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Date : Sep 13, 2024
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
2019       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 Sep 1.50 1.52 1.57
Nov 3.37 3.38 3.87 Oct 1.38 1.49 1.72
Dec 3.80 3.65 4.35 Nov 0.84 1.08 1.46
2021       Dec 1.17 1.17 1.49
Jan 4.33 4.73 4.75 2024      
Feb 4.35 5.72 5.38 Jan 1.40 1.54 1.62
Mar 6.14 5.60 5.30 Feb 1.25 1.53 1.53
Apr 5.01 4.83 4.80 Mar 1.05 1.19 1.34
May 6.27 5.82 5.52 Apr 1.15 1.22 1.36
Jun 4.09 4.24 4.34 May 1.30 1.29 1.40
Jul 3.97 4.08 4.21 Jun 1.20 1.16 1.30
Aug 3.67 3.77 3.91 Jul 1.15 1.20 1.38
Sep 3.57 3.61 3.86 Aug 1.15 1.33 1.62
Oct 3.95 4.04 4.41        
Nov 3.79 4.04 4.72        
Dec 3.82 3.84 4.61        
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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