(Per cent per annum)
Date
1-month
3-month
6-month
1
2
3
4
2010-11
05-Apr-10
3.09
3.22
3.17
22-Jun-10
4.30
3.82
3.56
06-Apr-10
3.37
3.24
3.19
23-Jun-10
4.53
4.15
3.76
07-Apr-10
3.38
3.29
3.33
24-Jun-10
4.54
3.98
3.50
08-Apr-10
3.36
3.40
25-Jun-10
4.51
4.21
3.39
09-Apr-10
3.52
28-Jun-10
4.55
4.16
3.77
12-Apr-10
3.65
3.47
29-Jun-10
4.77
3.70
13-Apr-10
3.63
3.59
30-Jun-10
3.67
15-Apr-10
3.61
02-Jul-10
4.76
4.11
3.51
16-Apr-10
3.64
3.60
05-Jul-10
5.53
3.86
19-Apr-10
06-Jul-10
5.38
4.62
3.89
20-Apr-10
3.90
3.54
07-Jul-10
5.23
4.63
3.78
21-Apr-10
3.42
08-Jul-10
5.12
22-Apr-10
3.28
09-Jul-10
5.01
3.94
23-Apr-10
3.41
12-Jul-10
5.39
26-Apr-10
3.43
13-Jul-10
5.24
4.52
3.96
27-Apr-10
3.10
14-Jul-10
5.02
3.95
28-Apr-10
3.23
3.32
3.18
15-Jul-10
5.13
29-Apr-10
16-Jul-10
5.00
4.06
30-Apr-10
19-Jul-10
5.10
4.50
03-May-10
3.25
20-Jul-10
4.59
4.12
04-May-10
3.46
21-Jul-10
5.21
4.99
4.32
05-May-10
3.48
3.30
3.03
22-Jul-10
5.20
4.73
4.23
06-May-10
2.82
2.64
23-Jul-10
5.36
4.85
07-May-10
3.16
2.81
2.63
26-Jul-10
5.51
4.82
4.25
10-May-10
2.98
2.85
27-Jul-10
5.05
11-May-10
3.06
2.75
2.61
28-Jul-10
5.41
5.07
4.68
12-May-10
3.31
2.96
2.74
29-Jul-10
5.40
13-May-10
2.89
2.76
30-Jul-10
5.94
4.91
14-May-10
2.93
2.57
2.44
02-Aug-10
6.49
5.59
4.98
17-May-10
3.15
2.71
2.45
03-Aug-10
5.97
5.54
18-May-10
2.72
2.59
04-Aug-10
5.71
4.89
19-May-10
2.26
2.09
05-Aug-10
5.58
5.45
5.06
20-May-10
2.95
2.31
2.01
06-Aug-10
6.00
21-May-10
2.39
09-Aug-10
5.99
5.56
5.08
24-May-10
3.73
2.70
2.23
10-Aug-10
5.83
5.14
25-May-10
4.56
11-Aug-10
26-May-10
3.91
2.94
2.40
12-Aug-10
5.37
5.28
28-May-10
3.74
3.01
2.49
13-Aug-10
31-May-10
4.00
2.84
16-Aug-10
5.77
4.49
01-Jun-10
3.26
17-Aug-10
5.48
02-Jun-10
4.70
18-Aug-10
5.66
5.32
03-Jun-10
4.39
3.44
2.79
20-Aug-10
5.67
04-Jun-10
2.83
23-Aug-10
6.05
5.49
07-Jun-10
4.44
3.34
24-Aug-10
4.87
08-Jun-10
3.49
25-Aug-10
5.63
09-Jun-10
4.60
3.58
26-Aug-10
5.26
5.30
4.79
10-Jun-10
4.34
3.07
27-Aug-10
4.69
11-Jun-10
3.08
30-Aug-10
5.25
14-Jun-10
3.99
3.05
31-Aug-10
5.86
5.27
4.72
15-Jun-10
01-Sep-10
4.86
16-Jun-10
4.27
3.71
02-Sep-10
5.52
4.92
17-Jun-10
4.26
03-Sep-10
4.93
18-Jun-10
3.81
06-Sep-10
5.55
5.42
21-Jun-10
07-Sep-10
6.04
5.35
(Continued)
TABLE 221 : DAILY FORWARD PREMIA (INTER-BANK) (Contd.)
08-Sep-10
30-Nov-10
6.78
5.91
09-Sep-10
01-Dec-10
6.70
5.95
5.43
13-Sep-10
5.70
02-Dec-10
6.74
6.35
5.82
14-Sep-10
6.08
5.09
03-Dec-10
6.92
6.48
15-Sep-10
5.61
06-Dec-10
7.49
6.60
6.33
16-Sep-10
5.96
5.79
07-Dec-10
6.51
17-Sep-10
5.87
5.74
5.31
08-Dec-10
7.18
6.65
6.38
20-Sep-10
09-Dec-10
7.17
6.82
21-Sep-10
6.30
5.69
5.34
10-Dec-10
7.43
6.81
6.41
22-Sep-10
6.06
13-Dec-10
7.96
6.45
23-Sep-10
14-Dec-10
7.73
6.84
24-Sep-10
6.32
6.24
6.02
15-Dec-10
7.02
6.80
27-Sep-10
6.53
16-Dec-10
6.87
6.12
28-Sep-10
6.91
6.07
20-Dec-10
7.14
6.13
29-Sep-10
6.95
5.92
21-Dec-10
7.16
01-Oct-10
7.52
6.36
22-Dec-10
6.56
04-Oct-10
7.44
6.67
6.31
23-Dec-10
6.93
6.66
6.44
05-Oct-10
6.98
24-Dec-10
6.77
6.54
06-Oct-10
6.37
27-Dec-10
07-Oct-10
6.59
28-Dec-10
6.64
08-Oct-10
6.62
6.26
29-Dec-10
6.43
11-Oct-10
7.04
6.23
30-Dec-10
6.55
12-Oct-10
6.71
31-Dec-10
6.69
13-Oct-10
6.25
03-Jan-11
7.39
6.76
14-Oct-10
7.74
7.11
6.75
04-Jan-11
15-Oct-10
8.18
6.72
05-Jan-11
6.46
6.19
18-Oct-10
8.68
7.05
06-Jan-11
19-Oct-10
8.37
7.20
6.61
07-Jan-11
6.39
20-Oct-10
9.21
7.68
10-Jan-11
7.26
21-Oct-10
7.98
6.90
11-Jan-11
6.88
6.58
22-Oct-10
7.83
12-Jan-11
25-Oct-10
8.39
7.12
13-Jan-11
26-Oct-10
8.91
7.38
14-Jan-11
6.27
27-Oct-10
10.38
8.00
17-Jan-11
7.37
28-Oct-10
8.77
7.46
6.83
18-Jan-11
7.25
6.85
29-Oct-10
7.81
6.47
19-Jan-11
01-Nov-10
20-Jan-11
02-Nov-10
7.29
6.57
6.21
21-Jan-11
03-Nov-10
24-Jan-11
04-Nov-10
6.68
25-Jan-11
08-Nov-10
27-Jan-11
09-Nov-10
7.97
7.21
28-Jan-11
6.34
10-Nov-10
8.25
31-Jan-11
11-Nov-10
7.86
7.23
01-Feb-11
6.29
12-Nov-10
02-Feb-11
6.18
6.40
15-Nov-10
7.71
5.85
03-Feb-11
16-Nov-10
5.75
04-Feb-11
0.00
18-Nov-10
6.86
6.42
5.90
07-Feb-11
19-Nov-10
6.89
5.88
08-Feb-11
22-Nov-10
09-Feb-11
6.22
23-Nov-10
10-Feb-11
6.14
24-Nov-10
5.17
11-Feb-11
6.16
25-Nov-10
14-Feb-11
5.80
26-Nov-10
5.33
15-Feb-11
29-Nov-10
7.33
17-Feb-11
6.52
18-Feb-11
12-May-11
6.97
6.79
21-Feb-11
13-May-11
7.75
22-Feb-11
16-May-11
23-Feb-11
18-May-11
24-Feb-11
7.41
19-May-11
25-Feb-11
8.20
6.96
20-May-11
28-Feb-11
7.70
23-May-11
6.10
01-Mar-11
24-May-11
03-Mar-11
6.94
25-May-11
04-Mar-11
7.07
26-May-11
6.09
07-Mar-11
27-May-11
08-Mar-11
30-May-11
09-Mar-11
31-May-11
10-Mar-11
8.11
01-Jun-11
11-Mar-11
02-Jun-11
6.50
14-Mar-11
8.50
03-Jun-11
15-Mar-11
8.48
06-Jun-11
16-Mar-11
9.03
7.88
7.13
07-Jun-11
7.24
17-Mar-11
8.49
08-Jun-11
6.99
18-Mar-11
9.18
7.45
7.01
09-Jun-11
21-Mar-11
8.79
10-Jun-11
22-Mar-11
8.54
7.47
13-Jun-11
23-Mar-11
7.30
14-Jun-11
24-Mar-11
8.58
7.28
15-Jun-11
25-Mar-11
8.60
16-Jun-11
28-Mar-11
8.31
7.77
7.32
17-Jun-11
29-Mar-11
8.06
7.61
20-Jun-11
30-Mar-11
7.10
21-Jun-11
31-Mar-11
22-Jun-11
2011-12
23-Jun-11
6.28
05-Apr-11
7.56
7.06
24-Jun-11
06-Apr-11
27-Jun-11
07-Apr-11
28-Jun-11
08-Apr-11
7.36
7.31
29-Jun-11
11-Apr-11
7.42
30-Jun-11
13-Apr-11
7.15
04-Jul-11
15-Apr-11
7.55
7.50
05-Jul-11
18-Apr-11
7.59
06-Jul-11
19-Apr-11
7.48
07-Jul-11
20-Apr-11
7.66
7.62
08-Jul-11
6.63
21-Apr-11
7.67
7.63
11-Jul-11
25-Apr-11
7.51
12-Jul-11
26-Apr-11
8.07
7.54
7.40
13-Jul-11
6.73
27-Apr-11
7.34
14-Jul-11
6.15
28-Apr-11
15-Jul-11
29-Apr-11
7.57
18-Jul-11
7.27
6.01
02-May-11
19-Jul-11
03-May-11
7.58
7.53
20-Jul-11
04-May-11
21-Jul-11
6.17
05-May-11
7.00
7.09
22-Jul-11
06-May-11
25-Jul-11
09-May-11
7.79
26-Jul-11
10-May-11
27-Jul-11
11-May-11
28-Jul-11
29-Jul-11