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Date : Sep 15, 2023

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 2022-23       2023-24       24-Mar-23 2.92 2.43 2.40 15-Jun-23 1.24 1.34 1.41 27-Mar-23 2.77 2.38 2.38 16-Jun-23 1.25 1.42 1.49 28-Mar-23 2.41 2.24 2.29 19-Jun-23 1.24 1.39 1.46 29-Mar-23 2.19 2.19 2.28 20-Jun-23 1.32 1.34 1.46 31-Mar-23 2.41 2.19 2.31 21-Jun-23 1.17 1.34 1.46 2023-24       22-Jun-23 1.17 1.37 1.51 03-Apr-23 2.33 2.23 2.33 23-Jun-23 1.17 1.37 1.50 05-Apr-23 2.19 2.31 2.41 26-Jun-23 1.32 1.37 1.51 06-Apr-23 2.05 2.20 2.32 27-Jun-23 1.32 1.37 1.49 10-Apr-23 2.05 2.15 2.25 28-Jun-23 1.32 1.37 1.46 11-Apr-23 2.12 2.10 2.19 30-Jun-23 1.39 1.32 1.38 12-Apr-23 1.90 2.05 2.14 03-Jul-23 1.32 1.32 1.39 13-Apr-23 1.76 1.95 2.12 04-Jul-23 1.32 1.32 1.39 17-Apr-23 1.76 1.93 2.07 05-Jul-23 1.31 1.36 1.39 18-Apr-23 1.90 1.90 2.06 06-Jul-23 1.31 1.26 1.36 19-Apr-23 1.83 1.85 2.00 07-Jul-23 1.31 1.31 1.34 20-Apr-23 1.75 1.90 2.04 10-Jul-23 1.45 1.31 1.38 21-Apr-23 1.75 1.92 2.04 11-Jul-23 1.38 1.36 1.44 24-Apr-23 1.76 1.90 2.04 12-Jul-23 1.31 1.34 1.41 25-Apr-23 1.90 1.88 2.03 13-Jul-23 1.32 1.36 1.49 26-Apr-23 1.90 1.93 2.08 14-Jul-23 1.32 1.34 1.45 27-Apr-23 1.76 1.91 2.06 17-Jul-23 1.39 1.31 1.42 28-Apr-23 1.91 1.86 2.01 18-Jul-23 1.32 1.32 1.45 02-May-23 1.76 1.81 1.91 19-Jul-23 1.32 1.34 1.43 03-May-23 1.76 1.86 1.94 20-Jul-23 1.32 1.32 1.39 04-May-23 1.76 1.81 1.97 21-Jul-23 1.32 1.27 1.37 08-May-23 1.76 1.76 1.86 24-Jul-23 1.32 1.27 1.40 09-May-23 1.76 1.76 1.88 25-Jul-23 1.32 1.30 1.42 10-May-23 1.68 1.80 1.85 26-Jul-23 1.24 1.32 1.38 11-May-23 1.68 1.76 1.85 27-Jul-23 1.17 1.22 1.34 12-May-23 1.61 1.70 1.80 28-Jul-23 1.17 1.22 1.33 15-May-23 1.75 1.60 1.73 31-Jul-23 1.31 1.22 1.31 16-May-23 1.68 1.63 1.79 01-Aug-23 1.17 1.17 1.28 17-May-23 1.53 1.60 1.72 02-Aug-23 1.16 1.21 1.26 18-May-23 1.38 1.50 1.67 03-Aug-23 1.16 1.18 1.28 19-May-23 1.45 1.52 1.67 04-Aug-23 1.16 1.21 1.29 22-May-23 1.52 1.55 1.67 07-Aug-23 1.23 1.21 1.31 23-May-23 1.45 1.55 1.69 08-Aug-23 1.23 1.26 1.35 24-May-23 1.45 1.60 1.72 09-Aug-23 1.23 1.28 1.35 25-May-23 1.52 1.60 1.69 10-Aug-23 1.23 1.28 1.32 26-May-23 1.45 1.55 1.62 11-Aug-23 1.30 1.30 1.35 29-May-23 1.31 1.45 1.53 14-Aug-23 1.30 1.30 1.33 30-May-23 1.45 1.45 1.52 17-Aug-23 1.44 1.40 1.42 31-May-23 1.31 1.45 1.50 18-Aug-23 1.44 1.40 1.42 01-Jun-23 1.31 1.46 1.46 21-Aug-23 1.44 1.40 1.42 02-Jun-23 1.38 1.46 1.48 22-Aug-23 1.44 1.40 1.43 05-Jun-23 1.31 1.40 1.45 23-Aug-23 1.37 1.40 1.40 06-Jun-23 1.38 1.40 1.45 24-Aug-23 1.38 1.38 1.43 07-Jun-23 1.31 1.41 1.47 25-Aug-23 1.31 1.38 1.40 08-Jun-23 1.31 1.36 1.44 28-Aug-23 1.23 1.36 1.38 09-Jun-23 1.31 1.36 1.46 29-Aug-23 1.31 1.33 1.38 12-Jun-23 1.31 1.36 1.42 30-Aug-23 1.45 1.35 1.39 13-Jun-23 1.31 1.31 1.41 31-Aug-23 1.31 1.38 1.43 14-Jun-23 1.24 1.36 1.45         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.