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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
18 Sep 2018 4:15:00 PMO/N19 Sep 20184.73250.0094 
18 Sep 2018 4:15:00 PM1M22 Oct 20184.72430.2905 
18 Sep 2018 4:15:00 PM2M26 Nov 20184.68130.6133 
18 Sep 2018 4:15:00 PM3M21 Dec 20184.65170.8402 
18 Sep 2018 4:15:00 PM4M22 Jan 20194.61371.1264 
18 Sep 2018 4:15:00 PM5M21 Feb 20194.5841.3921 
18 Sep 2018 4:15:00 PM6M22 Mar 20194.56721.6499 
18 Sep 2018 4:15:00 PM7M22 Apr 20194.55351.9251 
18 Sep 2018 4:15:00 PM8M21 May 20194.53832.1799 
18 Sep 2018 4:15:00 PM9M21 Jun 20194.52342.4511 
18 Sep 2018 4:15:00 PM10M22 Jul 20194.50842.7204 
18 Sep 2018 4:15:00 PM11M21 Aug 20194.4942.9793 
18 Sep 2018 4:15:00 PM12M23 Sep 20194.47823.2622 
18 Sep 2018 4:15:00 PMFBD April02 Apr 20194.56611.7492 
18 Sep 2018 4:15:00 PMSpot21 Sep 2018 72.4486 
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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."