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Document - Table 221 : Daily Forward Premia (Inter-Bank) () or PDF - Table 221 : Daily Forward Premia (Inter-Bank) ()
Date : Sep 16, 2013
Table 221 : Daily Forward Premia (Inter-Bank)

(Per cent per annum)

Date

1-month

3-month

6-month

Date

1-month

3-month

6-month

1

2

3

4

1

2

3

4

2012-13

      

2013-14

      

01-Mar-13

8.48

7.89

7.34

21-May-13

7.41

6.72

6.50

04-Mar-13

8.72

7.77

7.19

22-May-13

7.35

6.92

6.38

05-Mar-13

8.56

7.76

7.25

23-May-13

7.29

6.64

6.25

06-Mar-13

8.55

7.97

7.20

24-May-13

7.12

6.62

6.19

07-Mar-13

8.77

7.75

7.16

27-May-13

6.90

6.54

6.08

08-Mar-13

8.60

7.79

7.13

28-May-13

6.89

6.60

6.10

11-Mar-13

9.06

7.81

7.11

29-May-13

6.51

6.61

6.12

12-Mar-13

9.05

7.88

7.29

30-May-13

6.84

6.63

6.20

13-Mar-13

8.65

8.06

7.28

31-May-13

7.01

6.58

6.16

14-Mar-13

8.60

7.79

7.13

03-Jun-13

6.79

6.43

5.97

15-Mar-13

9.64

7.90

7.24

04-Jun-13

7.10

6.39

5.90

18-Mar-13

9.28

7.81

7.18

05-Jun-13

7.02

6.59

5.99

19-Mar-13

8.85

7.96

7.41

06-Jun-13

6.75

6.33

5.87

20-Mar-13

8.83

8.09

7.43

07-Jun-13

6.77

6.34

5.89

21-Mar-13

9.06

8.11

7.48

10-Jun-13

6.75

6.33

5.85

22-Mar-13

9.05

7.95

7.40

11-Jun-13

6.92

6.24

5.80

25-Mar-13

9.76

8.06

7.43

12-Jun-13

6.90

6.45

5.97

26-Mar-13

7.74

7.52

7.26

13-Jun-13

6.47

6.23

5.79

28-Mar-13

7.72

7.57

7.28

14-Jun-13

6.55

6.17

5.72

2013-14

      

17-Jun-13

6.55

6.24

5.82

02-Apr-13

8.39

7.95

7.51

18-Jun-13

7.08

6.30

5.85

03-Apr-13

8.16

7.80

7.50

19-Jun-13

6.95

6.33

5.86

04-Apr-13

7.90

7.83

7.43

20-Jun-13

6.93

6.43

5.93

05-Apr-13

7.87

7.87

7.47

21-Jun-13

6.87

6.40

5.96

08-Apr-13

8.00

7.82

7.42

24-Jun-13

6.93

6.43

5.96

09-Apr-13

8.15

7.79

7.53

25-Jun-13

7.14

6.37

5.93

10-Apr-13

7.70

7.63

7.30

26-Jun-13

7.42

6.42

6.18

12-Apr-13

7.60

7.53

7.26

27-Jun-13

6.73

6.27

5.94

15-Apr-13

7.47

7.40

7.10

28-Jun-13

6.63

6.23

5.90

16-Apr-13

7.95

7.36

7.03

02-Jul-13

6.87

6.46

6.13

17-Apr-13

7.45

7.45

7.16

03-Jul-13

6.79

6.59

6.22

18-Apr-13

7.33

7.33

7.00

04-Jul-13

6.69

6.39

6.06

22-Apr-13

7.97

7.16

6.87

05-Jul-13

7.16

6.17

6.00

23-Apr-13

7.96

7.29

7.07

08-Jul-13

6.88

6.16

5.93

25-Apr-13

7.31

7.24

6.94

09-Jul-13

6.79

6.26

6.09

26-Apr-13

7.29

7.22

6.93

10-Jul-13

6.59

6.52

6.09

29-Apr-13

7.52

7.07

6.89

11-Jul-13

7.04

6.37

6.14

30-Apr-13

7.30

7.23

6.79

12-Jul-13

6.81

6.54

6.24

02-May-13

7.15

7.07

6.77

15-Jul-13

7.49

6.63

6.46

03-May-13

7.23

7.12

6.86

16-Jul-13

9.60

8.42

7.91

06-May-13

7.90

7.23

6.93

17-Jul-13

8.59

8.25

7.65

07-May-13

7.52

7.30

6.96

18-Jul-13

8.24

7.94

7.59

08-May-13

7.31

7.24

6.83

19-Jul-13

8.23

8.03

7.79

09-May-13

7.30

6.93

6.67

22-Jul-13

9.19

8.35

8.30

10-May-13

7.04

6.89

6.53

23-Jul-13

9.25

8.58

8.73

13-May-13

7.43

6.85

6.48

24-Jul-13

10.19

10.16

9.79

14-May-13

7.36

6.81

6.44

25-Jul-13

10.18

9.70

9.20

15-May-13

7.12

6.94

6.46

26-Jul-13

10.29

9.81

9.08

16-May-13

7.01

6.79

6.46

29-Jul-13

9.71

9.58

8.95

17-May-13

7.21

6.85

6.45

30-Jul-13

10.83

9.59

9.08

20-May-13

7.63

6.76

6.40

31-Jul-13

10.41

9.69

8.90