Table 204 : Forward Premia (Inter-Bank) (Monthly Average)

RbiAnnouncementWeb

Published on September 13, 2024

(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.