This paper investigates the information transmission between off-shore and on-shore Rupiah currency markets Indonesian. We found the evidence of persistent volatility in all IDR/USD markets. Using EGARCH model on daily data for the period of 2008-2011 this paper provide several empirical conclusions. - First the presistent volatility in all IDR/USD currency markets is evident. Second the leverage effect are present in the rupiah exchange rates indicating that IDR/USD markets have reponded more to depreciation than appreciation which is generally common in emerging market currencies. Third the evidence of mean spillover are observed to be uni-directional from NDF to both spot and forward rupiah market. However there are two ways return transmission between NDF and forward rate changes in the period of Europe crisis. Fourth on the volatility the spillover is only significant from NDF market to spot market for the entire period. However in the time of crises there is interdependence between volatility in offshore NDF and onshore spot rate changes while information transmission is only valid from NDF to forward rate changes not the other way around. Fifth the negative spread of domestic interest rate may lead to depreciation pressure on the currency and positive spread may indicate the appreciatin pressure.