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Document - Table 219 : Daily Forward Premia (Inter-Bank) () or PDF - Table 219 : Daily Forward Premia (Inter-Bank) ()
Date : Sep 13, 2024
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
2023-24       2024-25      
26-Mar-24 0.86 1.01 1.22 18-Jun-24 1.29 1.15 1.32
27-Mar-24 1.01 1.10 1.30 19-Jun-24 1.29 1.20 1.32
28-Mar-24 1.01 1.15 1.32 20-Jun-24 1.29 1.15 1.32
2024-25       21-Jun-24 1.29 1.15 1.32
02-Apr-24 1.15 1.15 1.32 24-Jun-24 1.29 1.15 1.32
03-Apr-24 1.15 1.20 1.37 25-Jun-24 1.29 1.15 1.29
04-Apr-24 1.15 1.20 1.34 26-Jun-24 1.29 1.15 1.32
05-Apr-24 1.15 1.20 1.34 27-Jun-24 1.29 1.15 1.29
08-Apr-24 1.15 1.20 1.37 28-Jun-24 1.29 1.15 1.29
10-Apr-24 1.08 1.18 1.35 01-Jul-24 1.15 1.15 1.29
12-Apr-24 1.08 1.15 1.32 02-Jul-24 1.15 1.20 1.32
15-Apr-24 1.15 1.15 1.29 03-Jul-24 1.15 1.20 1.32
16-Apr-24 1.01 1.10 1.32 04-Jul-24 1.15 1.15 1.32
18-Apr-24 1.15 1.20 1.34 05-Jul-24 1.15 1.15 1.32
19-Apr-24 1.15 1.29 1.41 08-Jul-24 1.29 1.20 1.32
22-Apr-24 1.15 1.25 1.39 09-Jul-24 1.15 1.15 1.34
23-Apr-24 1.15 1.20 1.37 10-Jul-24 1.15 1.20 1.32
24-Apr-24 1.15 1.25 1.39 11-Jul-24 1.15 1.15 1.32
25-Apr-24 1.15 1.30 1.39 12-Jul-24 1.15 1.17 1.34
26-Apr-24 1.15 1.30 1.39 15-Jul-24 1.15 1.15 1.39
29-Apr-24 1.29 1.29 1.41 16-Jul-24 1.15 1.22 1.39
30-Apr-24 1.29 1.34 1.41 18-Jul-24 1.15 1.20 1.41
02-May-24 1.29 1.29 1.39 19-Jul-24 1.15 1.20 1.41
03-May-24 1.30 1.30 1.39 22-Jul-24 1.15 1.20 1.39
06-May-24 1.29 1.29 1.41 23-Jul-24 1.15 1.20 1.41
07-May-24 1.29 1.29 1.44 24-Jul-24 1.15 1.24 1.41
08-May-24 1.29 1.39 1.46 25-Jul-24 1.15 1.24 1.43
09-May-24 1.29 1.29 1.44 26-Jul-24 1.15 1.24 1.43
10-May-24 1.29 1.34 1.44 29-Jul-24 1.15 1.24 1.46
13-May-24 1.29 1.29 1.44 30-Jul-24 1.15 1.29 1.48
14-May-24 1.29 1.29 1.41 31-Jul-24 1.15 1.29 1.48
15-May-24 1.29 1.34 1.41 01-Aug-24 1.15 1.24 1.48
16-May-24 1.29 1.29 1.41 02-Aug-24 1.15 1.29 1.53
17-May-24 1.29 1.29 1.41 05-Aug-24 1.29 1.38 1.67
21-May-24 1.30 1.30 1.42 06-Aug-24 1.14 1.36 1.64
22-May-24 1.30 1.30 1.42 07-Aug-24 1.14 1.41 1.61
24-May-24 1.30 1.25 1.37 08-Aug-24 1.14 1.38 1.64
27-May-24 1.30 1.25 1.35 09-Aug-24 1.14 1.33 1.62
28-May-24 1.30 1.25 1.35 12-Aug-24 1.14 1.29 1.57
29-May-24 1.30 1.20 1.34 13-Aug-24 1.14 1.33 1.62
30-May-24 1.29 1.25 1.34 14-Aug-24 1.14 1.33 1.64
31-May-24 1.30 1.25 1.34 16-Aug-24 1.14 1.33 1.62
03-Jun-24 1.16 1.20 1.31 19-Aug-24 1.14 1.29 1.62
04-Jun-24 1.15 1.20 1.33 20-Aug-24 1.15 1.29 1.60
05-Jun-24 1.15 1.20 1.34 21-Aug-24 1.14 1.33 1.62
06-Jun-24 1.08 1.15 1.29 22-Aug-24 1.14 1.33 1.64
07-Jun-24 1.01 1.13 1.27 23-Aug-24 1.14 1.34 1.62
10-Jun-24 1.01 1.10 1.25 26-Aug-24 1.22 1.36 1.65
11-Jun-24 1.15 1.15 1.27 27-Aug-24 1.14 1.33 1.62
12-Jun-24 1.15 1.22 1.32 28-Aug-24 1.14 1.33 1.62
13-Jun-24 1.15 1.17 1.29 29-Aug-24 1.14 1.34 1.65
14-Jun-24 1.22 1.20 1.32 30-Aug-24 1.14 1.34 1.65
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.