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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
23 Oct 2018 4:15:00 PMO/N24 Oct 20184.73970.0096 
23 Oct 2018 4:15:00 PM1M26 Nov 20184.63660.2998 
23 Oct 2018 4:15:00 PM2M26 Dec 20184.64220.5815 
23 Oct 2018 4:15:00 PM3M25 Jan 20194.48490.8336 
23 Oct 2018 4:15:00 PM4M25 Feb 20194.40741.0952 
23 Oct 2018 4:15:00 PM5M25 Mar 20194.36121.3304 
23 Oct 2018 4:15:00 PM6M25 Apr 20194.45251.6371 
23 Oct 2018 4:15:00 PM7M28 May 20194.41471.9175 
23 Oct 2018 4:15:00 PM8M25 Jun 20194.38522.1528 
23 Oct 2018 4:15:00 PM9M25 Jul 20194.35352.4011 
23 Oct 2018 4:15:00 PM10M26 Aug 20194.31982.6618 
23 Oct 2018 4:15:00 PM11M25 Sep 20194.28822.9022 
23 Oct 2018 4:15:00 PM12M25 Oct 20194.25653.1387 
23 Oct 2018 4:15:00 PMFBD April02 Apr 20194.49041.4424 
23 Oct 2018 4:15:00 PMSpot25 Oct 2018 73.7393 
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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."