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Date : Sep 15, 2019

Table 219 : 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 2018-19       2019-20       20-Feb-19 4.21 4.38 4.19 16-May-19 4.61 4.47 4.37 21-Feb-19 4.13 4.44 4.17 17-May-19 4.62 4.45 4.39 22-Feb-19 4.13 4.38 4.16 20-May-19 4.66 4.37 4.31 25-Feb-19 4.05 4.28 4.10 21-May-19 4.47 4.33 4.33 26-Feb-19 4.22 4.44 4.19 22-May-19 4.39 4.47 4.33 27-Feb-19 5.06 4.78 4.44 23-May-19 4.31 4.31 4.28 28-Feb-19 4.89 4.61 4.27 24-May-19 4.14 4.19 4.17 01-Mar-19 5.16 4.57 4.26 27-May-19 3.98 4.09 4.06 05-Mar-19 4.92 4.52 4.28 28-May-19 3.88 4.05 3.99 06-Mar-19 4.85 4.68 4.28 29-May-19 3.61 3.95 3.96 07-Mar-19 4.88 4.57 4.26 30-May-19 3.95 4.01 3.98 08-Mar-19 4.79 4.51 4.21 03-Jun-19 4.15 3.95 3.93 11-Mar-19 5.06 4.35 4.06 04-Jun-19 4.16 4.19 4.13 12-Mar-19 4.91 4.40 4.11 06-Jun-19 3.98 4.04 4.01 13-Mar-19 4.83 4.54 4.14 07-Jun-19 3.98 4.07 4.13 14-Mar-19 4.48 4.08 3.79 10-Jun-19 3.97 4.15 4.15 15-Mar-19 5.11 4.16 3.84 11-Jun-19 4.32 4.15 4.16 18-Mar-19 5.07 4.23 3.86 12-Jun-19 4.15 4.21 4.18 19-Mar-19 4.64 4.20 3.73 13-Jun-19 4.15 4.21 4.24 20-Mar-19 4.71 4.15 3.80 14-Jun-19 4.31 4.43 4.38 22-Mar-19 4.98 4.25 3.87 17-Jun-19 4.64 4.52 4.41 25-Mar-19 5.91 4.52 4.00 18-Jun-19 5.24 4.76 4.60 26-Mar-19 5.58 4.44 4.02 19-Jun-19 5.34 5.05 4.85 27-Mar-19 6.44 4.76 4.21 20-Jun-19 4.92 4.72 4.60 28-Mar-19 4.87 4.29 3.97 21-Jun-19 4.91 4.71 4.62 2019-20       24-Jun-19 5.35 4.89 4.78 02-Apr-19 6.77 4.86 4.24 25-Jun-19 6.06 5.02 4.85 03-Apr-19 8.67 5.64 4.63 26-Jun-19 6.58 5.25 5.02 04-Apr-19 6.62 5.05 4.44 27-Jun-19 4.85 4.74 4.83 05-Apr-19 4.86 4.51 4.16 28-Jun-19 4.61 4.64 4.70 08-Apr-19 4.57 4.37 4.11 01-Jul-19 4.61 4.47 4.64 09-Apr-19 4.83 4.31 4.08 02-Jul-19 4.35 4.61 4.67 10-Apr-19 6.07 5.15 4.74 03-Jul-19 4.18 4.47 4.62 11-Apr-19 5.57 5.10 4.71 04-Jul-19 4.18 4.47 4.65 12-Apr-19 5.37 4.88 4.53 05-Jul-19 4.36 4.60 4.71 15-Apr-19 5.55 4.77 4.43 08-Jul-19 4.54 4.31 4.47 16-Apr-19 5.00 4.57 4.30 09-Jul-19 4.19 4.13 4.39 18-Apr-19 5.01 4.58 4.28 10-Jul-19 4.12 4.32 4.49 22-Apr-19 5.16 4.65 4.33 11-Jul-19 4.21 4.36 4.59 23-Apr-19 6.19 5.05 4.76 12-Jul-19 4.02 4.20 4.43 24-Apr-19 5.49 4.69 4.52 15-Jul-19 4.20 4.14 4.39 25-Apr-19 5.15 4.63 4.43 16-Jul-19 4.03 4.05 4.33 26-Apr-19 5.30 4.62 4.39 17-Jul-19 3.84 4.13 4.29 02-May-19 4.92 4.60 4.43 18-Jul-19 4.01 4.12 4.33 03-May-19 4.85 4.62 4.45 19-Jul-19 4.01 4.16 4.33 06-May-19 5.19 4.61 4.43 22-Jul-19 4.35 4.09 4.22 07-May-19 4.85 4.62 4.59 23-Jul-19 4.17 4.06 4.26 08-May-19 4.40 4.54 4.31 24-Jul-19 4.00 4.23 4.26 09-May-19 4.47 4.35 4.21 25-Jul-19 4.00 4.17 4.33 10-May-19 4.63 4.40 4.26 26-Jul-19 4.00 4.08 4.30 13-May-19 5.04 4.61 4.40 29-Jul-19 3.57 3.95 4.18 14-May-19 4.69 4.43 4.35 30-Jul-19 3.93 4.01 4.28 15-May-19 4.61 4.53 4.36 31-Jul-19 3.83 4.15 4.24 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.