• 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
20 Mar 2019 4:15:00 PMO/N22 Mar 20194.67370.0177
20 Mar 2019 4:15:00 PM1M25 Apr 20194.72380.2766
20 Mar 2019 4:15:00 PM2M28 May 20194.30860.5209
20 Mar 2019 4:15:00 PM3M25 Jun 20194.14660.7207
20 Mar 2019 4:15:00 PM4M25 Jul 20193.97320.9157
20 Mar 2019 4:15:00 PM5M26 Aug 20193.83221.1149
20 Mar 2019 4:15:00 PM6M25 Sep 20193.70951.2894
20 Mar 2019 4:15:00 PM7M25 Oct 20193.63151.4681
20 Mar 2019 4:15:00 PM8M25 Nov 20193.56021.6478
20 Mar 2019 4:15:00 PM9M26 Dec 20193.53981.8456
12