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Date : Sep 16, 2016
Table 212 : 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
2011       2013      
Jan 6.79 6.78 6.41 Nov 9.08 8.93 8.55
Feb 6.33 6.66 6.35 Dec 9.28 8.78 8.58
Mar 8.03 7.31 6.89 2014      
Apr 7.42 7.48 7.38 Jan 8.60 8.52 8.17
May 6.77 6.68 6.54 Feb 8.31 8.79 8.44
Jun 6.65 6.67 6.40 Mar 10.54 9.26 8.74
Jul 6.96 6.63 6.39 Apr 8.64 8.46 8.41
Aug 3.69 4.13 3.94 May 8.43 8.28 8.11
Sep 4.64 4.35 3.41 Jun 8.74 8.75 8.71
Oct 5.92 4.95 3.83 Jul 8.92 8.73 8.70
Nov 6.74 5.20 4.24 Aug 9.03 8.56 8.52
Dec 8.04 6.64 5.96 Sep 8.77 8.43 8.40
2012       Oct 8.17 8.06 7.91
Jan 8.89 7.81 6.80 Nov 7.96 7.84 7.63
Feb 8.94 8.31 7.18 Dec 8.24 7.46 7.29
Mar 10.09 8.55 7.40 2015      
Apr 8.58 7.73 7.05 Jan 7.98 7.70 7.36
May 7.93 7.22 6.35 Feb 7.54 7.85 7.59
Jun 7.48 6.87 5.90 Mar 9.05 8.26 7.98
Jul 7.93 7.21 6.52 Apr 8.04 7.74 7.71
Aug 7.84 7.37 6.86 May 7.91 7.56 7.39
Sep 7.41 6.90 6.51 Jun 7.43 7.35 7.22
Oct 7.54 6.78 6.33 Jul 7.44 7.29 7.21
Nov 7.04 6.42 6.06 Aug 7.29 6.99 6.92
Dec 7.53 6.74 6.57 Sep 6.85 6.65 6.52
2013       Oct 6.90 6.68 6.69
Jan 7.43 7.17 6.71 Nov 6.69 6.56 6.52
Feb 7.01 7.76 7.24 Dec 6.44 6.21 6.39
Mar 8.79 7.87 7.27 2016      
Apr 7.74 7.50 7.18 Jan 6.51 6.41 6.32
May 7.21 6.85 6.46 Feb 6.67 6.78 6.53
Jun 6.86 6.35 5.90 Mar 8.71 7.56 7.11
Jul 8.36 7.83 7.47 Apr 7.15 6.75 6.60
Aug 10.35 9.52 8.71 May 6.84 6.63 6.53
Sep 10.65 9.56 8.55 Jun 6.45 6.46 6.26
Oct 9.24 9.12 8.46 Jul 6.52 6.32 6.12
Note : RBI reference rate is used for calculating inter-bank forward premia of US dollar in percent.

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