Interbank USD-INR Near Maturity Swaps - ccil
interbank uSD-INR Near maturity swaps
As on date :
USD-INR Interbank Near Maturity Swaps for Trade Date 22/11/2024
| Premium/Discount Reported (Paise/$) and its corresponding annualised Implied Interest Rate differential (%) | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Tenor / Instrument | Last Reported as of Previous day | Open | High | Low | Last | War | Last Reported trade time | No of Trades | Volume(USD in Mn) |
Explanation & Methodology
1) RBI has mandated reporting of the inter-bank OTC forex derivative transactions in hourly batches within 30 minutes from completion of the hour.
2) Data is disseminated after transactions reported are matched and processed at CCIL.
3) All matched forward transactions for the current trade date with month end maturities (upto 13 months) have been considered.
4) The data shown as open , high , low and weighted average is in terms of forward premium/discount. (Discount is indicated with a negative sign).
5) The data in parentheses is with regard to implied forward interest rate in percentage.
6) The data disseminated is based on reported information and hence cannot be construed/used to be/for a benchmarking exercise.
7) Please refer to Technical document - FX Forward for the details about computation of the above data.
Source: CCIL