Publications

Document - Table 227 : Daily Forward Premia (Inter-Bank) () or PDF - Table 227 : Daily Forward Premia (Inter-Bank) ()
Date : Sep 16, 2016
Table 227 : 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
2015-16       2016-17      
17-Feb-16 6.30 6.82 6.56 13-May-16 6.65 6.71 6.61
18-Feb-16 6.39 6.83 6.63 16-May-16 7.18 6.58 6.57
22-Feb-16 7.53 7.00 6.74 17-May-16 6.83 6.53 6.56
23-Feb-16 7.34 6.96 6.70 18-May-16 6.64 6.64 6.56
24-Feb-16 7.18 7.00 6.74 19-May-16 6.60 6.49 6.47
25-Feb-16 7.52 7.41 6.91 20-May-16 6.59 6.44 6.42
26-Feb-16 8.29 7.36 6.86 23-May-16 6.95 6.41 6.33
29-Feb-16 7.78 7.14 6.69 24-May-16 6.74 6.41 6.37
01-Mar-16 7.57 7.04 6.75 25-May-16 6.60 6.63 6.42
02-Mar-16 7.44 7.33 6.82 26-May-16 6.32 6.41 6.29
03-Mar-16 8.55 7.30 6.89 27-May-16 6.35 6.44 6.32
04-Mar-16 8.37 7.48 7.05 30-May-16 6.24 6.36 6.18
08-Mar-16 8.55 7.66 7.28 01-Jun-16 6.68 6.56 6.25
09-Mar-16 8.54 8.06 7.50 02-Jun-16 6.60 6.39 6.22
10-Mar-16 9.66 7.79 7.35 03-Jun-16 6.16 6.34 6.19
11-Mar-16 9.48 7.87 7.39 06-Jun-16 6.27 6.36 6.21
14-Mar-16 9.31 7.88 7.34 07-Jun-16 6.82 6.40 6.22
15-Mar-16 9.10 7.85 7.41 08-Jun-16 6.65 6.65 6.41
16-Mar-16 8.64 7.84 7.21 09-Jun-16 6.48 6.57 6.33
17-Mar-16 8.79 7.66 7.10 10-Jun-16 6.29 6.47 6.29
18-Mar-16 8.74 7.57 7.10 13-Jun-16 6.44 6.50 6.29
21-Mar-16 9.20 7.52 7.10 14-Jun-16 6.79 6.49 6.31
22-Mar-16 9.29 7.63 7.12 15-Jun-16 6.61 6.70 6.43
23-Mar-16 9.69 7.69 7.13 16-Jun-16 6.43 6.58 6.40
28-Mar-16 9.72 7.80 7.17 17-Jun-16 6.43 6.58 6.40
29-Mar-16 9.92 7.87 7.24 20-Jun-16 6.23 6.53 6.33
30-Mar-16 6.87 6.78 6.60 21-Jun-16 6.76 6.43 6.28
31-Mar-16 6.78 6.63 6.57 22-Jun-16 6.39 6.51 6.28
2016-17       23-Jun-16 6.23 6.35 6.17
04-Apr-16 6.70 6.58 6.49 24-Jun-16 6.35 6.32 6.12
05-Apr-16 7.24 6.51 6.48 27-Jun-16 6.19 6.27 6.07
06-Apr-16 6.67 6.46 6.49 28-Jun-16 6.01 6.30 6.10
07-Apr-16 6.68 6.50 6.44 29-Jun-16 6.47 6.50 6.24
11-Apr-16 6.87 6.63 6.51 30-Jun-16 6.57 6.39 6.20
12-Apr-16 6.86 6.62 6.56 01-Jul-16 6.41 6.38 6.21
13-Apr-16 7.23 6.89 6.74 04-Jul-16 6.70 6.37 6.31
18-Apr-16 7.38 6.72 6.60 05-Jul-16 6.41 6.65 6.20
20-Apr-16 7.43 6.85 6.73 07-Jul-16 6.31 6.37 6.10
21-Apr-16 7.42 7.12 6.91 08-Jul-16 6.40 6.34 6.09
22-Apr-16 7.22 6.98 6.72 11-Jul-16 6.97 6.31 6.14
25-Apr-16 7.11 6.84 6.63 12-Jul-16 6.79 6.28 6.23
26-Apr-16 7.73 6.86 6.62 13-Jul-16 6.61 6.37 6.16
27-Apr-16 7.39 6.79 6.55 14-Jul-16 6.46 6.28 6.13
28-Apr-16 7.23 6.81 6.60 15-Jul-16 6.44 6.26 6.10
29-Apr-16 7.22 6.80 6.57 18-Jul-16 6.71 6.26 6.08
02-May-16 7.60 6.87 6.62 19-Jul-16 6.61 6.26 6.14
03-May-16 7.42 6.94 6.79 20-Jul-16 6.25 6.37 6.09
04-May-16 7.03 6.97 6.69 21-Jul-16 6.43 6.25 6.06
05-May-16 7.04 6.83 6.66 22-Jul-16 6.35 6.23 6.08
06-May-16 6.85 6.70 6.58 25-Jul-16 6.78 6.19 6.01
09-May-16 7.22 6.62 6.65 26-Jul-16 6.50 6.23 6.09
10-May-16 7.01 6.65 6.64 27-Jul-16 6.78 6.13 6.07
11-May-16 6.84 6.90 6.66 28-Jul-16 6.35 6.26 6.05
12-May-16 6.85 6.67 6.67 29-Jul-16 6.35 6.24 6.03
Note : RBI reference rate is used for calculating inter-bank forward premia of US dollar in percent.