Forward Premia Curve

FBIL announces the benchmark rates for US Dollar - Indian Rupee Forward Premia for Overnight and from 1 month to 12 months tenor on a daily basis except Saturdays, Sundays and public holidays. The benchmark rates are determined based on the USD/INR transactions data reported upto 3 PM on the CCIL platform. For calculation of Overnight rate, the Cash-Tom transactions upto 12 noon are used. The Rolling Forward Premia in rupees and percentage term are calculated from the month-end forward transactions and the rolling forward transactions.

Date               Time        TenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs)Comments
25 Jun 2019 4:15:00 PMO/N26 Jun 20194.23790.008 
25 Jun 2019 4:15:00 PM1M29 Jul 20195.64050.3428 
25 Jun 2019 4:15:00 PM2M27 Aug 20195.28290.6121 
25 Jun 2019 4:15:00 PM3M27 Sep 20195.02540.8781 
25 Jun 2019 4:15:00 PM4M29 Oct 20194.97421.1715 
25 Jun 2019 4:15:00 PM5M27 Nov 20194.94551.4372 
25 Jun 2019 4:15:00 PM6M27 Dec 20194.89771.7024 
25 Jun 2019 4:15:00 PM7M27 Jan 20204.84691.9701 
25 Jun 2019 4:15:00 PM8M27 Feb 20204.79622.2319 
25 Jun 2019 4:15:00 PM9M27 Mar 20204.76032.4774 
25 Jun 2019 4:15:00 PM10M27 Apr 20204.8482.8085 
25 Jun 2019 4:15:00 PM11M27 May 20204.81523.0638 
25 Jun 2019 4:15:00 PM12M29 Jun 20204.77943.3406 
25 Jun 2019 4:15:00 PMFBD April03 Apr 20204.87692.6029 
25 Jun 2019 4:15:00 PMSpot27 Jun 2019 69.3264 
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Disclaimer

"By accessing and using the benchmark, the user agrees that the benchmark is provided on an “as is” basis and without any warranties (expressed or implied) of any kind, including but not limited to warranties of accuracy, completeness, timeliness, reliability, fitness for a particular purpose or merchantability of any part of the benchmarks. In no event shall FBIL be liable for any loss, cost or damage arising out of or related to the access or use of any part of the benchmark."