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Date : Sep 15, 2022
Table 201 : Forward Premia (Inter-Bank) (Monthly Average)
(Per cent per annum)
Year/Month 1-month 3-month 6-month Year/Month 1-month 3-month 6-month
1 2 3 4 1 2 3 4
2017       2019      
Jan 4.83 4.77 4.63 Nov 3.33 3.49 3.92
Feb 4.67 5.12 4.86 Dec 3.74 3.69 4.19
Mar 5.40 5.08 4.94 2020      
Apr 5.41 5.25 5.19 Jan 3.76 4.09 4.19
May 5.18 5.04 4.93 Feb 3.40 3.82 3.83
Jun 4.81 4.81 4.67 Mar 5.76 4.68 4.35
Jul 4.92 4.75 4.70 Apr 4.38 4.21 4.16
Aug 4.71 4.57 4.50 May 3.86 3.80 3.88
Sep 4.52 4.27 4.24 Jun 3.51 3.60 3.74
Oct 4.79 4.41 4.38 Jul 3.75 3.73 3.79
Nov 4.43 4.33 4.49 Aug 3.75 3.81 3.91
Dec 3.96 4.04 4.42 Sep 3.87 3.89 3.96
2018       Oct 3.54 3.64 3.97
Jan 4.40 4.54 4.48 Nov 3.37 3.38 3.87
Feb 4.37 4.73 4.46 Dec 3.80 3.65 4.35
Mar 5.27 4.54 4.17 2021      
Apr 4.39 4.10 4.04 Jan 4.33 4.73 4.75
May 4.19 4.03 4.04 Feb 4.35 5.72 5.38
Jun 4.25 4.27 4.29 Mar 6.14 5.60 5.30
Jul 4.48 4.41 4.40 Apr 5.01 4.83 4.80
Aug 4.51 4.44 4.36 May 6.27 5.82 5.52
Sep 4.75 4.58 4.41 Jun 4.09 4.24 4.34
Oct 4.86 4.52 4.38 Jul 3.97 4.08 4.21
Nov 4.29 4.05 4.13 Aug 3.67 3.77 3.91
Dec 4.27 3.92 4.07 Sep 3.57 3.61 3.86
2019       Oct 3.95 4.04 4.41
Jan 4.17 4.12 4.09 Nov 3.79 4.04 4.72
Feb 4.10 4.31 4.15 Dec 3.82 3.84 4.61
Mar 5.07 4.40 4.04 2022      
Apr 5.66 4.79 4.42 Jan 3.95 4.57 4.73
May 4.49 4.38 4.28 Feb 3.61 4.48 4.28
Jun 4.72 4.51 4.45 Mar 4.93 4.38 4.13
Jul 4.12 4.23 4.41 Apr 4.01 3.94 3.92
Aug 3.95 4.08 4.11 May 3.75 3.75 3.75
Sep 4.42 4.20 4.35 Jun 3.10 3.18 3.17
Oct 3.71 3.76 4.09 Jul 3.37 3.19 3.04
Notes : 1. Reference rate is used for calculating inter-bank forward premia of US dollar in percent.
2. Financial Benchmarks India Private Limited (FBIL) commenced dissemination of reference rate w.e.f. July 10, 2018.

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