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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

2011-12

     

2012-13

     

17-Feb-12

8.53

8.21

7.19

14-May-12

8.15

7.15

6.33

21-Feb-12

9.54

8.31

7.29

15-May-12

7.69

6.91

6.17

22-Feb-12

9.38

8.28

7.31

16-May-12

7.74

7.22

6.30

23-Feb-12

8.77

8.37

7.15

17-May-12

7.50

6.91

6.10

24-Feb-12

8.93

8.44

7.34

18-May-12

7.76

7.03

6.23

27-Feb-12

9.91

8.89

7.67

21-May-12

8.34

7.10

6.33

28-Feb-12

10.62

8.79

7.65

22-May-12

8.20

7.18

6.41

29-Feb-12

10.18

8.91

7.56

23-May-12

7.72

7.22

6.26

01-Mar-12

10.99

8.63

7.41

24-May-12

7.89

7.11

6.22

02-Mar-12

10.33

8.51

7.25

25-May-12

7.75

7.11

6.14

05-Mar-12

9.88

8.27

7.07

28-May-12

7.60

7.17

6.08

06-Mar-12

9.47

8.47

7.04

29-May-12

7.12

6.91

5.76

07-Mar-12

9.49

8.31

7.08

30-May-12

8.14

7.21

5.96

09-Mar-12

9.96

8.72

7.44

31-May-12

7.66

6.88

5.74

12-Mar-12

10.21

8.65

7.45

01-Jun-12

7.30

6.80

5.65

13-Mar-12

10.11

8.67

7.62

04-Jun-12

7.46

6.63

5.44

14-Mar-12

9.62

8.74

7.49

05-Jun-12

7.78

6.62

5.51

15-Mar-12

9.56

8.60

7.49

06-Jun-12

7.68

6.92

5.73

16-Mar-12

9.54

8.59

7.51

07-Jun-12

7.40

6.78

5.73

19-Mar-12

10.30

8.70

7.78

08-Jun-12

7.26

6.65

5.64

20-Mar-12

10.27

8.84

7.96

11-Jun-12

7.17

6.59

5.58

21-Mar-12

10.44

9.01

7.99

12-Jun-12

7.28

6.42

5.42

22-Mar-12

10.61

8.72

7.58

13-Jun-12

7.31

6.66

5.66

26-Mar-12

11.69

8.81

7.52

14-Jun-12

6.99

6.52

5.63

27-Mar-12

11.08

8.72

7.42

15-Jun-12

6.89

6.60

5.74

28-Mar-12

11.08

8.64

7.23

18-Jun-12

7.01

6.69

5.79

29-Mar-12

8.56

7.74

6.80

19-Jun-12

7.93

7.00

6.07

30-Mar-12

8.68

7.66

6.80

20-Jun-12

7.73

7.30

6.37

2012-13

21-Jun-12

7.34

7.05

6.20

03-Apr-12

8.54

7.75

6.96

22-Jun-12

7.37

6.95

5.97

04-Apr-12

8.34

7.76

6.93

25-Jun-12

7.43

7.08

6.16

09-Apr-12

8.78

8.00

7.22

26-Jun-12

8.20

7.36

6.41

10-Apr-12

9.26

8.01

7.27

27-Jun-12

8.07

7.27

6.50

11-Apr-12

8.85

7.91

7.29

28-Jun-12

7.80

7.24

6.36

12-Apr-12

8.28

7.70

7.04

29-Jun-12

7.67

7.17

6.36

13-Apr-12

8.28

7.70

7.00

03-Jul-12

8.43

7.59

6.75

16-Apr-12

8.13

7.59

6.78

05-Jul-12

7.85

7.20

6.32

17-Apr-12

8.37

7.28

6.55

06-Jul-12

7.80

7.29

6.46

18-Apr-12

8.39

7.46

6.76

09-Jul-12

8.35

7.35

6.57

19-Apr-12

8.09

7.55

6.86

10-Jul-12

8.06

7.24

6.56

20-Apr-12

8.42

7.69

7.00

11-Jul-12

7.91

7.40

6.57

23-Apr-12

8.39

7.81

7.08

12-Jul-12

7.76

7.18

6.43

24-Apr-12

9.09

7.73

7.20

13-Jul-12

7.65

7.11

6.36

25-Apr-12

8.92

7.77

7.24

16-Jul-12

8.30

6.99

6.34

26-Apr-12

8.67

7.84

7.23

17-Jul-12

7.94

6.96

6.46

27-Apr-12

9.00

7.82

7.21

18-Jul-12

7.91

7.23

6.54

30-Apr-12

8.57

7.84

7.31

19-Jul-12

7.69

7.22

6.57

02-May-12

8.28

7.86

7.10

20-Jul-12

7.62

7.25

6.56

03-May-12

8.11

7.44

6.76

23-Jul-12

8.07

7.07

6.49

04-May-12

8.04

7.37

6.59

24-Jul-12

7.93

7.28

6.57

07-May-12

8.66

7.57

6.82

25-Jul-12

7.66

7.24

6.53

08-May-12

8.40

7.57

7.00

26-Jul-12

7.61

7.15

6.54

09-May-12

8.31

7.71

6.92

27-Jul-12

7.58

7.15

6.53

10-May-12

7.87

7.12

6.37

30-Jul-12

8.33

7.14

6.57

11-May-12

7.61

7.08

6.19

31-Jul-12

8.06

7.17

6.70

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