RPT-India fwd/annualised dlr premia-(close)-Nov 3
Cash Spot Cash Tom Tom Next ------------------------------------------------------------- TIME Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 00.60/00.62 00.30/00.31 00.30/00.31
02.33% 02.33% 02.33%
(Oct 30) 1000 01.40/01.50 01.05/01.10 00.35/00.37
02.18% 02.04% 02.72% --------------------------------------------------------------- TIME NOV DEC JAN FEB --------------------------------------------------------------- 1000 07.50/08.50 17.25/19.25 28.00/30.00 39.00/41.00 1100 07.75/08.75 17.00/18.00 27.50/29.00 38.50/40.50 1200 07.00/08.00 17.00/18.50 27.00/29.00 38.00/40.00 1300 07.00/08.00 17.00/18.50 27.75/29.25 38.50/40.50 1400 07.00/08.00 16.50/18.00 27.00/29.00 37.50/39.50 1500 07.00/08.50 16.50/18.00 27.00/29.00 37.50/39.50 1600 07.00/08.00 16.50/18.00 26.00/28.00 36.50/38.50 1715 07.00/08.50 16.50/18.00 26.75/28.75 37.00/39.00
(Closing Oct 30) 1715 08.00/09.00 18.00/19.50 29.00/31.00 40.00/42.00 -------------------------------------------------------------- TIME MAR APR MAY JUN --------------------------------------------------------------- 1000 50.00/52.00 66.50/68.50 78.00/80.00 89.75/91.75 1100 49.00/51.00 66.00/68.00 77.00/79.00 88.50/90.50 1200 49.00/51.00 66.00/68.00 77.00/79.00 88.50/90.50 1300 49.25/51.25 66.75/68.75 78.00/80.00 89.25/91.25 1400 48.00/50.00 64.50/66.50 76.00/78.00 87.25/89.25 1500 48.00/50.00 64.50/66.50 76.00/78.00 87.25/89.25 1600 46.50/48.50 63.50/65.50 74.00/76.00 85.25/87.25 1715 47.25/49.25 63.75/65.75 75.00/77.00 86.25/88.25
(Closing Oct 30) 1715 51.00/53.00 68.50/70.50 80.00/82.00 91.50/93.50 -------------------------------------------------------------- TIME JUL AUG SEP OCT --------------------------------------------------------------- 1000 101.25/103.25 112.50/114.50 124.00/126.00 134.50/136.50 1100 99.50/101.50 111.00/113.00 122.50/124.50 133.50/135.50 1200 100.00/102.00 111.50/113.50 123.00/125.00 134.00/136.00 1300 100.50/102.50 112.00/114.00 123.50/125.50 134.00/136.00 1400 98.50/100.50 109.75/111.75 121.00/123.00 131.50/133.50 1500 98.50/100.50 109.75/111.75 121.00/123.00 131.50/133.50 1600 96.50/98.50 107.50/109.50 118.50/120.50 129.50/131.50 1715 97.50/99.50 108.75/110.75 120.00/122.00 130.50/132.50
(Closing Oct 30) 1715 103.00/105.00 114.50/116.50 126.00/128.00 136.50/138.50 ---------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------- 1000 2.50% 2.55% 2.67% 2.73% 2.76% 2.98% 1100 2.51% 2.46% 2.62% 2.70% 2.72% 2.96% 1200 2.38% 2.48% 2.59% 2.67% 2.71% 2.96% 1300 2.38% 2.49% 2.63% 2.70% 2.73% 2.99% 1400 2.35% 2.42% 2.58% 2.63% 2.65% 2.89% 1500 2.39% 2.42% 2.57% 2.62% 2.65% 2.88% 1600 2.34% 2.39% 2.48% 2.54% 2.57% 2.83% 1715 2.38% 2.41% 2.54% 2.58% 2.60% 2.84%
(Closing Oct 30) 1715 2.54% 2.59% 2.73% 2.78% 2.81% 3.05% ---------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH ------------------------------------------------------------ 1000 2.99% 2.97% 2.96% 2.95% 2.95% 2.93% 1100 2.96% 2.93% 2.92% 2.91% 2.92% 2.91% 1200 2.95% 2.93% 2.93% 2.92% 2.93% 2.92% 1300 2.98% 2.95% 2.94% 2.93% 2.94% 2.92% 1400 2.91% 2.88% 2.88% 2.87% 2.87% 2.86% 1500 2.90% 2.88% 2.88% 2.87% 2.87% 2.85% 1600 2.82% 2.81% 2.81% 2.80% 2.81% 2.81% 1715 2.86% 2.84% 2.84% 2.83% 2.84% 2.82%
(Closing Oct 30) 1715 3.06% 3.02% 3.01% 2.99% 3.00% 2.97% -----------------------------------------------------------
(CONVERSION RATE - $1 = 47.41 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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