RPT-India fwd/annualised dlr premia-(close)-Jul 2
Cash Spot Cash Tom Tom Next ------------------------------------------------------------- TIME Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 01.37/01.50 00.37/00.40 01.00/01.10
02.62% 02.83% 02.55%
(Jul 1) 1000 xx.xx/xx.xx xx.xx/xx.xx 00.38/00.40
xx.xx% xx.xx% 02.88% ----------------------------------------------------------- TIME JUL AUG SEP OCT ----------------------------------------------------------- 1000 08.75/09.75 20.00/21.00 30.00/32.00 40.50/42.50 1100 09.00/11.00 20.00/22.00 30.50/32.50 41.50/43.50 1200 08.75/09.75 20.50/22.50 31.00/33.00 41.00/43.00 1300 09.00/10.00 20.50/22.00 31.00/33.00 41.50/43.50 1400 09.00/10.00 20.50/22.50 31.00/33.00 41.50/43.50 1500 09.00/10.00 20.00/22.00 30.75/32.75 41.50/43.50 1600 09.00/10.00 20.00/22.00 30.75/32.75 41.50/43.50 1715 09.00/09.25 20.00/20.75 30.00/31.00 40.00/42.00
(Closing Jul 1) 1715 10.25/10.75 21.25/22.25 31.75/32.75 42.00/43.50 ------------------------------------------------------------- TIME NOV DEC JAN FEB ----------------------------------------------------------- 1000 51.00/53.00 61.00/63.00 70.00/72.00 78.00/80.00 1100 51.50/53.50 61.50/63.50 70.50/72.50 79.00/81.00 1200 52.00/54.00 61.25/63.25 71.00/73.00 78.50/80.50 1300 52.00/54.00 62.00/64.00 72.25/74.25 79.50/81.50 1400 52.00/54.00 62.00/64.00 71.50/73.50 79.50/81.50 1500 51.50/53.50 61.50/63.50 70.50/72.50 78.75/80.75 1600 51.50/53.50 61.50/63.50 70.50/72.50 78.75/80.75 1715 49.75/51.75 59.00/61.00 68.00/70.00 76.00/78.00
(Closing Jul 1) 1715 52.00/54.00 62.50/64.50 72.00/74.00 80.00/82.00 ------------------------------------------------------------- TIME MAR APR MAY JUN ------------------------------------------------------------ 1000 86.00/88.00 95.50/97.50 103.50/105.50 111.50/113.50 1100 87.00/89.00 96.50/98.50 104.50/106.50 112.50/114.50 1200 87.00/89.00 96.50/98.50 104.00/106.00 112.00/114.00 1300 87.50/89.50 97.00/99.00 105.00/107.00 113.00/115.00 1400 87.50/89.50 97.00/99.00 105.00/107.00 113.00/115.00 1500 87.00/89.00 96.50/98.50 104.50/106.50 112.50/114.50 1600 87.00/89.00 96.50/98.50 104.50/106.50 112.50/114.50 1715 84.00/86.00 93.50/95.50 101.25/103.25 109.00/111.00
(Closing Jul 1) 1715 88.00/90.00 97.50/99.50 105.50/107.50 113.50/115.50 ---------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ------------------------------------------------------------- 1000 2.82% 2.79% 2.77% 2.72% 2.69% 2.65% 1100 2.99% 2.85% 2.82% 2.78% 2.72% 2.67% 1200 2.86% 2.91% 2.84% 2.76% 2.73% 2.67% 1300 2.90% 2.89% 2.85% 2.78% 2.74% 2.70% 1400 2.91% 2.91% 2.85% 2.78% 2.74% 2.69% 1500 2.88% 2.85% 2.83% 2.77% 2.71% 2.66% 1600 2.87% 2.85% 2.82% 2.77% 2.70% 2.66% 1715 2.78% 2.76% 2.72% 2.67% 2.61% 2.56%
(Closing Jul 1) 1715 2.85% 2.81% 2.78% 2.73% 2.69% 2.67% ----------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH ------------------------------------------------------------ 1000 2.60% 2.54% 2.48% 2.47% 2.43% 2.39% 1100 2.62% 2.57% 2.51% 2.49% 2.45% 2.41% 1200 2.63% 2.56% 2.51% 2.49% 2.44% 2.40% 1300 2.67% 2.58% 2.52% 2.50% 2.46% 2.42% 1400 2.65% 2.58% 2.52% 2.50% 2.46% 2.41% 1500 2.61% 2.56% 2.50% 2.49% 2.45% 2.40% 1600 2.61% 2.55% 2.49% 2.48% 2.44% 2.40% 1715 2.52% 2.47% 2.41% 2.41% 2.37% 2.33%
(Closing Jul 1) 1715 2.64% 2.58% 2.50% 2.49% 2.46% 2.40% -----------------------------------------------------------
(CONVERSION RATE - $1 = 47.96 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 Bangalore Rate Reporting unit (080) 41356505 fax : +91 80 4135 6307 e-mail:rru.data@reuters.com
© Thomson Reuters 2009 All rights reserved
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