Interbank USD-INR Currency Options

As on date :

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 plain vanilla trades and trades within an option structure have been considered for data dissemination.
4) The data disseminated herein is based on reported information and hence cannot be construed /used to be/for a benchmarking exercise.
5) Please refer to Technical document - FX Options for the details about computation of the above data.

Source: CCIL