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PDF - Table 183 : Forward Premia (Inter-Bank) (Monthly Average) ()
Date : Jan 08, 2002
Table 183 : 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

    

1998

   

Mar

.

10.74

10.13

 

Jan

21.05

15.82

12.79

Apr

.

9.43

9.40

 

Feb

12.70

15.85

14.57

May

.

7.76

7.99

 

Mar

8.81

9.10

9.58

Jun

.

6.65

6.94

 

Apr

3.67

5.31

6.91

Jul

.

5.46

4.70

 

May

6.49

7.37

8.20

Aug

.

2.55

2.70

 

Jun

9.59

10.23

10.10

Sept

.

2.45

2.64

 

Jul

5.84

7.34

8.21

Oct

.

4.37

4.67

 

Aug

9.58

8.87

9.16

Nov

.

3.30

4.43

 

Sept

7.42

7.95

8.47

Dec

.

3.54

4.41

 

Oct

5.55

6.80

7.71

1994

    

Nov

4.33

6.24

7.39

Jan

.

1.31

1.75

 

Dec

4.96

6.10

7.45

Feb

.

0.23

0.78

 

1999

   

Mar

.

0.86

1.44

 

Jan

5.08

5.93

6.65

Apr

.

1.65

2.16

 

Feb

5.57

6.69

6.97

May

.

2.13

2.90

 

Mar

6.98

6.99

7.06

Jun

.

2.33

2.96

 

Apr

5.67

6.06

6.74

Jul

.

2.38

2.68

 

May

4.70

5.09

5.54

Aug

.

1.35

1.76

 

Jun

4.54

4.99

5.23

Sept

.

1.95

2.25

 

Jul

3.99

4.27

4.58

Oct

.

2.79

3.22

 

Aug

4.68

4.54

4.83

Nov

.

3.12

3.37

 

Sept

5.33

5.22

5.47

Dec

.

4.26

4.17

 

Oct

5.76

5.47

5.57

1995

    

Nov

3.89

4.59

4.82

Jan

.

5.47

5.33

 

Dec

3.39

3.88

4.14

Feb

.

6.74

6.56

 

2000

   

Mar

.

6.89

6.75

 

Jan

3.11

3.27

3.41

Apr

.

7.52

7.74

 

Feb

3.31

3.04

2.86

May

.

6.30

6.68

 

Mar

4.56

3.83

3.40

Jun

5.58

5.90

6.19

 

Apr

2.18

2.59

2.76

Jul

5.10

5.39

5.89

 

May

2.16

2.29

2.51

Aug

2.27

3.44

4.74

 

Jun

3.70

3.32

3.17

Sept

3.35

3.99

5.06

 

Jul

3.70

3.69

3.69

Oct

11.96

10.05

9.30

 

Aug

6.13

5.10

4.67

Nov

21.70

17.21

15.63

 

Sept

5.16

5.19

4.92

Dec

14.69

14.42

14.34

 

Oct

4.20

4.40

4.32

1996

    

Nov

3.78

4.05

4.12

Jan

14.52

13.98

13.26

 

Dec

3.07

3.48

3.88

Feb

24.87

20.66

17.21

 

2001

   

Mar

35.01

27.06

23.43

 

Jan

4.24

4.24

4.32

Apr

15.03

15.57

16.18

 

Feb

3.60

4.15

4.33

May

11.71

14.00

15.13

 

Mar

4.34

4.44

4.55

Jun

8.82

11.44

12.78

 

Apr

3.95

4.51

4.84

Jul

4.70

7.34

9.25

 

May

5.02

4.95

5.06

Aug

6.75

8.83

10.17

 

Jun

4.43

4.82

4.95

Sep

7.33

8.95

10.15

 

Jul

4.22

4.50

4.73

Oct

4.60

6.58

7.85

 

Aug

4.19

4.52

4.71

Nov

5.34

6.98

7.88

 

Sept

5.57

5.60

5.50

Dec

7.00

7.56

7.73

     

1997

        

Jan

5.14

6.95

7.32

     

Feb

5.72

6.99

7.26

     

Mar

6.02

6.72

6.87

     

Apr

3.17

4.74

5.49

     

May

3.11

4.11

4.77

     

Jun

2.57

3.47

4.23

     

Jul

2.70

3.13

3.63

     

Aug

5.07

5.19

5.50

     

Sep

6.90

6.82

6.63

     

Oct

4.23

5.08

5.52

     

Nov

6.51

6.90

6.89

     

Dec

9.42

9.22

8.60