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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.

DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
18 Jul 2018 4:15:00 PMO/N19 Jul 20184.07290.0076 
18 Jul 2018 4:15:00 PM1M20 Aug 20184.10860.2391 
18 Jul 2018 4:15:00 PM2M21 Sep 20184.21520.4985 
18 Jul 2018 4:15:00 PM3M22 Oct 20184.27620.7546 
18 Jul 2018 4:15:00 PM4M20 Nov 20184.2870.9899 
18 Jul 2018 4:15:00 PM5M20 Dec 20184.2851.2307 
18 Jul 2018 4:15:00 PM6M22 Jan 20194.28641.4967 
18 Jul 2018 4:15:00 PM7M20 Feb 20194.28771.7306 
18 Jul 2018 4:15:00 PM8M20 Mar 20194.28881.9565 
18 Jul 2018 4:15:00 PM9M22 Apr 20194.29012.2228 
18 Jul 2018 4:15:00 PM10M20 May 20194.29132.449 
18 Jul 2018 4:15:00 PM11M20 Jun 20194.29272.6996 
18 Jul 2018 4:15:00 PM12M22 Jul 20194.2942.9584 
18 Jul 2018 4:15:00 PMFBD April02 Apr 20194.28922.0613 
18 Jul 2018 4:15:00 PMSpot20 Jul 2018 68.5204 
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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."