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Date : Sep 15, 2014
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

2013-14

 

 

 

2014-15

 

 

 

03-Mar-14

10.28

9.31

8.79

22-May-14

8.40

8.26

8.06

04-Mar-14

9.98

9.31

8.82

23-May-14

8.62

8.48

8.38

05-Mar-14

9.89

9.57

8.79

26-May-14

9.01

8.47

8.43

06-Mar-14

10.18

9.52

8.81

27-May-14

8.53

8.20

8.30

07-Mar-14

10.62

9.71

8.85

28-May-14

8.12

8.06

8.19

10-Mar-14

11.77

9.67

8.76

29-May-14

8.16

8.43

8.50

11-Mar-14

11.86

9.82

9.00

30-May-14

8.13

8.54

8.54

12-Mar-14

11.39

9.95

8.97

02-Jun-14

9.33

8.66

8.83

13-Mar-14

11.60

9.44

8.75

03-Jun-14

8.71

8.44

8.48

14-Mar-14

11.12

9.23

8.65

04-Jun-14

8.60

8.66

8.60

18-Mar-14

11.12

9.39

8.86

05-Jun-14

8.40

8.57

8.63

19-Mar-14

10.41

9.36

8.71

06-Jun-14

8.41

8.65

8.82

20-Mar-14

10.40

8.90

8.47

09-Jun-14

8.64

9.01

9.14

21-Mar-14

10.03

8.85

8.49

10-Jun-14

9.11

8.77

8.84

24-Mar-14

10.28

8.63

8.34

11-Jun-14

8.80

8.97

8.87

25-Mar-14

10.32

8.86

8.60

12-Jun-14

8.50

8.70

8.63

26-Mar-14

10.37

9.04

8.71

13-Jun-14

8.57

8.68

8.61

27-Mar-14

8.78

8.51

8.81

16-Jun-14

8.60

8.67

8.50

28-Mar-14

9.78

8.79

8.95

17-Jun-14

8.95

8.48

8.42

2014-15

 

 

 

18-Jun-14

8.68

8.72

8.55

02-Apr-14

9.66

9.19

9.05

19-Jun-14

8.60

8.67

8.67

03-Apr-14

9.08

8.65

8.68

20-Jun-14

8.56

8.76

8.66

04-Apr-14

8.55

8.42

8.49

23-Jun-14

8.57

8.84

8.84

07-Apr-14

9.21

8.54

8.61

24-Jun-14

8.98

8.78

8.78

09-Apr-14

8.79

8.52

8.76

25-Jun-14

8.76

8.89

8.76

10-Apr-14

8.37

8.44

8.50

26-Jun-14

8.68

8.71

8.71

11-Apr-14

8.56

8.50

8.43

27-Jun-14

8.69

8.79

8.92

15-Apr-14

8.96

8.43

8.33

30-Jun-14

9.39

9.25

8.75

16-Apr-14

8.47

8.57

8.43

01-Jul-14

9.08

9.11

8.91

17-Apr-14

8.35

8.41

8.35

02-Jul-14

8.90

8.87

9.00

21-Apr-14

8.35

8.42

8.49

03-Jul-14

8.74

8.84

8.94

22-Apr-14

8.99

8.37

8.33

04-Jul-14

8.73

8.76

8.90

23-Apr-14

8.45

8.38

8.25

07-Jul-14

9.11

8.61

8.74

25-Apr-14

8.34

8.38

8.21

08-Jul-14

9.03

8.70

8.86

28-Apr-14

8.33

8.40

8.30

09-Jul-14

8.84

8.91

8.71

29-Apr-14

8.33

8.33

8.10

10-Jul-14

8.82

8.62

8.62

30-Apr-14

8.15

7.89

7.69

11-Jul-14

9.87

8.57

8.51

02-May-14

8.27

7.94

7.84

14-Jul-14

9.70

8.60

8.57

05-May-14

8.79

8.13

7.93

15-Jul-14

9.27

8.57

8.73

06-May-14

8.17

7.91

7.81

16-Jul-14

8.97

8.77

8.67

07-May-14

8.09

8.19

7.89

17-Jul-14

8.78

8.58

8.61

08-May-14

8.30

8.20

8.03

18-Jul-14

8.75

8.55

8.55

09-May-14

8.39

8.39

8.23

21-Jul-14

9.37

8.97

8.57

12-May-14

8.74

8.91

8.40

22-Jul-14

9.06

8.83

8.70

13-May-14

8.42

8.68

8.22

23-Jul-14

8.57

8.71

8.61

15-May-14

8.27

8.34

8.10

24-Jul-14

8.80

8.60

8.60

16-May-14

8.26

7.95

7.68

25-Jul-14

8.18

8.71

8.68

19-May-14

8.83

8.01

7.74

28-Jul-14

7.89

8.72

8.72

20-May-14

8.78

8.17

8.00

30-Jul-14

8.98

8.78

8.71

21-May-14

8.37

8.30

7.93

31-Jul-14

8.76

8.63

8.56


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