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
07 Aug 2020 3:00:00 PMO/N10 Aug 20203.30770.0204 
07 Aug 2020 3:00:00 PM1M11 Sep 20203.3940.2161 
07 Aug 2020 3:00:00 PM2M13 Oct 20203.51760.4552 
07 Aug 2020 3:00:00 PM3M12 Nov 20203.59630.687 
07 Aug 2020 3:00:00 PM4M11 Dec 20203.62860.9094 
07 Aug 2020 3:00:00 PM5M11 Jan 20213.66021.1504 
07 Aug 2020 3:00:00 PM6M11 Feb 20213.69181.3954 
07 Aug 2020 3:00:00 PM7M12 Mar 20213.72141.6283 
07 Aug 2020 3:00:00 PM8M12 Apr 20213.74891.879 
07 Aug 2020 3:00:00 PM9M11 May 20213.78252.1212 
07 Aug 2020 3:00:00 PM10M11 Jun 20213.81412.3818 
07 Aug 2020 3:00:00 PM11M12 Jul 20213.84562.6464 
07 Aug 2020 3:00:00 PM12M11 Aug 20213.87622.9063 
07 Aug 2020 3:00:00 PMFBD April05 Apr 20213.74021.8209 
07 Aug 2020 3:00:00 PMSpot11 Aug 2020 74.9778 
12
Choose Date:
From
To
 

[FBIL does not authorize commercial use of the data available in its website without written permission]

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."