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 25 May 2018 4:15:00 PM O/N 28 May 2018       25 May 2018 4:15:00 PM 1M 29 Jun 2018 4.0819 0.2365   25 May 2018 4:15:00 PM 2M 30 Jul 2018 4.05 0.4692   25 May 2018 4:15:00 PM 3M 29 Aug 2018 4.0192 0.691   25 May 2018 4:15:00 PM 4M 28 Sep 2018 4.0164 0.9157   25 May 2018 4:15:00 PM 5M 29 Oct 2018 4.0017 1.1442   25 May 2018 4:15:00 PM 6M 29 Nov 2018 4.0141 1.3802   25 May 2018 4:15:00 PM 7M 31 Dec 2018 4.0226 1.6237   25 May 2018 4:15:00 PM 8M 29 Jan 2019 4.0433 1.8512   25 May 2018 4:15:00 PM 9M 28 Feb 2019 4.0287 2.0704   1 2