Table 217 : Forward premia (inter-bank) (monthly average)

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Published on September 18, 2006

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Table 217 : 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
				Nov	6.51	6.90	6.89
1994				Dec	9.42	9.22	8.60
Jan	.	1.31	1.75
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
				Nov	4.33	6.24	7.39
1995				Dec	4.96	6.10	7.45
Jan	.	5.47	5.33
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
				Nov	3.89	4.59	4.82
1996				Dec	3.39	3.88	4.14
Jan	14.52	13.98	13.26
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
(Continued)

TABLE 217 : FORWARD PREMIA (Inter-bank)
(Monthly average) (Concld.)
(Per cent per annum)
Year / Month	1-month	3-month	6-month	Year /	1-month	3-month	6-month
1	2	3	4	1	2	3	4
Nov	3.78	4.05	4.12	Sep	1.25	0.92	1.06
Dec	3.07	3.48	3.88	Oct	-0.67	0.02	0.30
				Nov	-0.84	-0.11	0.21
2001				Dec	-0.46	-0.30	0.04
Jan	4.24	4.24	4.32
Feb	3.60	4.15	4.33	2004
Mar	4.34	4.44	4.55	Jan	0.73	0.50	0.41
				Feb	0.52	0.51	0.49
Apr	3.95	4.51	4.84
				Mar	1.00	0.62	0.51
May	5.02	4.95	5.06
				Apr	-0.97	-0.36	-0.11
Jun	4.43	4.82	4.95
				May	-2.11	-1.33	-0.69
Jul	4.22	4.50	4.73
				Jun	1.46	0.93	0.69
Aug	4.19	4.52	4.71
				Jul	2.71	2.25	1.86
Sep	5.57	5.60	5.50
				Aug	3.07	2.85	2.60
Oct	5.91	6.02	6.03
				Sep	2.50	2.20	1.88
Nov	5.72	6.16	6.21
				Oct	3.05	2.87	2.50
Dec	6.44	6.34	6.36
				Nov	2.48	2.16	1.90
				Dec	2.51	2.03	1.72
2002
Jan	5.70	6.00	5.99
				2005
Feb	5.05	5.49	5.46
				Jan	2.87	2.50	2.08
Mar	6.91	6.46	5.93	Feb	1.93	1.99	1.76
Apr	5.84	6.12	6.06	Mar	2.28	1.82	1.62
May	6.04	6.23	6.19	Apr	2.11	1.96	1.76
Jun	4.74	5.37	5.54	May	1.64	1.57	1.47
Jul	4.08	4.40	4.56	June	1.54	1.40	1.31
Aug	4.00	4.09	4.31	Jul	1.72	1.56	1.41
Sep	3.87	3.94	4.04	Aug	0.49	0.69	0.79
Oct	3.71	3.81	3.90	Sep	0.62	0.62	0.63
Nov	3.34	3.66	3.87	Oct	0.88	0.69	0.60
Dec	3.21	3.32	3.66	Nov	1.03	0.67	0.53
				Dec	2.20	1.51	1.07
2003
Jan	3.45	3.42	3.41	2006
Feb	3.07	3.55	3.55	Jan	3.25	2.60	1.90
				Feb	2.94	2.85	2.19
Mar	3.81	3.60	3.50
				Mar	3.79	3.11	2.43
Apr	1.71	2.08	2.24
				Apr	1.42	1.31	1.29
May	1.09	1.10	1.03
				May	0.86	0.87	0.97
Jun	2.91	2.76	2.15
				June	0.52	0.73	0.98
Jul	2.79	2.65	2.29
				July	0.68	0.83	1.04
Aug	3.28	2.25	1.90

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