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PDF - Table 180 : Forward Premia (Inter-Bank) ()
Date : Jan 19, 2001
Table 180 : Forward Premia (Inter-Bank)

(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

1994

    

Nov

6.51

6.90

6.89

Jan

 

1.31

1.75

 

Dec

9.42

9.22

8.60

Feb

 

0.23

0.78

 

1998

   

Mar

 

0.86

1.44

 

Jan

21.05

15.82

12.79

Apr

 

1.65

2.16

 

Feb

12.70

15.85

14.57

May

 

2.13

2.90

 

Mar

8.81

9.10

9.58

Jun

 

2.33

2.96

 

Apr

3.67

5.31

6.91

Jul

 

2.38

2.68

 

May

6.49

7.37

8.20

Aug

 

1.35

1.76

 

Jun

9.59

10.23

10.10

Sep

 

1.95

2.25

 

Jul

5.84

7.34

8.21

Oct

 

2.79

3.22

 

Aug

9.58

8.87

9.16

Nov

 

3.12

3.37

 

Sep

7.42

7.95

8.47

Dec

 

4.26

4.17

 

Oct

5.55

6.80

7.71

1995

    

Nov

4.33

6.24

7.39

Jan

 

5.47

5.33

 

Dec

4.96

6.10

7.45

Feb

 

6.74

6.56

 

1999

   

Mar

 

6.89

6.75

 

Jan

5.08

5.93

6.65

Apr

 

7.52

7.74

 

Feb

5.57

6.69

6.97

May

 

6.30

6.68

 

Mar

6.98

6.99

7.06

Jun

5.58

5.90

6.19

 

Apr

5.67

6.06

6.74

Jul

5.10

5.39

5.89

 

May

4.70

5.09

5.54

Aug

2.27

3.44

4.74

 

Jun

4.54

4.99

5.23

Sep

3.35

3.99

5.06

 

Jul

3.99

4.27

4.58

Oct

11.96

10.05

9.30

 

Aug

4.68

4.54

4.83

Nov

21.70

17.21

15.63

 

Sep

5.33

5.22

5.47

Dec

14.69

14.42

14.34

 

Oct

5.76

5.47

5.57

1996

    

Nov

3.89

4.59

4.82

Jan

14.52

13.98

13.26

 

Dec

3.39

3.88

4.14

Feb

24.87

20.66

17.21

 

2000

   

Mar

35.01

27.06

23.43

 

Jan

3.11

3.27

3.41

Apr

15.03

15.57

16.18

 

Feb

3.31

3.04

2.86

May

11.71

14.00

15.13

 

Mar

4.56

3.83

3.40

Jun

8.82

11.44

12.78

 

Apr

2.18

2.59

2.76

Jul

4.70

7.34

9.25

 

May

2.16

2.29

2.51

Aug

6.75

8.83

10.17

 

Jun

3.70

3.32

3.17

Sep

7.33

8.95

10.15

 

Jul

3.70

3.69

3.69

Oct

4.60

6.58

7.85

 

Aug

6.13

5.10

4.67

Nov

5.34

6.98

7.88

 

Sep

5.16

5.19

4.92

Dec

7.00

7.56

7.73

 

Oct

4.20

4.40

4.32

 
 
 
 
 

Nov


3.78


4.05


4.12