India fwd/annualised dlr premia-(closing)-Jan 7
Cash Spot Cash Tom Tom Next ------------------------------------------------------------- TIME Bid/Ask Bid/Ask Bid/Ask
(in IST) 1000 02.50/02.75 01.05/01.10 01.50/01.60
03.77% 03.96% 03.77%
(Jan 6) 1000 01.60/01.75 00.50/00.55 01.00/01.10
04.00% 03.75% 03.75% ------------------------------------------------------------ TIME JAN FEB MAR APR ----------------------------------------------------------- 1000 08.50/10.50 20.50/22.50 30.50/33.50 40.00/43.00 1100 09.00/11.00 20.00/22.00 30.00/32.00 39.50/41.50 1200 09.00/10.00 20.00/22.00 30.00/32.00 39.50/41.50 1300 08.50/11.50 20.00/22.00 30.00/33.00 40.00/43.00 1400 08.50/10.50 20.00/22.00 30.00/33.00 40.00/43.00 1500 09.00/11.00 20.50/22.50 31.00/34.00 41.50/44.50 1600 08.50/10.50 20.00/22.00 30.50/32.50 40.50/42.50 1715 08.00/10.00 19.50/21.50 30.00/33.00 40.00/43.00
(Closing Jan 6) 1715 10.00/12.00 21.50/23.50 31.50/33.50 40.50/42.50 --------------------------------------------------------------- - TIME MAY JUN JUL AUG ----------------------------------------------------------- 1000 46.00/49.00 51.50/54.50 57.00/60.00 62.50/65.50 1100 45.00/47.00 50.50/52.50 56.00/58.00 61.50/63.50 1200 45.50/47.50 51.00/53.00 56.50/58.50 62.00/64.00 1300 46.00/49.00 51.50/54.50 57.00/60.00 62.50/65.50 1400 46.00/49.00 51.50/54.50 57.00/60.00 62.50/65.50 1500 47.50/50.50 53.50/56.50 59.00/62.00 64.50/67.50 1600 46.50/48.50 52.50/54.50 58.00/60.00 63.50/65.50 1715 46.00/49.00 52.00/55.00 57.50/60.50 63.00/66.00
(Closing Jan 6) 1715 46.50/48.50 52.00/54.00 57.50/59.50 63.00/65.00 ------------------------------------------------------------- TIME SEP OCT NOV DEC ------------------------------------------------------------ 1000 67.50/70.50 72.50/75.50 77.50/80.50 82.50/85.50 1100 66.50/68.50 71.50/73.50 76.50/78.50 81.00/83.00 1200 67.50/69.50 73.00/75.00 78.00/80.00 83.00/85.00 1300 68.00/71.00 73.00/76.00 78.50/80.50 83.00/85.00 1400 67.50/70.50 72.50/75.50 77.50/80.50 82.50/85.50 1500 70.00/73.00 75.50/78.50 80.50/83.50 85.50/88.50 1600 69.00/71.00 74.50/76.50 80.00/82.00 85.00/87.00 1715 68.50/71.50 74.00/77.00 79.25/82.25 84.00/87.00
(Closing Jan 6) 1715 68.00/70.00 73.00/75.00 78.00/80.00 82.50/84.50 ---------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6MTH ------------------------------------------------------------- 1000 3.66% 3.29% 2.99% 2.76% 2.49% 2.29% 1100 3.67% 3.20% 2.91% 2.69% 2.42% 2.23% 1200 3.59% 3.19% 2.90% 2.69% 2.43% 2.24% 1300 3.66% 3.22% 2.96% 2.75% 2.48% 2.28% 1400 3.59% 3.21% 2.96% 2.75% 2.48% 2.28% 1500 3.70% 3.29% 3.04% 2.83% 2.56% 2.35% 1600 3.58% 3.20% 2.95% 2.74% 2.48% 2.29% 1715 3.46% 3.16% 2.94% 2.74% 2.48% 2.29%
. (Closing Jan 6) 1715 3.65% 3.25% 2.93% 2.69% 2.45% 2.26% ----------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH ------------------------------------------------------------ 1000 2.15% 2.04% 1.96% 1.89% 1.82% 1.78% 1100 2.10% 1.99% 1.92% 1.85% 1.78% 1.73% 1200 2.11% 2.01% 1.94% 1.88% 1.82% 1.77% 1300 2.15% 2.04% 1.96% 1.89% 1.82% 1.77% 1400 2.15% 2.03% 1.95% 1.88% 1.82% 1.77% 1500 2.21% 2.09% 2.02% 1.95% 1.88% 1.82% 1600 2.16% 2.05% 1.98% 1.92% 1.85% 1.81% 1715 2.16% 2.05% 1.98% 1.91% 1.84% 1.79%
(Closing Jan 6) 1715 2.12% 2.02% 1.94% 1.86% 1.80% 1.74% -----------------------------------------------------------
(CONVERSION RATE - $1 = 48.82 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 Grindlays, 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 Bangalore Rate Reporting unit (080) 41356505 fax : +91 80 4135 6307 e-mail:rru.data@thomsonreuters.com
© Thomson Reuters 2009 All rights reserved
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