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Document - Table 221 : Daily Forward Premia (Inter-Bank) () or PDF - Table 221 : Daily Forward Premia (Inter-Bank) ()
Date : Sep 15, 2018
Table 221 : 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
2017-18       2018-19      
20-Feb-18 4.28 4.71 4.49 16-May-18 4.08 4.02 3.96
21-Feb-18 4.26 4.69 4.40 17-May-18 4.07 3.95 4.05
22-Feb-18 4.24 4.49 4.15 18-May-18 4.06 3.97 4.05
23-Feb-18 4.26 4.50 4.13 21-May-18 4.41 3.97 4.05
26-Feb-18 4.45 4.64 4.30 22-May-18 4.23 4.00 4.07
27-Feb-18 4.90 4.50 4.26 23-May-18 4.22 4.10 4.09
28-Feb-18 4.42 4.12 3.89 24-May-18 4.21 4.04 4.09
01-Mar-18 4.69 4.32 3.99 25-May-18 4.13 4.01 4.04
05-Mar-18 5.17 4.40 4.04 28-May-18 4.00 3.97 4.02
06-Mar-18 4.99 4.34 4.03 29-May-18 3.80 3.95 3.95
07-Mar-18 4.80 4.53 4.08 30-May-18 4.08 4.08 4.01
08-Mar-18 4.99 4.50 4.13 31-May-18 4.18 4.06 4.06
09-Mar-18 5.07 4.55 4.19 01-Jun-18 4.11 4.17 4.15
12-Mar-18 5.54 4.55 4.15 04-Jun-18 4.21 4.24 4.21
13-Mar-18 5.36 4.53 4.16 05-Jun-18 4.47 4.20 4.20
14-Mar-18 5.17 4.55 4.11 06-Jun-18 4.30 4.30 4.25
15-Mar-18 5.36 4.56 4.22 07-Jun-18 4.12 4.24 4.27
16-Mar-18 5.36 4.69 4.30 08-Jun-18 4.09 4.24 4.27
19-Mar-18 5.90 4.74 4.31 11-Jun-18 4.10 4.34 4.31
20-Mar-18 5.89 4.72 4.29 12-Jun-18 4.45 4.27 4.33
21-Mar-18 5.70 4.75 4.23 13-Jun-18 4.26 4.38 4.33
22-Mar-18 5.53 4.55 4.12 14-Jun-18 4.25 4.28 4.31
23-Mar-18 5.71 4.58 4.15 15-Jun-18 4.15 4.24 4.30
26-Mar-18 5.73 4.75 4.25 18-Jun-18 4.15 4.29 4.26
27-Mar-18 4.54 4.32 4.20 19-Jun-18 4.40 4.26 4.30
28-Mar-18 4.61 4.37 4.21 20-Jun-18 4.32 4.35 4.35
2018-19       21-Jun-18 4.22 4.22 4.31
03-Apr-18 4.80 4.24 4.18 22-Jun-18 4.07 4.28 4.31
04-Apr-18 4.61 4.24 4.23 25-Jun-18 4.23 4.28 4.33
05-Apr-18 4.43 4.18 4.06 26-Jun-18 4.40 4.22 4.30
06-Apr-18 4.34 4.15 4.06 27-Jun-18 4.29 4.20 4.32
09-Apr-18 4.25 4.13 4.05 28-Jun-18 4.26 4.32 4.31
10-Apr-18 4.62 4.13 4.05 29-Jun-18 4.46 4.37 4.39
11-Apr-18 4.42 4.12 4.08 02-Jul-18 4.72 4.49 4.50
12-Apr-18 4.22 4.04 3.93 03-Jul-18 4.72 4.45 4.48
13-Apr-18 4.23 4.05 3.97 04-Jul-18 4.55 4.58 4.44
16-Apr-18 4.22 4.03 3.96 05-Jul-18 4.36 4.42 4.42
17-Apr-18 4.39 4.02 3.93 06-Jul-18 4.36 4.38 4.38
18-Apr-18 4.38 4.02 4.00 09-Jul-18 4.54 4.37 4.37
19-Apr-18 4.20 4.07 4.01 10-Jul-18 4.54 4.39 4.45
20-Apr-18 4.18 4.15 4.12 11-Jul-18 4.36 4.53 4.45
23-Apr-18 4.35 4.20 4.17 12-Jul-18 4.37 4.37 4.36
24-Apr-18 4.52 4.04 4.04 13-Jul-18 4.74 4.39 4.36
25-Apr-18 4.59 4.08 4.02 16-Jul-18 4.55 4.40 4.34
26-Apr-18 4.31 3.83 3.86 17-Jul-18 4.39 4.33 4.38
02-May-18 4.23 4.11 4.04 18-Jul-18 4.29 4.43 4.38
03-May-18 4.32 4.08 4.05 19-Jul-18 4.36 4.36 4.36
04-May-18 4.13 3.95 3.95 20-Jul-18 4.18 4.30 4.30
07-May-18 4.47 3.99 3.93 23-Jul-18 4.54 4.31 4.34
08-May-18 4.29 4.00 4.05 24-Jul-18 4.34 4.32 4.39
09-May-18 4.10 4.13 4.07 25-Jul-18 4.36 4.48 4.39
10-May-18 4.19 4.07 4.07 26-Jul-18 4.37 4.42 4.40
11-May-18 4.28 4.11 4.08 27-Jul-18 4.37 4.37 4.40
14-May-18 4.46 4.04 4.04 30-Jul-18 4.89 4.42 4.42
15-May-18 4.26 4.09 4.06 31-Jul-18 4.72 4.40 4.45
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.