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
17 Jun 2019 4:15:00 PMO/N18 Jun 20194.40670.0084 
17 Jun 2019 4:15:00 PM1M19 Jul 20194.51050.2589 
17 Jun 2019 4:15:00 PM2M19 Aug 20194.51150.5265 
17 Jun 2019 4:15:00 PM3M19 Sep 20194.40390.7751 
17 Jun 2019 4:15:00 PM4M21 Oct 20194.37381.0375 
17 Jun 2019 4:15:00 PM5M19 Nov 20194.39011.285 
17 Jun 2019 4:15:00 PM6M19 Dec 20194.34281.5203 
17 Jun 2019 4:15:00 PM7M21 Jan 20204.32291.7863 
17 Jun 2019 4:15:00 PM8M20 Feb 20204.33982.0423 
17 Jun 2019 4:15:00 PM9M19 Mar 20204.35562.2831 
17 Jun 2019 4:15:00 PM10M20 Apr 20204.37222.5594 
17 Jun 2019 4:15:00 PM11M19 May 20204.392.8134 
17 Jun 2019 4:15:00 PM12M19 Jun 20204.40763.0861 
17 Jun 2019 4:15:00 PMFBD April03 Apr 20204.362.4105 
17 Jun 2019 4:15:00 PMSpot19 Jun 2019 69.8254 
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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."