerous financial products in the Indian money market. An Overnight Index Swap (OIS) on MIBOR is a derivative financial instrument in which one party (the fixed-rate payer) agrees to pay interest to the other party at a pre-agreed fixed rate on a notional principal amount. In return, the other party (the floating-rate payer) agrees to pay interest calculated based on the daily MIBOR Overnight rate, which is compounded over the payment period. These swaps allow market participants to hedge against interest rate fluctuations or to speculate on expectations of future monetary policy by the Reserve Bank of India.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(61353, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| OIS 1M MIBOR | 5.4 % | 29/05/2026 |
| OIS 2M MIBOR | 5.46 % | 29/05/2026 |
| OIS 3M MIBOR | 5.53 % | 29/05/2026 |
| OIS 6M MIBOR | 5.74 % | 29/05/2026 |
| OIS 9M MIBOR | 5.92 % | 29/05/2026 |
| OIS 1Y MIBOR | 6.08 % | 29/05/2026 |
| OIS 2Y MIBOR | 6.28 % | 29/05/2026 |
| OIS 3Y MIBOR | 6.41 % | 29/05/2026 |
| OIS 4Y MIBOR | 6.5 % | 29/05/2026 |
| OIS 5Y MIBOR | 6.6 % | 29/05/2026 |
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