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Date : Sep 15, 2023
Table 204 : 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
2018       2021      
Feb 4.37 4.73 4.46 Jan 4.33 4.73 4.75
Mar 5.27 4.54 4.17 Feb 4.35 5.72 5.38
Apr 4.39 4.10 4.04 Mar 6.14 5.60 5.30
May 4.19 4.03 4.04 Apr 5.01 4.83 4.80
Jun 4.25 4.27 4.29 May 6.27 5.82 5.52
Jul 4.48 4.41 4.40 Jun 4.09 4.24 4.34
Aug 4.51 4.44 4.36 Jul 3.97 4.08 4.21
Sep 4.75 4.58 4.41 Aug 3.67 3.77 3.91
Oct 4.86 4.52 4.38 Sep 3.57 3.61 3.86
Nov 4.29 4.05 4.13 Oct 3.95 4.04 4.41
Dec 4.27 3.92 4.07 Nov 3.79 4.04 4.72
2019       Dec 3.82 3.84 4.61
Jan 4.17 4.12 4.09 2022      
Feb 4.10 4.31 4.15 Jan 3.95 4.57 4.73
Mar 5.07 4.40 4.04 Feb 3.61 4.48 4.28
Apr 5.66 4.79 4.42 Mar 4.93 4.38 4.13
May 4.49 4.38 4.28 Apr 4.01 3.94 3.92
Jun 4.72 4.51 4.45 May 3.75 3.75 3.75
Jul 4.12 4.23 4.41 Jun 3.10 3.18 3.17
Aug 3.95 4.08 4.11 Jul 3.37 3.19 3.04
Sep 4.42 4.20 4.35 Aug 3.39 3.20 3.04
Oct 3.71 3.76 4.09 Sep 3.38 3.08 2.85
Nov 3.33 3.49 3.92 Oct 3.49 3.10 2.88
Dec 3.74 3.69 4.19 Nov 2.54 2.40 2.41
2020       Dec 2.10 2.06 2.16
Jan 3.76 4.09 4.19 2023      
Feb 3.40 3.82 3.83 Jan 1.97 2.37 2.32
Mar 5.76 4.68 4.35 Feb 1.94 2.48 2.26
Apr 4.38 4.21 4.16 Mar 2.70 2.45 2.34
May 3.86 3.80 3.88 Apr 1.92 2.00 2.13
Jun 3.51 3.60 3.74 May 1.57 1.63 1.74
Jul 3.75 3.73 3.79 Jun 1.29 1.37 1.46
Aug 3.75 3.81 3.91 Jul 1.31 1.30 1.39
Sep 3.87 3.89 3.96 Aug 1.30 1.31 1.36
Oct 3.54 3.64 3.97        
Nov 3.37 3.38 3.87        
Dec 3.80 3.65 4.35        
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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