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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
19 Oct 2018 4:15:00 PMO/N22 Oct 20184.71530.0285 
19 Oct 2018 4:15:00 PM1M26 Nov 20184.60670.3154 
19 Oct 2018 4:15:00 PM2M24 Dec 20184.58540.5724 
19 Oct 2018 4:15:00 PM3M23 Jan 20194.50580.8346 
19 Oct 2018 4:15:00 PM4M25 Feb 20194.40281.1081 
19 Oct 2018 4:15:00 PM5M25 Mar 20194.31541.3294 
19 Oct 2018 4:15:00 PM6M23 Apr 20194.39011.6087 
19 Oct 2018 4:15:00 PM7M23 May 20194.36251.8621 
19 Oct 2018 4:15:00 PM8M24 Jun 20194.33492.1296 
19 Oct 2018 4:15:00 PM9M23 Jul 20194.312.369 
19 Oct 2018 4:15:00 PM10M23 Aug 20194.28332.6217 
19 Oct 2018 4:15:00 PM11M23 Sep 20194.25672.8711 
19 Oct 2018 4:15:00 PM12M23 Oct 20194.2313.1093 
19 Oct 2018 4:15:00 PMFBD April02 Apr 20194.41361.4307 
19 Oct 2018 4:15:00 PMSpot23 Oct 2018 73.4895 
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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."