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Date : Sep 15, 2022
Table 216 : Daily Forward Premia (Inter-Bank)
(Per cent per annum)
Date 1-month 3-month 6-month Date 1-month 3-month 6-month
1 2 3 4 1 2 3 4
2021-22       2022-23      
24-Feb-22 3.99 4.52 4.25 19-May-22 3.47 3.58 3.59
25-Feb-22 4.30 4.41 4.20 20-May-22 3.56 3.61 3.69
28-Feb-22 4.13 4.37 4.27 23-May-22 3.87 3.66 3.69
02-Mar-22 3.96 4.41 4.21 24-May-22 3.79 3.66 3.71
03-Mar-22 4.12 4.33 4.17 25-May-22 3.72 3.79 3.73
04-Mar-22 4.33 4.41 4.20 26-May-22 3.56 3.66 3.68
07-Mar-22 5.07 4.71 4.34 27-May-22 3.55 3.63 3.66
08-Mar-22 4.99 4.81 4.46 30-May-22 3.56 3.66 3.69
09-Mar-22 4.68 4.74 4.36 31-May-22 3.86 3.63 3.59
10-Mar-22 5.83 4.62 4.31 01-Jun-22 3.87 3.74 3.64
11-Mar-22 5.57 4.63 4.30 02-Jun-22 3.63 3.66 3.61
14-Mar-22 5.25 4.44 4.15 03-Jun-22 3.56 3.61 3.60
15-Mar-22 5.02 4.34 4.13 06-Jun-22 3.55 3.60 3.59
16-Mar-22 4.87 4.24 4.01 07-Jun-22 3.71 3.60 3.62
17-Mar-22 4.90 4.32 4.06 08-Jun-22 3.55 3.65 3.65
21-Mar-22 5.52 4.36 4.10 09-Jun-22 3.39 3.55 3.55
22-Mar-22 5.18 4.24 4.03 10-Jun-22 3.24 3.39 3.42
23-Mar-22 5.04 4.36 4.02 13-Jun-22 2.92 3.17 3.20
24-Mar-22 5.66 4.45 4.11 14-Jun-22 3.08 3.18 3.18
25-Mar-22 5.67 4.46 4.10 15-Jun-22 3.07 3.23 3.20
28-Mar-22 5.19 4.20 3.93 16-Jun-22 2.92 3.12 3.09
29-Mar-22 4.90 4.16 3.95 17-Jun-22 3.00 3.12 3.12
30-Mar-22 3.96 3.93 3.84 20-Jun-22 3.08 3.10 3.09
31-Mar-22 3.88 3.90 3.88 21-Jun-22 2.84 2.82 2.82
2022-23       22-Jun-22 2.38 2.51 2.57
04-Apr-22 3.81 3.86 3.86 23-Jun-22 2.76 2.76 2.77
05-Apr-22 4.30 4.03 3.97 24-Jun-22 2.76 2.86 2.89
06-Apr-22 4.13 4.05 4.01 27-Jun-22 2.76 2.76 2.78
07-Apr-22 3.88 3.96 3.93 28-Jun-22 2.59 2.80 2.74
08-Apr-22 4.04 4.12 4.06 29-Jun-22 2.74 2.81 2.75
11-Apr-22 3.95 4.11 4.05 30-Jun-22 2.89 2.91 2.81
12-Apr-22 3.94 4.05 4.02 01-Jul-22 3.03 2.98 2.88
13-Apr-22 4.01 4.09 4.12 04-Jul-22 3.34 2.99 2.92
18-Apr-22 4.09 4.09 4.09 05-Jul-22 3.19 2.93 2.88
19-Apr-22 4.17 3.99 4.04 06-Jul-22 3.18 3.08 2.90
20-Apr-22 3.93 3.93 4.00 07-Jul-22 3.19 3.04 2.96
21-Apr-22 3.94 3.94 3.94 08-Jul-22 3.18 3.03 2.94
22-Apr-22 3.77 3.83 3.83 11-Jul-22 3.63 3.07 2.92
25-Apr-22 3.91 3.86 3.82 12-Jul-22 3.62 3.11 3.04
26-Apr-22 4.23 3.79 3.72 13-Jul-22 3.46 3.19 3.01
27-Apr-22 4.07 3.71 3.71 14-Jul-22 3.08 2.95 2.83
28-Apr-22 3.92 3.81 3.71 15-Jul-22 3.30 3.10 2.98
29-Apr-22 4.08 3.77 3.69 18-Jul-22 3.45 3.20 3.04
02-May-22 3.92 3.61 3.58 19-Jul-22 3.45 3.35 3.18
04-May-22 4.08 4.03 3.96 20-Jul-22 3.45 3.48 3.19
05-May-22 4.10 4.21 4.21 21-Jul-22 3.53 3.45 3.21
06-May-22 4.07 4.07 4.09 22-Jul-22 3.45 3.45 3.18
09-May-22 4.11 3.98 4.03 25-Jul-22 3.61 3.31 3.11
10-May-22 3.72 3.88 3.94 26-Jul-22 3.46 3.31 3.15
11-May-22 3.57 3.96 3.82 27-Jul-22 3.45 3.38 3.15
12-May-22 3.56 3.71 3.71 28-Jul-22 3.31 3.29 3.12
13-May-22 3.72 3.52 3.57 29-Jul-22 3.32 3.35 3.20
17-May-22 3.55 3.45 3.55        
18-May-22 3.56 3.61 3.58        
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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