Table 204 : Forward Premia (Inter-bank)

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Published on September 13, 2005

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Table 204 : Forward Premia (Inter-bank)

(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	6.02	6.72	6.87
Mar	.	10.74	10.13	Apr	3.17	4.74	5.49
Apr	.	9.43	9.40	May	3.11	4.11	4.77
May	.	7.76	7.99	Jun	2.57	3.47	4.23
Jun	.	6.65	6.94	Jul	2.70	3.13	3.63
Jul	.	5.46	4.70	Aug	5.07	5.19	5.50
Aug	.	2.55	2.70	Sep	6.90	6.82	6.63
Sep	.	2.45	2.64	Oct	4.23	5.08	5.52
Oct	.	4.37	4.67	Nov	6.51	6.90	6.89
Nov	.	3.30	4.43	Dec	9.42	9.22	8.60
Dec	.	3.54	4.41
				1998
1994				Jan	21.05	15.82	12.79
Jan	.	1.31	1.75	Feb	12.70	15.85	14.57
Feb	.	0.23	0.78	Mar	8.81	9.10	9.58
Mar	.	0.86	1.44	Apr	3.67	5.31	6.91
Apr	.	1.65	2.16	May	6.49	7.37	8.20
May	.	2.13	2.90	Jun	9.59	10.23	10.10
Jun	.	2.33	2.96	Jul	5.84	7.34	8.21
Jul	.	2.38	2.68	Aug	9.58	8.87	9.16
Aug	.	1.35	1.76	Sep	7.42	7.95	8.47
Sep	.	1.95	2.25	Oct	5.55	6.80	7.71
Oct	.	2.79	3.22	Nov	4.33	6.24	7.39
Nov	.	3.12	3.37	Dec	4.96	6.10	7.45
Dec	.	4.26	4.17
				1999
1995				Jan	5.08	5.93	6.65
Jan	.	5.47	5.33	Feb	5.57	6.69	6.97
Feb	.	6.74	6.56	Mar	6.98	6.99	7.06
Mar	.	6.89	6.75	Apr	5.67	6.06	6.74
Apr	.	7.52	7.74	May	4.70	5.09	5.54
May	.	6.30	6.68	Jun	4.54	4.99	5.23
Jun	5.58	5.90	6.19	Jul	3.99	4.27	4.58
Jul	5.10	5.39	5.89	Aug	4.68	4.54	4.83
Aug	2.27	3.44	4.74	Sep	5.33	5.22	5.47
Sep	3.35	3.99	5.06	Oct	5.76	5.47	5.57
Oct	11.96	10.05	9.30	Nov	3.89	4.59	4.82
Nov	21.70	17.21	15.63	Dec	3.39	3.88	4.14
Dec	14.69	14.42	14.34
				2000
1996				Jan	3.11	3.27	3.41
Jan	14.52	13.98	13.26	Feb	3.31	3.04	2.86
Feb	24.87	20.66	17.21	Mar	4.56	3.83	3.40
Mar	35.01	27.06	23.43	Apr	2.18	2.59	2.76
Apr	15.03	15.57	16.18	May	2.16	2.29	2.51
May	11.71	14.00	15.13	Jun	3.70	3.32	3.17
Jun	8.82	11.44	12.78	Jul	3.70	3.69	3.69
Jul	4.70	7.34	9.25	Aug	6.13	5.10	4.67
Aug	6.75	8.83	10.17	Sep	5.16	5.19	4.92
Sep	7.33	8.95	10.15	Oct	4.20	4.40	4.32
Oct	4.60	6.58	7.85	Nov	3.78	4.05	4.12
Nov	5.34	6.98	7.88	Dec	3.07	3.48	3.88
Dec	7.00	7.56	7.73
				2001
1997				Jan	4.24	4.24	4.32
Jan	5.14	6.95	7.32	Feb	3.60	4.15	4.33
Feb	5.72	6.99	7.26	Mar	4.34	4.44	4.55
(Continued)

TABLE 204 : FORWARD PREMIA (Inter-bank)
(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
Apr	3.95	4.51	4.84	Jun	2.91	2.76	2.15
May	5.02	4.95	5.06	Jul	2.79	2.65	2.29
Jun	4.43	4.82	4.95	Aug	3.28	2.25	1.90
Jul	4.22	4.50	4.73	Sep	1.20	0.91	1.05
Aug	4.19	4.52	4.71	Oct	-0.67	0.02	0.30
Sep	5.57	5.60	5.50	Nov	-0.84	-0.002	0.21
Oct	5.91	6.02	6.03	Dec	-0.46	-0.30	0.04
Nov	5.72	6.16	6.21
Dec	6.44	6.34	6.36	2004
				Jan	0.73	0.50	0.41
2002				Feb	0.52	0.51	0.49
Jan	5.70	6.00	5.99	Mar	1.00	0.62	0.51
Feb	5.05	5.49	5.46	Apr	-0.97	-0.35	-0.10
Mar	6.91	6.46	5.93	May	-2.11	-1.33	-0.69
Apr	5.84	6.12	6.06	Jun	1.46	0.93	0.69
May	6.04	6.23	6.19	Jul	2.71	2.25	1.86
Jun	4.74	5.37	5.54	Aug	3.07	2.85	2.60
Jul	4.08	4.40	4.56	Sep	2.50	2.20	1.88
Aug	4.00	4.09	4.31	Oct	3.05	2.87	2.50
Sep	3.87	3.94	4.04	Nov	2.48	2.16	1.90
Oct	3.71	3.81	3.90	Dec	2.51	2.03	1.72
Nov	3.34	3.66	3.87
Dec	3.21	3.32	3.66	2005
				Jan	2.87	2.50	2.08
2003				Feb	1.93	1.99	1.76
Jan	3.45	3.42	3.41	Mar	2.28	1.82	1.62
Feb	3.07	3.55	3.55	Apr	2.11	1.96	1.76
Mar	3.81	3.60	3.50	May	1.64	1.57	1.47
Apr	1.71	2.08	2.24	June	1.54	1.40	1.31
May	1.09	1.10	1.03
Note : Market-based exchange rate system was introduced from March 1, 1993.