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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


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