Table 219 : Daily Forward Premia (Inter-Bank)

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Published on September 15, 2019

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Table 219 : Daily Forward Premia (Inter-Bank)

(Per cent per annum)
Date	1-month	3-month	6-month	Date	1-month	3-month	6-month
1	2	3	4	1	2	3	4
2018-19				2019-20
20-Feb-19	4.21	4.38	4.19	16-May-19	4.61	4.47	4.37
21-Feb-19	4.13	4.44	4.17	17-May-19	4.62	4.45	4.39
22-Feb-19	4.13	4.38	4.16	20-May-19	4.66	4.37	4.31
25-Feb-19	4.05	4.28	4.10	21-May-19	4.47	4.33	4.33
26-Feb-19	4.22	4.44	4.19	22-May-19	4.39	4.47	4.33
27-Feb-19	5.06	4.78	4.44	23-May-19	4.31	4.31	4.28
28-Feb-19	4.89	4.61	4.27	24-May-19	4.14	4.19	4.17
01-Mar-19	5.16	4.57	4.26	27-May-19	3.98	4.09	4.06
05-Mar-19	4.92	4.52	4.28	28-May-19	3.88	4.05	3.99
06-Mar-19	4.85	4.68	4.28	29-May-19	3.61	3.95	3.96
07-Mar-19	4.88	4.57	4.26	30-May-19	3.95	4.01	3.98
08-Mar-19	4.79	4.51	4.21	03-Jun-19	4.15	3.95	3.93
11-Mar-19	5.06	4.35	4.06	04-Jun-19	4.16	4.19	4.13
12-Mar-19	4.91	4.40	4.11	06-Jun-19	3.98	4.04	4.01
13-Mar-19	4.83	4.54	4.14	07-Jun-19	3.98	4.07	4.13
14-Mar-19	4.48	4.08	3.79	10-Jun-19	3.97	4.15	4.15
15-Mar-19	5.11	4.16	3.84	11-Jun-19	4.32	4.15	4.16
18-Mar-19	5.07	4.23	3.86	12-Jun-19	4.15	4.21	4.18
19-Mar-19	4.64	4.20	3.73	13-Jun-19	4.15	4.21	4.24
20-Mar-19	4.71	4.15	3.80	14-Jun-19	4.31	4.43	4.38
22-Mar-19	4.98	4.25	3.87	17-Jun-19	4.64	4.52	4.41
25-Mar-19	5.91	4.52	4.00	18-Jun-19	5.24	4.76	4.60
26-Mar-19	5.58	4.44	4.02	19-Jun-19	5.34	5.05	4.85
27-Mar-19	6.44	4.76	4.21	20-Jun-19	4.92	4.72	4.60
28-Mar-19	4.87	4.29	3.97	21-Jun-19	4.91	4.71	4.62
2019-20				24-Jun-19	5.35	4.89	4.78
02-Apr-19	6.77	4.86	4.24	25-Jun-19	6.06	5.02	4.85
03-Apr-19	8.67	5.64	4.63	26-Jun-19	6.58	5.25	5.02
04-Apr-19	6.62	5.05	4.44	27-Jun-19	4.85	4.74	4.83
05-Apr-19	4.86	4.51	4.16	28-Jun-19	4.61	4.64	4.70
08-Apr-19	4.57	4.37	4.11	01-Jul-19	4.61	4.47	4.64
09-Apr-19	4.83	4.31	4.08	02-Jul-19	4.35	4.61	4.67
10-Apr-19	6.07	5.15	4.74	03-Jul-19	4.18	4.47	4.62
11-Apr-19	5.57	5.10	4.71	04-Jul-19	4.18	4.47	4.65
12-Apr-19	5.37	4.88	4.53	05-Jul-19	4.36	4.60	4.71
15-Apr-19	5.55	4.77	4.43	08-Jul-19	4.54	4.31	4.47
16-Apr-19	5.00	4.57	4.30	09-Jul-19	4.19	4.13	4.39
18-Apr-19	5.01	4.58	4.28	10-Jul-19	4.12	4.32	4.49
22-Apr-19	5.16	4.65	4.33	11-Jul-19	4.21	4.36	4.59
23-Apr-19	6.19	5.05	4.76	12-Jul-19	4.02	4.20	4.43
24-Apr-19	5.49	4.69	4.52	15-Jul-19	4.20	4.14	4.39
25-Apr-19	5.15	4.63	4.43	16-Jul-19	4.03	4.05	4.33
26-Apr-19	5.30	4.62	4.39	17-Jul-19	3.84	4.13	4.29
02-May-19	4.92	4.60	4.43	18-Jul-19	4.01	4.12	4.33
03-May-19	4.85	4.62	4.45	19-Jul-19	4.01	4.16	4.33
06-May-19	5.19	4.61	4.43	22-Jul-19	4.35	4.09	4.22
07-May-19	4.85	4.62	4.59	23-Jul-19	4.17	4.06	4.26
08-May-19	4.40	4.54	4.31	24-Jul-19	4.00	4.23	4.26
09-May-19	4.47	4.35	4.21	25-Jul-19	4.00	4.17	4.33
10-May-19	4.63	4.40	4.26	26-Jul-19	4.00	4.08	4.30
13-May-19	5.04	4.61	4.40	29-Jul-19	3.57	3.95	4.18
14-May-19	4.69	4.43	4.35	30-Jul-19	3.93	4.01	4.28
15-May-19	4.61	4.53	4.36	31-Jul-19	3.83	4.15	4.24
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.