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Document - Table 216 : Daily Forward Premia (Inter-Bank) () or PDF - Table 216 : Daily Forward Premia (Inter-Bank) ()
Date : Sep 15, 2021
Table 216 : 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
2020-21       2021-22      
24-Feb-21 5.31 5.98 5.67 19-May-21 6.33 6.14 5.77
25-Feb-21 5.63 5.55 5.30 20-May-21 5.99 5.83 5.59
26-Feb-21 5.59 5.59 5.19 21-May-21 5.83 5.72 5.59
01-Mar-21 5.73 5.70 5.21 24-May-21 6.17 5.79 5.64
02-Mar-21 5.56 5.73 5.29 25-May-21 6.26 5.88 5.60
03-Mar-21 5.17 5.78 5.28 27-May-21 5.45 5.62 5.48
04-Mar-21 5.20 5.47 5.09 28-May-21 5.46 5.63 5.49
05-Mar-21 5.36 5.50 5.18 31-May-21 5.46 5.57 5.46
08-Mar-21 6.00 5.59 5.29 01-Jun-21 5.19 5.08 5.08
09-Mar-21 5.42 5.53 5.13 02-Jun-21 4.67 4.89 4.79
10-Mar-21 5.76 5.48 5.17 03-Jun-21 3.77 4.08 4.23
12-Mar-21 5.78 5.45 5.17 04-Jun-21 3.62 4.08 4.27
15-Mar-21 6.27 5.45 5.17 07-Jun-21 3.63 3.96 4.15
16-Mar-21 6.21 5.52 5.27 08-Jun-21 4.04 4.15 4.19
17-Mar-21 6.04 5.62 5.24 09-Jun-21 3.95 4.22 4.36
18-Mar-21 6.45 5.63 5.29 10-Jun-21 4.03 4.22 4.36
19-Mar-21 6.62 5.68 5.38 11-Jun-21 4.19 4.30 4.40
22-Mar-21 7.63 5.86 5.53 14-Jun-21 4.10 4.34 4.47
23-Mar-21 7.97 6.17 5.85 15-Jun-21 4.50 4.39 4.53
24-Mar-21 7.51 6.11 5.62 16-Jun-21 4.33 4.50 4.57
25-Mar-21 7.44 5.84 5.54 17-Jun-21 4.31 4.31 4.41
26-Mar-21 6.80 5.64 5.47 18-Jun-21 3.97 4.15 4.25
30-Mar-21 5.09 5.09 5.12 21-Jun-21 3.96 4.13 4.22
31-Mar-21 4.90 4.84 5.01 22-Jun-21 4.21 4.13 4.20
2021-22       23-Jun-21 4.03 4.17 4.18
05-Apr-21 4.58 4.77 4.88 24-Jun-21 3.96 4.07 4.16
06-Apr-21 4.75 4.64 4.84 25-Jun-21 3.80 3.99 4.13
07-Apr-21 4.37 4.48 4.75 28-Jun-21 3.64 3.96 4.14
08-Apr-21 4.11 4.36 4.52 29-Jun-21 4.12 4.02 4.20
09-Apr-21 4.49 4.35 4.58 30-Jun-21 3.95 4.17 4.22
12-Apr-21 4.65 4.60 4.70 01-Jul-21 4.03 4.11 4.23
15-Apr-21 4.71 4.71 4.71 02-Jul-21 4.01 4.09 4.21
16-Apr-21 5.07 4.94 4.81 05-Jul-21 4.36 4.17 4.26
19-Apr-21 5.45 4.86 4.75 06-Jul-21 4.12 4.17 4.35
20-Apr-21 5.14 4.76 4.75 07-Jul-21 3.93 4.25 4.25
22-Apr-21 5.12 4.86 4.72 08-Jul-21 4.02 4.15 4.24
23-Apr-21 5.45 5.07 4.86 09-Jul-21 4.10 4.15 4.27
26-Apr-21 5.46 5.08 4.87 12-Jul-21 4.51 4.22 4.30
27-Apr-21 5.15 5.04 4.85 13-Jul-21 4.19 4.27 4.31
28-Apr-21 5.16 5.11 4.87 14-Jul-21 4.10 4.26 4.30
29-Apr-21 5.51 5.13 4.92 15-Jul-21 4.11 4.13 4.23
30-Apr-21 6.00 5.38 5.17 16-Jul-21 4.02 4.15 4.27
03-May-21 9.14 6.47 5.77 19-Jul-21 4.01 4.04 4.24
04-May-21 8.69 6.47 5.67 20-Jul-21 3.93 4.14 4.23
05-May-21 6.41 5.76 5.23 22-Jul-21 3.79 4.01 4.21
06-May-21 5.84 5.38 5.07 23-Jul-21 3.63 3.95 4.12
07-May-21 5.37 5.32 5.17 26-Jul-21 3.87 3.95 4.11
10-May-21 5.97 5.53 5.37 27-Jul-21 3.79 3.90 4.13
11-May-21 5.55 5.72 5.45 28-Jul-21 3.79 3.84 4.10
12-May-21 6.13 5.86 5.53 29-Jul-21 3.55 3.88 4.07
14-May-21 6.05 5.89 5.56 30-Jul-21 3.55 3.82 4.01
17-May-21 6.64 5.98 5.69        
18-May-21 6.33 5.97 5.71        
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.