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Document - Table 215 : Forward Premia (Inter-Bank) (Monthly Average) () or PDF - Table 215 : Forward Premia (Inter-Bank) (Monthly Average) ()
Date : Oct 01, 2007
Table 215 : 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

Jul

2.70

3.13

3.63

Sep

-

2.45

2.64

Aug

5.07

5.19

5.50

Oct

-

4.37

4.67

Sep

6.90

6.82

6.63

Nov

-

3.30

4.43

Oct

4.23

5.08

5.52

Dec

-

3.54

4.41

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

Apr

5.67

6.06

6.74

May

-

6.30

6.68

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

 

(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

Apr

-0.97

-0.36

-0.11

Jan

4.24

4.24

4.32

May

-2.11

-1.33

-0.69

Feb

3.60

4.15

4.33

Jun

1.46

0.93

0.69

Mar

4.34

4.44

4.55

Jul

2.71

2.25

1.86

Apr

3.95

4.51

4.84

Aug

3.07

2.85

2.60

May

5.02

4.95

5.06

Sep

2.50

2.20

1.88

Jun

4.43

4.82

4.95

Oct

3.05

2.87

2.50

Jul

4.22

4.50

4.73

Nov

2.48

2.16

1.90

Aug

4.19

4.52

4.71

Dec

2.51

2.03

1.72

Sep

5.57

5.60

5.50

2005

Oct

5.91

6.02

6.03

Jan

2.87

2.50

2.08

Nov

5.72

6.16

6.21

Feb

1.93

1.99

1.76

Dec

6.44

6.34

6.36

Mar

2.28

1.82

1.62

Apr

2.11

1.96

1.76

2002

May

1.64

1.57

1.47

Jan

5.70

6.00

5.99

June

1.54

1.40

1.31

Feb

5.05

5.49

5.46

Jul

1.72

1.56

1.41

Mar

6.91

6.46

5.93

Aug

0.49

0.69

0.79

Apr

5.84

6.12

6.06

Sep

0.62

0.62

0.63

May

6.04

6.23

6.19

Oct

0.88

0.69

0.60

Jun

4.74

5.37

5.54

Nov

1.03

0.67

0.53

Jul

4.08

4.40

4.56

Dec

2.20

1.51

1.07

Aug

4.00

4.09

4.31

Sep

3.87

3.94

4.04

2006

Oct

3.71

3.81

3.90

Jan

3.25

2.60

1.90

Nov

3.34

3.66

3.87

Feb

2.94

2.85

2.19

Dec

3.21

3.32

3.66

Mar

3.79

3.11

2.43

Apr

1.42

1.31

1.29

2003

May

0.86

0.87

0.97

Jan

3.45

3.42

3.41

Jun

0.52

0.73

0.98

Feb

3.07

3.55

3.55

Jul

0.68

0.83

1.04

Mar

3.81

3.60

3.50

Aug

1.19

1.22

1.26

Apr

1.71

2.08

2.24

Sept

1.27

1.31

1.29

May

1.09

1.10

1.03

Oct

1.90

1.67

1.56

Jun

2.91

2.76

2.15

Nov

2.21

2.07

1.94

Jul

2.79

2.65

2.29

Dec

4.11

3.20

2.94

Aug

3.28

2.25

1.90

Sep

1.25

0.92

1.06

2007

Oct

-0.67

0.02

0.30

Jan

4.53

4.22

3.56

Nov

-0.84

-0.11

0.21

Feb

3.32

3.71

3.30

Dec

-0.46

-0.30

0.04

Mar

6.99

4.51

3.80

Apr

8.13

6.91

5.93

2004

May

4.26

4.58

4.48

Jan

0.73

0.50

0.41

Jun

2.10

2.59

2.79

Feb

0.52

0.51

0.49

July

0.12

1.12

1.65

Mar

1.00

0.62

0.51

Aug

1.69

1.59

1.60

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