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Forward Premia Curve

Forward Premia Curve


Methodology Document on FBIL - Forwards and FBIL - MIFOR (Mumbai Inter-bank Forward Outright Rate) Dated 20th February 2018       CCIL

"We will be publishing these benchmark with a One Mumbai Business day lag wef 1st Oct 2018. These are for viewing purposes only.For use of benchmark please contact fbil.org.in."


From Date :    To Date :  
Note: Click on the download link to download the appropriate file.


DateTimeTenorSettlement DateUSD/INR Premia(%)USD/INR Premia(Rs.)Comments
16 Nov 2018 4:15:00 PMO/N19 Nov 20184.33640.0256 
16 Nov 2018 4:15:00 PM1M20 Dec 20184.25810.2514 
16 Nov 2018 4:15:00 PM2M22 Jan 20194.01790.4982 
16 Nov 2018 4:15:00 PM3M20 Feb 20193.93330.7123 
16 Nov 2018 4:15:00 PM4M20 Mar 20193.95240.9336 
16 Nov 2018 4:15:00 PM5M22 Apr 20194.15731.252 
16 Nov 2018 4:15:00 PM6M20 May 20194.07021.4501 
16 Nov 2018 4:15:00 PM7M20 Jun 20194.04451.6877 
16 Nov 2018 4:15:00 PM8M22 Jul 20194.07641.9578 
16 Nov 2018 4:15:00 PM9M20 Aug 20194.07282.1885 
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