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Date : Sep 18, 2020
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
2015       2017      
Jan 7.98 7.70 7.36 Nov 4.43 4.33 4.49
Feb 7.54 7.85 7.59 Dec 3.96 4.04 4.42
Mar 9.05 8.26 7.98 2018      
Apr 8.04 7.74 7.71 Jan 4.40 4.54 4.48
May 7.91 7.56 7.39 Feb 4.37 4.73 4.46
Jun 7.43 7.35 7.22 Mar 5.27 4.54 4.17
Jul 7.44 7.29 7.21 Apr 4.39 4.10 4.04
Aug 7.29 6.99 6.92 May 4.19 4.03 4.04
Sep 6.85 6.65 6.52 Jun 4.25 4.27 4.29
Oct 6.90 6.68 6.69 Jul 4.48 4.41 4.40
Nov 6.69 6.56 6.52 Aug 4.51 4.44 4.36
Dec 6.44 6.21 6.39 Sep 4.75 4.58 4.41
2016       Oct 4.86 4.52 4.38
Jan 6.51 6.41 6.32 Nov 4.29 4.05 4.13
Feb 6.67 6.78 6.53 Dec 4.27 3.92 4.07
Mar 8.71 7.56 7.11 2019      
Apr 7.15 6.75 6.60 Jan 4.17 4.12 4.09
May 6.84 6.63 6.53 Feb 4.10 4.31 4.15
Jun 6.45 6.46 6.26 Mar 5.07 4.40 4.04
Jul 6.52 6.32 6.12 Apr 5.66 4.79 4.42
Aug 6.56 6.32 6.03 May 4.49 4.38 4.28
Sep 6.53 6.17 5.78 Jun 4.72 4.51 4.45
Oct 6.32 5.78 5.57 Jul 4.12 4.23 4.41
Nov 4.50 4.58 4.65 Aug 3.95 4.08 4.11
Dec 4.20 4.10 4.32 Sep 4.42 4.20 4.35
2017       Oct 3.71 3.76 4.09
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
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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