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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
16 Aug 2018 4:15:00 PMO/N20 Aug 20184.38350.0337 
16 Aug 2018 4:15:00 PM1M21 Sep 20184.37460.2608 
16 Aug 2018 4:15:00 PM2M22 Oct 20184.31850.5153 
16 Aug 2018 4:15:00 PM3M26 Nov 20184.28190.7993 
16 Aug 2018 4:15:00 PM4M21 Dec 20184.26581.0016 
16 Aug 2018 4:15:00 PM5M22 Jan 20194.23711.2558 
16 Aug 2018 4:15:00 PM6M21 Feb 20194.24091.5017 
16 Aug 2018 4:15:00 PM7M22 Mar 20194.2381.7372 
16 Aug 2018 4:15:00 PM8M22 Apr 20194.24161.9918 
16 Aug 2018 4:15:00 PM9M21 May 20194.24992.2328 
16 Aug 2018 4:15:00 PM10M21 Jun 20194.25822.4912 
16 Aug 2018 4:15:00 PM11M22 Jul 20194.25842.7454 
16 Aug 2018 4:15:00 PM12M21 Aug 20194.25622.9897 
16 Aug 2018 4:15:00 PMFBD April02 Apr 20194.23491.8256 
16 Aug 2018 4:15:00 PMSpot21 Aug 2018 70.2441 
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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."