Table 201 : Forward Premia (Inter-Bank) (Monthly Average)

RbiAnnouncementWeb

Published on September 15, 2021

(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.