• G.SEC & VALUATIONS
  • REPORTING PLATFORMS
  • CORPORATE BOND
  • CORPORATE BOND REPO
  • CP/ CD
  • TRAINING
  • REPORTS & SPEECHES
  • MEETINGS
  • REPORTS & SPEECHES

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
30 Jul 2020 3:00:00 PMO/N31 Jul 20203.23120.0066 
30 Jul 2020 3:00:00 PM1M03 Sep 20203.51290.2233 
30 Jul 2020 3:00:00 PM2M05 Oct 20203.60030.4651 
30 Jul 2020 3:00:00 PM3M03 Nov 20203.68220.6946 
30 Jul 2020 3:00:00 PM4M03 Dec 20203.71250.9287 
30 Jul 2020 3:00:00 PM5M04 Jan 20213.741.181 
30 Jul 2020 3:00:00 PM6M03 Feb 20213.75361.4162 
30 Jul 2020 3:00:00 PM7M03 Mar 20213.76611.6372 
30 Jul 2020 3:00:00 PM8M05 Apr 20213.77821.8981 
30 Jul 2020 3:00:00 PM9M03 May 20213.82492.1412 
12