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Date IndiaCPI USCPI Inflation Differential RepoIndia USFedrate

30-Apr-13 3.72% 1.06% 2.66% 7.5 0.25


31-May-13 3.13% 1.36% 1.77% 7.25 0.25
30-Jun-13 4.56% 1.75% 2.81% 7.25 0.25
31-Jul-13 0.05 1.96% 3.04% 7.25 0.25
31-Aug-13 0.06 1.52% 4.48% 7.25 0.25
30-Sep-13 0.06 1.18% 4.82% 7.5 0.25
31-Oct-13 0.07 0.96% 6.04% 7.75 0.25
30-Nov-13 0.07 1.24% 5.76% 7.75 0.25
31-Dec-13 0.06 1.50% 4.50% 7.75 0.25
31-Jan-14 0.05 1.58% 3.42% 8 0.25
28-Feb-14 0.05 1.13% 3.87% 8 0.25
31-Mar-14 0.05 1.51% 3.49% 8 0.25
30-Apr-14 0.05 1.95% 3.05% 8 0.25
31-May-14 0.06 2.13% 3.87% 8 0.25
30-Jun-14 0.05 2.07% 2.93% 8 0.25
31-Jul-14 0.05 1.99% 3.01% 8 0.25
31-Aug-14 0.04 1.70% 2.30% 8 0.25
30-Sep-14 0.02 1.66% 0.34% 8 0.25
31-Oct-14 0.09 1.66% 7.34% 8 0.25
30-Nov-14 -0.02 1.32% -3.32% 8 0.25
31-Dec-14 -0.02 0.76% -2.76% 8 0.25
31-Jan-15 -0.02 -0.09% -1.91% 7.75 0.25
28-Feb-15 -0.04 -0.03% -3.97% 7.75 0.25
31-Mar-15 -0.39 -0.07% -38.93% 7.5 0.25
30-Apr-15 -0.03 -0.20% -2.80% 7.5 0.25
31-May-15 -0.03 -0.04% -2.96% 7.5 0.25
30-Jun-15 -0.03 0.12% -3.12% 7.25 0.25
31-Jul-15 -4.80% 0.17% -4.97% 7.25 0.25
31-Aug-15 -6.14% 0.20% -6.34% 7.25 0.25
30-Sep-15 -5.58% -0.04% -5.54% 6.75 0.25
31-Oct-15 -4.76% 0.17% -4.93% 6.75 0.25
30-Nov-15 -3.68% 0.50% -4.18% 6.75 0.25
31-Dec-15 -2.41% 0.73% -3.14% 6.75 0.5
31-Jan-16 -2.53% 1.37% -3.90% 6.75 0.5
29-Feb-16 -2.28% 1.02% -3.30% 6.75 0.5
31-Mar-16 -2% 0.85% -2.85% 6.75 0.5
30-Apr-16 -1.09% 1.13% -2.22% 6.5 0.5
31-May-16 -0.90% 1.02% -1.92% 6.5 0.5
30-Jun-16 -0.09% 1.00% -1.09% 6.5 0.5
31-Jul-16 0.63% 0.83% -0.20% 6.5 0.5
31-Aug-16 1.09% 1.06% 0.03% 6.5 0.5
30-Sep-16 1.36% 1.46% -0.10% 6.5 0.5
31-Oct-16 1.27% 1.64% -0.37% 6.25 0.5
30-Nov-16 1.82% 1.69% 0.13% 6.25 0.5
31-Dec-16 2.10% 2.07% 0.03% 6.25 0.75
31-Jan-17 4.26% 2.50% 1.76% 6.25 0.75
28-Feb-17 5.51% 2.74% 2.77% 6.25 0.75
31-Mar-17 5.11% 2.38% 2.73% 6.25 1
30-Apr-17 3.85% 2.20% 1.65% 6.25 1
31-May-17 2.26% 1.87% 0.39% 6.25 1
30-Jun-17 0.90% 1.63% -0.73% 6.25 1.25
31-Jul-17 1.88% 1.73% 0.15% 6.25 1.25
31-Aug-17 3.24% 1.94% 1.30% 6 1.25
30-Sep-17 3.14% 2.23% 0.91% 6 1.25
31-Oct-17 3.68% 2.04% 1.64% 6 1.25
30-Nov-17 4.02% 2.20% 1.82% 6 1.25
31-Dec-17 3.58% 2.11% 1.47% 6 1.5
31-Jan-18 3.02% 2.07% 0.95% 6 1.5
28-Feb-18 2.74% 2.21% 0.53% 6 1.5
31-Mar-18 2.74% 2.36% 0.38% 6 1.75
30-Apr-18 3.62% 2.46% 1.16% 6 1.75
31-May-18 4.78% 2.80% 1.98% 6 1.75
30-Jun-18 5.68% 2.87% 2.81% 6.25 2
31-Jul-18 5.27% 2.95% 2.32% 6.25 2
31-Aug-18 4.53% 2.70% 1.83% 6.5 2
30-Sep-18 5.13% 2.28% 2.85% 6.5 2.25
31-Oct-18 3.77% 2.50% 1.27% 6.5 2.19
30-Nov-18 3.31% 2.20% 1.11% 6.5 2.2
31-Dec-18 2.33% 1.90% 0.43% 6.5 2.27
31-Jan-19 2.19% 1.60% 0.59% 6.5 2.4
28-Feb-19 2.05% 1.52% 0.53% 6.25 2.4
31-Mar-19 2.57% 1.90% 0.67% 6.25 2.41
30-Apr-19 2.86% 2.00% 0.86% 6 2.42
31-May-19 2.92% 1.80% 1.12% 6 2.39
30-Jun-19 3.05% 1.60% 1.45% 5.75 2.38
31-Jul-19 3.18% 1.80% 1.38% 5.75 2.4
31-Aug-19 3.15% 1.70% 1.45% 5.4 2.13
30-Sep-19 3.21% 1.80% 1.41% 5.4 2.04
31-Oct-19 3.99% 1.95% 2.04% 5.15 1.83
30-Nov-19 4.62% 2.13% 2.49% 5.15 1.55
31-Dec-19 5.54% 2.30% 3.24% 5.15 1.55
31-Jan-20 7.39% 2.50% 4.89% 5.15 1.55
29-Feb-20 7.59% 2.30% 5.29% 5.15 1.58
31-Mar-20 6.58% 1.50% 5.08% 4.4 0.65
30-Apr-20 5.91% 0.30% 5.61% 4.4 0.05
31-May-20 5.84% 0.10% 5.74% 4 0.05
30-Jun-20 6.09% 0.60% 5.49% 4 0.08
31-Jul-20 6.93% 1.00% 5.93% 4 0.09
31-Aug-20 6.69% 1.30% 5.39% 4 0.1
30-Sep-20 7.34% 1.40% 5.94% 4 0.09
31-Oct-20 7.61% 1.20% 6.41% 4 0.09
30-Nov-20 6.93% 1.20% 5.73% 4 0.09
31-Dec-20 4.59% 1.40% 3.19% 4 0.09
31-Jan-21 4.03% 1.40% 2.63% 4 0.09
28-Feb-21 5.03% 1.70% 3.33% 4 0.08
31-Mar-21 5.52% 2.60% 2.92% 4 0.07
30-Apr-21 4.29% 4.20% 0.09% 4 0.07
31-May-21 6.30% 5.00% 1.30% 4 0.06
30-Jun-21 6.26% 5.40% 0.86% 4 0.08
31-Jul-21 5.59% 5.40% 0.19% 4 0.1
31-Aug-21 5.60% 5.60% 4 0.09
Interest Rate Differential USDINR Log Normal Daily change STDEV
7.25 53.81
7 56.51 4.90% 2.7 5.002155938223
7 59.39 4.97% 2.88 4.89975563255
7 60.37 1.64% 0.98 4.851040875334
7 65.71 8.48% 5.34 4.816232442243
7.25 62.62 -4.82% -3.09 4.83633565683
7.5 61.5 -1.80% -1.12 4.831033318322
7.5 62.45 1.53% 0.95 4.810038574109
7.5 61.8 -1.05% -0.65 4.800640588829
7.75 62.66 1.38% 0.86 4.781236645523
7.75 61.76 -1.45% -0.9 4.772306051848
7.75 59.89 -3.07% -1.87 4.749443604971
7.75 60.34 0.75% 0.45 4.690742194639
7.75 59.1 -2.08% -1.24 4.637244633679
7.75 60.19 1.83% 1.09 4.551986304721
7.75 60.56 0.61% 0.37 4.486227208507
7.75 60.52 -0.07% -0.04 4.42400285019
7.75 61.76 2.03% 1.24 4.356241852234
7.75 61.37 -0.63% -0.39 4.310894111771
7.75 62.03 1.07% 0.66 4.253655120242
7.75 63.04 1.62% 1.01 4.206649890279
7.5 61.87 -1.87% -1.17 4.176518953581
7.5 61.84 -0.05% -0.03 4.119062575924
7.25 62.5 1.06% 0.66 4.056302778529
7.25 63.42 1.46% 0.92 4.00436778064
7.25 63.83 0.64% 0.41 3.968703239095
7 63.65 -0.28% -0.18 3.938512915046
7 64.14 0.77% 0.49 3.901886229232
7 66.48 3.58% 2.34 3.872493079685
6.5 65.59 -1.35% -0.89 3.879352834622
6.5 65.27 -0.49% -0.32 3.873126199252
6.5 66.67 2.12% 1.4 3.860262896142
6.25 66.15 -0.78% -0.52 3.86747819647
6.25 67.79 2.45% 1.64 3.866905591588
6.25 68.42 0.93% 0.63 3.885688642111
6.25 66.25 -3.22% -2.17 3.909706642785
6 66.33 0.12% 0.08 3.909481580205
6 67.26 1.39% 0.93 3.909563718911
6 67.53 0.40% 0.27 3.92215362758
6 67 -0.79% -0.53 3.937831253557
6 66.96 -0.06% -0.04 3.946393836337
6 66.61 -0.52% -0.35 3.953810602044
5.75 66.78 0.25% 0.17 3.954860935666
5.75 68.39 2.38% 1.61 3.957734111616
5.5 67.92 -0.69% -0.47 3.981786197431
5.5 67.87 -0.07% -0.05 4.000761468917
5.5 66.69 -1.75% -1.18 4.019059830258
5.25 64.85 -2.80% -1.84 4.017788773906
5.25 64.25 -0.93% -0.6 3.969413461624
5.25 64.51 0.40% 0.26 3.895442441815
5 64.58 0.11% 0.07 3.821593373676
5 64.19 -0.61% -0.39 3.741004525143
4.75 63.91 -0.44% -0.28 3.634217814627
4.75 65.28 2.12% 1.37 3.500056777655
4.75 64.75 -0.82% -0.53 3.409546133742
4.75 64.46 -0.45% -0.29 3.281772966974
4.5 63.87 -0.92% -0.59 3.118851697194
4.5 63.59 -0.44% -0.28 2.890361682453
4.5 65.18 2.47% 1.59 2.592928532006
4.25 65.18 0.00% 0 2.35894054597
4.25 66.66 2.25% 1.48 2.069264535895
4.25 67.41 1.12% 0.75 1.842999627836
4.25 68.47 1.56% 1.06 1.628690601963
4.25 68.55 0.12% 0.08 1.458536977179
4.5 71 3.51% 2.45 1.249491085592
4.25 72.49 2.08% 1.49 1.201075470449
4.31 71.23 -1.75% -1.26 1.207749243549
4.3 70.978 -0.35% -0.252 1.16151712518
4.23 71.35 0.52% 0.372 1.088118773806
4.1 71.54 0.27% 0.19 1.027109850581
3.85 71.746 0.29% 0.206 0.96702913412
3.84 72.511 1.06% 0.765 0.909414086986
3.58 72.534 0.03% 0.023 0.891898391847
3.61 72.877 0.47% 0.343 0.871433444019
3.37 72.947 0.10% 0.07 0.864779785219
3.35 73.036 0.12% 0.089 0.859069193058
3.27 73.137 0.14% 0.101 0.855286719956
3.36 73.254 0.16% 0.117 0.854158523114
3.32 73.56 0.42% 0.306 0.85658900721
3.6 73.604 0.06% 0.044 0.869330921504
3.6 73.92 0.43% 0.316 0.883735459232
3.6 73.99 0.09% 0.07 0.905516258682
3.57 74.05 0.08% 0.06 0.929745447147
3.75 74.337 0.39% 0.287 0.956474032665
4.35 74.36 0.03% 0.023 0.98458240252
3.95 74.554 0.26% 0.194 1.014970161712
3.92 74.916 0.48% 0.362 1.043479801069
3.91 75.077 0.21% 0.161 1.056090699672
3.9 75.333 0.34% 0.256 1.052869126452
3.91 75.54 0.27% 0.207 1.009291031548
3.91 75.59 0.07% 0.05 0.894401973896
3.91 73.604 -2.66% -1.986 0.661994033206
3.91 72.947 -0.90% -0.657 0.700576270731
3.91 74.337 1.89% 1.39 0.719710854639
3.92 74.36 0.03% 0.023 0.692679820215
3.93 72.511 -2.52% -1.849 0.605401492125
3.93 74.05 2.10% 1.539 0.540373481955
3.94 73.137 -1.24% -0.913 0.464172740834
3.92 73.92 1.06% 0.783 0.561929117713
3.9 72.877 -1.42% -1.043 0.112429978209
3.91 73.036 0.22% 0.159
Group 1
Amit
Ankit
Puja
Upam
Divyansh
Ayush

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