India fwd/annualised dlr premia-(closing)-Nov 4
Cash Spot Cash Tom Tom Next ------------------------------------------------------------- TIME Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 00.60/00.65 00.30/00.32 00.30/00.33
02.32% 02.32% 02.32%
(Nov 3) 1000 00.60/00.62 00.30/00.31 00.30/00.31
02.33% 02.33% 02.33% --------------------------------------------------------------- TIME NOV DEC JAN FEB --------------------------------------------------------------- 1000 07.00/08.00 17.00/18.00 27.50/29.00 38.25/39.75 1100 06.50/07.50 16.00/18.00 26.50/28.50 37.25/39.25 1200 06.75/07.25 16.50/17.50 26.75/28.25 37.25/38.75 1300 06.50/07.50 16.00/18.00 26.00/28.00 36.50/38.50 1400 06.50/08.00 15.75/17.75 25.50/27.50 36.00/38.00 1500 06.50/07.50 16.00/17.50 26.50/28.50 36.50/38.50 1600 06.50/07.50 16.25/18.25 26.00/28.00 36.00/38.00 1715 06.50/07.50 16.00/18.00 26.00/28.00 36.00/38.00
(Closing Nov 3) 1715 07.00/08.50 16.50/18.00 26.75/28.75 37.00/39.00 -------------------------------------------------------------- TIME MAR APR MAY JUN --------------------------------------------------------------- 1000 49.00/50.50 66.00/68.00 77.50/79.50 89.00/91.00 1100 48.00/50.00 65.00/67.00 76.25/78.25 87.50/89.50 1200 48.00/49.50 65.00/67.00 76.00/78.00 87.25/89.25 1300 47.00/49.00 64.50/66.50 75.50/77.50 86.50/88.50 1400 46.50/48.50 62.75/64.75 74.00/76.00 85.25/87.25 1500 46.50/48.50 63.00/65.00 74.00/76.00 85.00/87.00 1600 46.50/48.50 63.00/65.00 74.00/76.00 85.00/87.00 1715 46.00/48.00 63.00/65.00 74.00/76.00 85.00/87.00
(Closing Nov 3) 1715 47.25/49.25 63.75/65.75 75.00/77.00 86.25/88.25 -------------------------------------------------------------- TIME JUL AUG SEP OCT --------------------------------------------------------------- 1000 100.50/102.50 112.00/114.00 123.50/125.50 134.00/136.00 1100 98.75/100.75 110.00/112.00 121.00/123.00 132.00/134.00 1200 98.50/100.50 109.50/111.50 120.50/122.50 131.50/133.50 1300 97.50/99.50 109.00/111.00 119.50/121.50 130.50/132.50 1400 96.50/98.50 107.75/109.75 119.00/121.00 129.50/131.50 1500 96.00/98.00 107.00/109.00 118.00/120.00 129.00/131.00 1600 96.00/98.00 107.00/109.00 118.00/120.00 129.00/131.00 1715 96.00/98.00 107.00/109.00 118.00/120.00 129.00/131.00
(Closing Nov 3) 1715 97.50/99.50 108.75/110.75 120.00/122.00 130.50/132.50 ---------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------- 1000 2.44% 2.50% 2.64% 2.68% 2.73% 2.97% 1100 2.31% 2.43% 2.58% 2.63% 2.69% 2.93% 1200 2.31% 2.43% 2.57% 2.62% 2.68% 2.92% 1300 2.31% 2.42% 2.54% 2.58% 2.64% 2.91% 1400 2.35% 2.38% 2.49% 2.55% 2.60% 2.83% 1500 2.30% 2.41% 2.56% 2.58% 2.61% 2.84% 1600 2.33% 2.45% 2.52% 2.56% 2.61% 2.85% 1715 2.32% 2.42% 2.52% 2.54% 2.59% 2.84%
(Closing Nov 3) 1715 2.38% 2.41% 2.54% 2.58% 2.60% 2.84% ---------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH ------------------------------------------------------------ 1000 2.98% 2.95% 2.95% 2.94% 2.94% 2.92% 1100 2.93% 2.90% 2.90% 2.89% 2.89% 2.88% 1200 2.92% 2.90% 2.89% 2.87% 2.88% 2.87% 1300 2.91% 2.87% 2.87% 2.86% 2.86% 2.85% 1400 2.85% 2.83% 2.84% 2.83% 2.84% 2.82% 1500 2.85% 2.83% 2.82% 2.81% 2.82% 2.82% 1600 2.85% 2.83% 2.83% 2.82% 2.83% 2.82% 1715 2.85% 2.83% 2.82% 2.81% 2.82% 2.82%
(Closing Nov 3) 1715 2.86% 2.84% 2.84% 2.83% 2.84% 2.82% -----------------------------------------------------------
(CONVERSION RATE - $1 = 47.06 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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