Forward Premia Curve

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

From Date :    To Date :   Note: Click on the download link to download the appropriate file. Date Time Tenor Settlement Date USD/INR Premia(%) USD/INR Premia(Rs.) Comments 18 Sep 2018 4:15:00 PM O/N 19 Sep 2018 4.7325 0.0094   18 Sep 2018 4:15:00 PM 1M 22 Oct 2018 4.7243 0.2905   18 Sep 2018 4:15:00 PM 2M 26 Nov 2018 4.6813 0.6133   18 Sep 2018 4:15:00 PM 3M 21 Dec 2018 4.6517 0.8402   18 Sep 2018 4:15:00 PM 4M 22 Jan 2019 4.6137 1.1264   18 Sep 2018 4:15:00 PM 5M 21 Feb 2019 4.584 1.3921   18 Sep 2018 4:15:00 PM 6M 22 Mar 2019 4.5672 1.6499   18 Sep 2018 4:15:00 PM 7M 22 Apr 2019 4.5535 1.9251   18 Sep 2018 4:15:00 PM 8M 21 May 2019 4.5383 2.1799   18 Sep 2018 4:15:00 PM 9M 21 Jun 2019 4.5234 2.4511   1 2