Publications

PDF - Table 191 : Forward Premia ( Inter-Bank) ()
Date : Jun 07, 2003
Table 191 : 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

        

Mar

.

10.74

10.13

 

Mar

8.81

9.1

9.58

Apr

.

9.43

9.4

 

Apr

3.67

5.31

6.91

May

.

7.76

7.99

 

May

6.49

7.37

8.2

Jun

.

6.65

6.94

 

Jun

9.59

10.23

10.1

Jul

.

5.46

4.7

 

Jul

5.84

7.34

8.21

Aug

.

2.55

2.7

 

Aug

9.58

8.87

9.16

Sep

.

2.45

2.64

 

Sep

7.42

7.95

8.47

Oct

.

4.37

4.67

 

Oct

5.55

6.8

7.71

Nov

.

3.3

4.43

 

Nov

4.33

6.24

7.39

Dec

.

3.54

4.41

 

Dec

4.96

6.1

7.45

1994

    

1999

   

Jan

.

1.31

1.75

 

Jan

5.08

5.93

6.65

Feb

.

0.23

0.78

 

Feb

5.57

6.69

6.97

Mar

.

0.86

1.44

 

Mar

6.98

6.99

7.06

Apr

.

1.65

2.16

 

Apr

5.67

6.06

6.74

May

.

2.13

2.9

 

May

4.7

5.09

5.54

Jun

.

2.33

2.96

 

Jun

4.54

4.99

5.23

Jul

.

2.38

2.68

 

Jul

3.99

4.27

4.58

Aug

.

1.35

1.76

 

Aug

4.68

4.54

4.83

Sep

.

1.95

2.25

 

Sep

5.33

5.22

5.47

Oct

.

2.79

3.22

 

Oct

5.76

5.47

5.57

Nov

.

3.12

3.37

 

Nov

3.89

4.59

4.82

Dec

.

4.26

4.17

 

Dec

3.39

3.88

4.14

1995

    

2000

   

Jan

.

5.47

5.33

 

Jan

3.11

3.27

3.41

Feb

.

6.74

6.56

 

Feb

3.31

3.04

2.86

Mar

.

6.89

6.75

 

Mar

4.56

3.83

3.4

Apr

.

7.52

7.74

 

Apr

2.18

2.59

2.76

May

.

6.3

6.68

 

May

2.16

2.29

2.51

Jun

5.58

5.9

6.19

 

Jun

3.7

3.32

3.17

Jul

5.1

5.39

5.89

 

Jul

3.7

3.69

3.69

Aug

2.27

3.44

4.74

 

Aug

6.13

5.1

4.67

Sep

3.35

3.99

5.06

 

Sep

5.16

5.19

4.92

Oct

11.96

10.05

9.3

 

Oct

4.2

4.4

4.32

Nov

21.7

17.21

15.63

 

Nov

3.78

4.05

4.12

Dec

14.69

14.42

14.34

 

Dec

3.07

3.48

3.88

1996

    

2001

   

Jan

14.52

13.98

13.26

 

Jan

4.24

4.24

4.32

Feb

24.87

20.66

17.21

 

Feb

3.6

4.15

4.33

Mar

35.01

27.06

23.43

 

Mar

4.34

4.44

4.55

Apr

15.03

15.57

16.18

 

Apr

3.95

4.51

4.84

May

11.71

14

15.13

 

May

5.02

4.95

5.06

Jun

8.82

11.44

12.78

 

Jun

4.43

4.82

4.95

Jul

4.7

7.34

9.25

 

Jul

4.22

4.5

4.73

Aug

6.75

8.83

10.17

 

Aug

4.19

4.52

4.71

Sep

7.33

8.95

10.15

 

Sep

5.57

5.6

5.5

Oct

4.6

6.58

7.85

 

Oct

5.91

6.02

6.03

Nov

5.34

6.98

7.88

 

Nov

5.72

6.16

6.21

Dec

7

7.56

7.73

 

Dec

6.44

6.34

6.36

1997

    

2002

   

Jan

5.14

6.95

7.32

 

Jan

5.7

6

5.99

Feb

5.72

6.99

7.26

 

Feb

5.05

5.49

5.46

Mar

6.02

6.72

6.87

 

Mar

6.91

6.46

5.93

Apr

3.17

4.74

5.49

 

Apr

5.84

6.12

6.06

May

3.11

4.11

4.77

 

May

6.04

6.23

6.19

Jun

2.57

3.47

4.23

 

Jun

4.74

5.37

5.54

Jul

2.7

3.13

3.63

 

Jul

4.08

4.4

4.56

Aug

5.07

5.19

5.5

 

Aug

4

4.09

4.31

Sep

6.9

6.82

6.63

 

Sep

3.87

3.94

4.04

Oct

4.23

5.08

5.52

 

Oct

3.71

3.81

3.9

Nov

6.51

6.9

6.89

 

Nov

3.34

3.66

3.87

Dec

9.42

9.22

8.6

 

Dec

3.21

3.32

3.66

1998

    

2003

   

Jan

21.05

15.82

12.79

 

Jan

3.45

3.42

3.41

Feb

12.7

15.85

14.57

 

Feb

3.07

3.55

3.55

Mar

3.81

3.06

3.5