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Date : Sep 15, 2021
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
2016       2018      
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
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
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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