India fwd/annualised dlr premia-(closing)-Nov 9
Cash Spot Cash Tom Tom Next ------------------------------------------------------------- TIME Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 00.80/00.90 00.27/00.32 00.55/00.60
02.09% 02.12% 02.16%
(Nov 6) 1000 00.75/01.00 00.40/00.60 00.20/00.35
01.46% 01.04% 01.56% --------------------------------------------------------------- TIME NOV DEC JAN FEB --------------------------------------------------------------- 1000 02.75/03.25 11.25/12.75 20.25/22.25 29.50/31.50 1100 02.75/03.75 11.00/13.00 20.50/22.50 30.00/32.00 1200 02.75/03.75 11.00/13.00 20.50/22.50 30.00/32.00 1300 02.50/03.50 11.00/12.50 20.00/22.00 29.50/31.50 1400 03.00/04.00 11.00/12.00 20.00/22.00 29.50/31.50 1500 02.50/03.50 10.50/12.50 20.00/22.00 29.50/31.50 1600 03.00/04.00 11.00/13.00 20.50/22.50 30.50/32.50 1715 03.25/03.75 11.75/12.50 21.25/22.25 31.25/32.25
(Closing Nov 6) 1715 03.75/04.25 12.25/13.25 22.00/23.50 31.75/33.25 ---------------------------------------------------------------- TIME MAR APR MAY JUN --------------------------------------------------------------- 1000 39.00/41.00 54.50/56.50 65.00/67.00 75.50/77.50 1100 39.50/41.50 55.00/57.00 65.50/67.50 76.00/78.00 1200 39.50/41.50 55.50/57.50 66.00/68.00 76.50/78.50 1300 39.00/41.00 55.00/57.00 65.50/67.50 76.00/78.00 1400 39.00/41.00 54.50/56.50 65.00/67.00 75.50/77.50 1500 39.00/41.00 54.00/56.00 64.50/66.50 75.00/77.00 1600 40.50/42.50 56.50/58.50 67.00/69.00 77.50/79.50 1715 41.50/43.00 57.50/59.00 68.00/69.50 78.75/80.25
(Closing Nov 6) 1715 41.75/43.25 58.00/60.00 68.75/70.75 79.50/81.50 -------------------------------------------------------------- TIME JUL AUG SEP OCT --------------------------------------------------------------- 1000 86.00/88.00 96.50/98.50 106.75/108.75 117.00/119.00 1100 86.50/88.50 97.00/99.00 107.50/109.50 118.00/120.00 1200 87.00/89.00 97.50/99.50 107.75/109.75 118.00/120.00 1300 86.50/88.50 97.00/99.00 107.50/109.50 118.00/120.00 1400 86.00/88.00 96.50/98.50 106.75/108.75 117.00/119.00 1500 85.50/87.50 96.00/98.00 106.25/108.25 116.50/118.50 1600 88.25/90.25 99.00/101.00 109.50/111.50 120.00/122.00 1715 89.50/91.00 100.00/101.50 110.50/112.00 120.50/122.50
(Closing Nov 6) 1715 90.25/92.25 101.00/103.00 111.50/113.50 122.00/124.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------- 1000 1.73% 2.03% 2.21% 2.26% 2.40% 2.60% 1100 1.76% 2.05% 2.24% 2.29% 2.42% 2.62% 1200 1.76% 2.05% 2.24% 2.29% 2.43% 2.64% 1300 1.70% 2.00% 2.20% 2.26% 2.41% 2.62% 1400 1.74% 1.98% 2.20% 2.26% 2.40% 2.60% 1500 1.68% 1.99% 2.20% 2.26% 2.39% 2.58% 1600 1.80% 2.05% 2.27% 2.34% 2.50% 2.70% 1715 1.82% 2.07% 2.28% 2.37% 2.53% 2.72%
(Closing Nov 6) 1715 1.77% 2.08% 2.28% 2.35% 2.50% 2.71% ---------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH ------------------------------------------------------------ 1000 2.62% 2.62% 2.62% 2.63% 2.63% 2.63% 1100 2.63% 2.63% 2.63% 2.64% 2.65% 2.65% 1200 2.65% 2.65% 2.65% 2.65% 2.66% 2.65% 1300 2.64% 2.63% 2.64% 2.64% 2.66% 2.66% 1400 2.62% 2.62% 2.62% 2.63% 2.63% 2.63% 1500 2.60% 2.60% 2.61% 2.62% 2.63% 2.62% 1600 2.70% 2.69% 2.70% 2.70% 2.71% 2.71% 1715 2.73% 2.72% 2.72% 2.72% 2.72% 2.71%
(Closing Nov 6) 1715 2.72% 2.71% 2.71% 2.71% 2.72% 2.71% -----------------------------------------------------------
(CONVERSION RATE - $1 = 46.46 rupees) Note: Figures in brackets indicate negative values.
Premiums have been given in paise and annualised premiums are on a rolling monthly basis. For the purpose of calculating the annualised premiums, the mid-figure between bid and ask is taken.
These indicative rates are based on contributions from ABN AMRO, Andhra Bank, Bank of America, Bank Of Baroda, BNP Paribas ,Barclays Bank Ltd, Canara Bank, Syndicate Bank, ICICI Bank, Calyon Bank,ING Vysya Bank, Standard Chartered, HDFC Bank, Indusind Bank,Corporation Bank, Bank of India, J P Morgan, Union Bank of India, Axis Bank,State Bank Of India, HSBC, Central Bank. For contributions contact Mumbai Rate Reporting unit +91 22 6636 9222 or E-mail:rru.data@reuters.com
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