India fwd/annualised dlr premia-(closing)-Oct 16
Cash Spot Cash Tom Tom Next ------------------------------------------------------------- TIME Bid/Ask Bid/Ask Bid/Ask
(in IST) 1000 02.80/03.20 00.70/00.90 01.80/02.20
05.22% 05.22% 04.48%
(Oct 15) 1000 01.75/02.00 00.90 / 01.00 00.85/01.00
06.58% 06.77% 06.39% ------------------------------------------------------------ TIME OCT NOV DEC JAN ------------------------------------------------------------ 1000 07.00/09.00 12.00/14.00 14.00/16.00 15.00/17.00 1100 06.00/08.00 12.00/14.00 12.00/14.00 12.50/14.50 1200 05.50/07.50 09.00/11.00 09.00/11.00 08.50/10.50 1300 06.00/08.00 10.50/12.50 10.50/12.50 11.00/12.50 1400 06.25/07.75 10.50/12.50 11.25/13.25 11.50/13.50 1500 05.50/07.50 09.50/11.50 09.50/11.50 09.50/11.50 1600 06.00/07.00 09.50/11.50 09.50/11.50 09.50/11.50 1715 05.50/07.50 09.00/11.00 09.00/11.00 09.00/11.00
(Closing Oct 15) 1715 07.00/09.00 11.00/13.00 10.50/12.50 10.00/12.00 ---------------------------------------------------------------- TIME FEB MAR APR MAY ------------------------------------------------------------ 1000 16.00/18.00 17.50/19.50 19.00/21.00 20.50/22.50 1100 13.00/15.00 14.50/16.50 16.00/18.00 17.50/19.50 1200 08.00/10.00 09.00/11.00 10.00/12.00 11.50/13.50 1300 11.00/13.00 12.00/14.00 13.50/15.50 15.00/17.00 1400 12.00/14.00 13.00/15.00 14.00/16.00 15.00/17.00 1500 09.50/11.50 10.50/12.50 12.00/14.00 13.50/15.50 1600 09.50/11.50 10.00/12.00 11.50/13.50 12.00/14.00 1715 09.00/11.00 10.00/12.00 11.50/13.50 13.00/15.00
(Closing Oct 15) 1715 09.50/11.50 10.00/12.00 11.50/13.50 12.50/14.50 ------------------------------------------------------------- TIME JUN JUL AUG SEP ------------------------------------------------------------- 1000 22.00/24.00 23.00/25.00 24.50/26.50 26.50/28.50 1100 19.00/21.00 20.50/22.50 22.50/24.50 24.50/26.50 1200 13.00/15.00 14.50/16.50 16.50/18.50 18.50/20.50 1300 16.50/18.50 18.00/20.00 19.50/21.50 21.50/23.50 1400 17.75/19.75 19.50/21.50 21.50/23.50 23.50/25.50 1500 14.00/16.00 16.50/18.50 18.50/20.50 20.50/22.50 1600 14.50/16.50 15.00/17.00 17.00/19.00 19.00/21.00 1715 14.50/16.50 16.00/18.00 18.00/20.00 20.00/22.00
(Closing Oct 15) 1715 13.50/15.50 14.50/16.50 16.00/18.00 17.50/19.50 -----------------------------------------------------------
1MTH 2 MTH 3MTH 4 MTH 5 MTH 6MTH ------------------------------------------------------------- 1000 2.79% 1.72% 1.27% 1.02% 0.89% 0.80% 1100 2.72% 1.54% 1.08% 0.84% 0.74% 0.68% 1200 2.17% 1.19% 0.79% 0.55% 0.48% 0.44% 1300 2.47% 1.37% 0.95% 0.73% 0.63% 0.58% 1400 2.47% 1.43% 1.01% 0.78% 0.68% 0.60% 1500 2.26% 1.25% 0.86% 0.64% 0.55% 0.52% 1600 2.26% 1.25% 0.85% 0.64% 0.54% 0.49% 1715 2.17% 1.19% 0.81% 0.61% 0.53% 0.49%
(Closing Oct 15) 1715 2.53% 1.44% 0.88% 0.65% 0.54% 0.49% ------------------------------------------------------------
7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH ------------------------------------------------------------- 1000 0.74% 0.69% 0.65% 0.61% 0.60% 0.59% 1100 0.64% 0.60% 0.57% 0.56% 0.56% 0.55% 1200 0.42% 0.42% 0.41% 0.41% 0.42% 0.43% 1300 0.55% 0.52% 0.51% 0.49% 0.49% 0.49% 1400 0.55% 0.55% 0.54% 0.54% 0.53% 0.53% 1500 0.50% 0.45% 0.46% 0.46% 0.47% 0.47% 1600 0.45% 0.45% 0.43% 0.43% 0.43% 0.44% 1715 0.48% 0.46% 0.45% 0.45% 0.45% 0.46%
(Closing Oct 15) 1715 0.46% 0.44% 0.41% 0.40% 0.40% 0.40% ------------------------------------------------------------
(CONVERSION RATE - $1 = 48.84 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
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