Table 204 : Forward Premia (Inter-Bank) (Monthly Average) - ಆರ್ಬಿಐ - Reserve Bank of India
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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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