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Date : Sep 15, 2017
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
2012       2014      
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
Nov 9.08 8.93 8.55 Aug 6.56 6.32 6.03
Dec 9.28 8.78 8.58 Sep 6.53 6.17 5.78
2014       Oct 6.32 5.78 5.57
Jan 8.60 8.52 8.17 Nov 4.50 4.58 4.65
Feb 8.31 8.79 8.44 Dec 4.20 4.10 4.32
Mar 10.54 9.26 8.74 2017      
Apr 8.64 8.46 8.41 Jan 4.83 4.77 4.63
May 8.43 8.28 8.11 Feb 4.67 5.12 4.86
Jun 8.74 8.75 8.71 Mar 5.40 5.08 4.94
Jul 8.92 8.73 8.70 Apr 5.41 5.25 5.19
Aug 9.03 8.56 8.52 May 5.18 5.04 4.93
Sep 8.77 8.43 8.40 Jun 4.81 4.81 4.67
Oct 8.17 8.06 7.91 Jul 4.92 4.75 4.70
Note : RBI reference rate is used for calculating inter-bank forward premia of US dollar in percent.

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