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Document - Table 213 : Forward Premia (Inter-Bank) (Monthly Average) () or PDF - Table 213 : Forward Premia (Inter-Bank) (Monthly Average) ()
Date : Oct 08, 2008
Table 213 : Forward Premia (Inter-Bank) (Monthly Average)

(Monthly Average)

(Per cent per annum)

Year / Month

1-month

3-month

6-month

Year / Month

1-month

3-month

6-month

1

2

3

4

1

2

3

4

1993

 

 

 

1997

 

 

 

Mar

-

10.74

10.13

Jan

5.14

6.95

7.32

Apr

-

9.43

9.40

Feb

5.72

6.99

7.26

May

-

7.76

7.99

Mar

6.02

6.72

6.87

Jun

-

6.65

6.94

Apr

3.17

4.74

5.49

Jul

-

5.46

4.70

May

3.11

4.11

4.77

Aug

-

2.55

2.70

Jun

2.57

3.47

4.23

Sep

-

2.45

2.64

Jul

2.70

3.13

3.63

Oct

-

4.37

4.67

Aug

5.07

5.19

5.50

Nov

-

3.30

4.43

Sep

6.90

6.82

6.63

Dec

-

3.54

4.41

Oct

4.23

5.08

5.52

 

 

 

 

Nov

6.51

6.90

6.89

 

 

 

 

Dec

9.42

9.22

8.60

1994

 

 

 

 

 

 

 

Jan

-

1.31

1.75

 

 

 

 

 

 

 

 

1998

 

 

 

Feb

-

0.23

0.78

 

 

 

 

 

 

 

 

Jan

21.05

15.82

12.79

Mar

-

0.86

1.44

 

 

 

 

 

 

 

 

Feb

12.70

15.85

14.57

Apr

-

1.65

2.16

 

 

 

 

 

 

 

 

Mar

8.81

9.10

9.58

May

-

2.13

2.90

 

 

 

 

 

 

 

 

Apr

3.67

5.31

6.91

Jun

-

2.33

2.96

 

 

 

 

 

 

 

 

May

6.49

7.37

8.20

Jul

-

2.38

2.68

 

 

 

 

 

 

 

 

Jun

9.59

10.23

10.10

Aug

-

1.35

1.76

 

 

 

 

 

 

 

 

Jul

5.84

7.34

8.21

Sep

-

1.95

2.25

Aug

9.58

8.87

9.16

Oct

-

2.79

3.22

Sep

7.42

7.95

8.47

Nov

-

3.12

3.37

Oct

5.55

6.80

7.71

Dec

-

4.26

4.17

Nov

4.33

6.24

7.39

 

 

 

 

Dec

4.96

6.10

7.45

1995

 

 

 

 

 

 

 

Jan

-

5.47

5.33

1999

 

 

 

Feb

-

6.74

6.56

Jan

5.08

5.93

6.65

Mar

-

6.89

6.75

Feb

5.57

6.69

6.97

Apr

-

7.52

7.74

Mar

6.98

6.99

7.06

May

-

6.30

6.68

Apr

5.67

6.06

6.74

 

 

 

 

May

4.70

5.09

5.54

Jun

5.58

5.90

6.19

 

 

 

 

 

 

 

 

Jun

4.54

4.99

5.23

Jul

5.10

5.39

5.89

 

 

 

 

 

 

 

 

Jul

3.99

4.27

4.58

Aug

2.27

3.44

4.74

 

 

 

 

 

 

 

 

Aug

4.68

4.54

4.83

Sep

3.35

3.99

5.06

 

 

 

 

 

 

 

 

Sep

5.33

5.22

5.47

Oct

11.96

10.05

9.30

 

 

 

 

 

 

 

 

Oct

5.76

5.47

5.57

Nov

21.70

17.21

15.63

 

 

 

 

 

 

 

 

Nov

3.89

4.59

4.82

Dec

14.69

14.42

14.34

 

 

 

 

 

 

 

 

Dec

3.39

3.88

4.14

1996

 

 

 

 

 

 

 

 

 

 

 

2000

 

 

 

Jan

14.52

13.98

13.26

 

 

 

 

 

 

 

 

Jan

3.11

3.27

3.41

Feb

24.87

20.66

17.21

 

 

 

 

 

 

 

 

Feb

3.31

3.04

2.86

Mar

35.01

27.06

23.43

Mar

4.56

3.83

3.40

Apr

15.03

15.57

16.18

Apr

2.18

2.59

2.76

May

11.71

14.00

15.13

May

2.16

2.29

2.51

Jun

8.82

11.44

12.78

Jun

3.70

3.32

3.17

Jul

4.70

7.34

9.25

Jul

3.70

3.69

3.69

Aug

6.75

8.83

10.17

Aug

6.13

5.10

4.67

Sep

7.33

8.95

10.15

Sep

5.16

5.19

4.92

Oct

4.60

6.58

7.85

Oct

4.20

4.40

4.32

Nov

5.34

6.98

7.88

Nov

3.78

4.05

4.12

Dec

7.00

7.56

7.73

Dec

3.07

3.48

3.88


TABLE 213 : FORWARD PREMIA (INTER-BANK)

(Monthly Average) (Concld.)

(Per cent per annum)

Year / Month

1-month

3-month

6-month

Year / Month

1-month

3-month

6-month

1

2

3

4

1

2

3

4

2001

 

 

 

Nov

2.48

2.16

1.90

Jan

4.24

4.24

4.32

Dec

2.51

2.03

1.72

Feb

3.60

4.15

4.33

 

 

 

 

Mar

4.34

4.44

4.55

2005

 

 

 

Apr

3.95

4.51

4.84

Jan

2.87

2.50

2.08

May

5.02

4.95

5.06

Feb

1.93

1.99

1.76

Jun

4.43

4.82

4.95

Mar

2.28

1.82

1.62

Jul

4.22

4.50

4.73

Apr

2.11

1.96

1.76

Aug

4.19

4.52

4.71

May

1.64

1.57

1.47

Sep

5.57

5.60

5.50

June

1.54

1.40

1.31

Oct

5.91

6.02

6.03

Jul

1.72

1.56

1.41

Nov

5.72

6.16

6.21

Aug

0.49

0.69

0.79

Dec

6.44

6.34

6.36

Sep

0.62

0.62

0.63

 

 

 

 

Oct

0.88

0.69

0.60

2002

 

 

 

Nov

1.03

0.67

0.53

Jan

5.70

6.00

5.99

Dec

2.20

1.51

1.07

Feb

5.05

5.49

5.46

 

 

 

 

Mar

6.91

6.46

5.93

2006

 

 

 

Apr

5.84

6.12

6.06

Jan

3.25

2.60

1.90

 

 

 

 

Feb

2.94

2.85

2.19

May

6.04

6.23

6.19

 

 

 

 

 

 

 

 

Mar

3.79

3.11

2.43

Jun

4.74

5.37

5.54

 

 

 

 

 

 

 

 

Apr

1.42

1.31

1.29

Jul

4.08

4.40

4.56

 

 

 

 

 

 

 

 

May

0.86

0.87

0.97

Aug

4.00

4.09

4.31

 

 

 

 

 

 

 

 

Jun

0.52

0.73

0.98

Sep

3.87

3.94

4.04

 

 

 

 

 

 

 

 

Jul

0.68

0.83

1.04

Oct

3.71

3.81

3.90

 

 

 

 

 

 

 

 

Aug

1.19

1.22

1.26

Nov

3.34

3.66

3.87

 

 

 

 

 

 

 

 

Sept

1.27

1.31

1.29

Dec

3.21

3.32

3.66

 

 

 

 

 

 

 

 

Oct

1.90

1.67

1.56

 

 

 

 

Nov

2.21

2.07

1.94

2003

 

 

 

 

 

 

 

 

 

 

 

Dec

4.11

3.20

2.94

Jan

3.45

3.42

3.41

 

 

 

 

Feb

3.07

3.55

3.55

 

 

 

 

 

 

 

 

2007

 

 

 

Mar

3.81

3.60

3.50

 

 

 

 

 

 

 

 

Jan

4.53

4.22

3.56

Apr

1.71

2.08

2.24

 

 

 

 

 

 

 

 

Feb

3.32

3.71

3.30

May

1.09

1.10

1.03

 

 

 

 

 

 

 

 

Mar

6.99

4.51

3.80

Jun

2.91

2.76

2.15

 

 

 

 

 

 

 

 

Apr

8.13

6.91

5.93

Jul

2.79

2.65

2.29

 

 

 

 

 

 

 

 

May

4.26

4.58

4.48

Aug

3.28

2.25

1.90

Jun

2.10

2.59

2.79

Sep

1.25

0.92

1.06

July

0.12

1.12

1.65

Oct

-0.67

0.02

0.30

Aug

1.69

1.59

1.60

Nov

-0.84

-0.11

0.21

Sep

1.75

1.45

1.37

Dec

-0.46

-0.30

0.04

Oct

1.14

1.12

1.25

2004

 

 

 

Dec

2.45

1.64

1.70

Jan

0.73

0.50

0.41

 

 

 

 

Feb

0.52

0.51

0.49

2008

 

 

 

Mar

1.00

0.62

0.51

Jan

2.34

2.07

1.88

Apr

-0.97

-0.36

-0.11

Feb

-1.40

0.24

0.68

May

-2.11

-1.33

-0.69

Mar

1.40

0.24

0.68

Jun

1.46

0.93

0.69

Apr

1.79

1.25

1.19

Jul

2.71

2.25

1.86

May

3.29

2.45

1.85

Aug

3.07

2.85

2.60

Jun

4.47

3.78

3.22

Sep

2.50

2.20

1.88

Jul

7.54

6.04

4.90

Oct

3.05

2.87

2.50

Aug

5.48

4.71

3.84

Note :
Market-based exchange rate system was introduced from March 1, 1993.