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Date : Sep 15, 2017

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 2016-17       2017-18       17-Feb-17 4.65 5.07 4.91 16-May-17 5.43 5.12 5.10 20-Feb-17 4.66 5.14 4.96 17-May-17 5.25 5.25 5.09 22-Feb-17 4.66 5.26 5.02 18-May-17 5.22 5.10 4.97 23-Feb-17 4.85 5.15 5.00 19-May-17 5.17 4.99 4.89 27-Feb-17 5.22 5.10 4.96 22-May-17 5.58 4.89 4.79 01-Mar-17 4.85 5.15 5.00 23-May-17 5.37 5.03 4.83 02-Mar-17 5.21 5.15 5.02 24-May-17 5.18 4.93 4.75 03-Mar-17 5.21 5.15 5.00 25-May-17 4.93 4.84 4.71 06-Mar-17 5.57 5.06 4.94 26-May-17 4.92 4.83 4.71 07-Mar-17 5.40 5.04 5.00 29-May-17 4.83 4.77 4.68 08-Mar-17 5.22 5.04 4.86 30-May-17 5.01 4.77 4.77 09-Mar-17 5.66 4.91 4.78 31-May-17 4.83 4.96 4.77 10-Mar-17 5.58 4.92 4.80 01-Jun-17 4.75 4.84 4.72 14-Mar-17 5.62 5.08 4.96 02-Jun-17 4.75 4.81 4.72 15-Mar-17 5.49 5.19 4.95 05-Jun-17 4.66 4.82 4.76 16-Mar-17 5.51 5.11 4.96 06-Jun-17 5.03 4.82 4.72 17-Mar-17 5.68 5.13 4.94 07-Jun-17 4.84 4.87 4.72 20-Mar-17 6.06 5.20 4.99 08-Jun-17 4.66 4.79 4.63 21-Mar-17 5.88 5.24 5.08 09-Jun-17 4.76 4.79 4.64 22-Mar-17 5.50 5.28 4.98 12-Jun-17 4.76 4.79 4.63 23-Mar-17 5.41 5.01 4.86 13-Jun-17 5.03 4.78 4.62 24-Mar-17 5.22 5.01 4.87 14-Jun-17 4.85 4.91 4.70 27-Mar-17 5.07 5.04 4.93 15-Jun-17 4.76 4.85 4.71 29-Mar-17 4.80 4.99 4.93 16-Jun-17 4.83 4.83 4.71 30-Mar-17 4.99 4.93 4.93 19-Jun-17 4.85 4.85 4.71 2017-18       20-Jun-17 5.03 4.81 4.65 03-Apr-17 5.45 5.02 4.93 21-Jun-17 4.83 4.89 4.71 05-Apr-17 5.35 5.10 5.10 22-Jun-17 4.74 4.78 4.62 06-Apr-17 5.54 5.29 5.17 23-Jun-17 4.74 4.77 4.65 07-Apr-17 5.40 5.34 5.25 28-Jun-17 4.84 4.71 4.62 10-Apr-17 5.40 5.28 5.21 29-Jun-17 4.75 4.72 4.64 11-Apr-17 5.67 5.30 5.21 30-Jun-17 4.73 4.70 4.62 12-Apr-17 5.19 5.26 5.16 03-Jul-17 5.19 4.76 4.73 13-Apr-17 5.22 5.29 5.22 05-Jul-17 4.73 4.82 4.64 17-Apr-17 5.22 5.28 5.31 06-Jul-17 4.82 4.69 4.62 18-Apr-17 5.58 5.20 5.20 07-Jul-17 4.82 4.67 4.60 19-Apr-17 5.39 5.21 5.17 10-Jul-17 5.02 4.71 4.65 20-Apr-17 5.20 5.20 5.11 11-Jul-17 5.02 4.71 4.76 21-Apr-17 5.20 5.27 5.20 12-Jul-17 4.84 4.84 4.74 24-Apr-17 5.21 5.27 5.21 13-Jul-17 5.03 4.78 4.75 25-Apr-17 5.69 5.23 5.20 14-Jul-17 4.84 4.84 4.76 26-Apr-17 5.62 5.44 5.33 17-Jul-17 5.13 4.97 4.75 28-Apr-17 5.61 5.23 5.15 18-Jul-17 4.94 4.91 4.79 02-May-17 5.42 5.20 5.20 19-Jul-17 4.85 4.85 4.77 03-May-17 5.14 5.24 5.11 20-Jul-17 4.84 4.72 4.70 04-May-17 5.05 5.11 5.05 21-Jul-17 5.22 4.73 4.70 05-May-17 5.04 5.10 5.04 24-Jul-17 5.03 4.72 4.75 08-May-17 5.23 5.11 5.11 25-Jul-17 4.85 4.66 4.68 09-May-17 5.21 5.21 5.05 26-Jul-17 4.66 4.72 4.64 11-May-17 5.21 5.15 5.03 27-Jul-17 4.68 4.65 4.65 12-May-17 5.23 5.07 4.98 28-Jul-17 4.68 4.61 4.60 15-May-17 5.61 5.18 4.99 31-Jul-17 5.24 4.68 4.68 Note : RBI reference rate is used for calculating inter-bank forward premia of US dollar in percent.