Wednesday September 21, 7:34 PM
India fwd/annualised dlr premia-(closing)-Sept 21
Cash Spot Cash Tom Tom Next
------------------------------------------------------------
TIME Bid/Ask Bid/Ask Bid/Ask
(in IST)
1000 0.25/0.30 0.12/0.15 0.10/0.15
1.04% 1.00% 0.83%
(Closing Sep 20)
1000 0.23/0.26 0.12/0.15 0.12/0.15
0.96% 1.00% 1.00%
------------------------------------------------------------
TIME SEP OCT NOV DEC
-------------------------------------------------------------
1000 0.50/1.50 3.50/4.00 6/7 8/9
1100 0.75/1.25 4/5 6/8 8/10
1200 0.75/1.25 4/5 6/8 9/10
1300 0.50/1.50 ¾ 6/7 9/10
1400 0.50/1.50 4/5 6/7 8/10
1500 0.50/1.00 ¾ 6/7 8/9
1600 0.25/1.25 ¾ 6/8 9/10
1700 0.50/1.00 3.5/4 6/7 9/10
(Closing Sep 20)
1700 0.50/1.50 ¾ 6/7 8/9
-------------------------------------------------------------
TIME JAN FEB MAR APR
-------------------------------------------------------------
1000 11/12 14/15 17/18 19/20
1100 11/12 14/15 17/19 19/21
1200 11/13 14/16 17/19 20/21
1300 11/12 14/16 17/18 19/21
1400 11/12 14/15 16/18 18/20
1500 11/12 14/16 17/18 19/21
1600 11/12 14/15 17/18 20/21
1700 11/12 14/15 17/18 20/21
(Closing Sep 20)
1700 11/12 13/14 16/17 18/19
-----------------------------------------------------------
TIME MAY JUN JUL AUG
--------------------------------------------------------------
1000 21/22 24/25 26/27 29/30
1100 22/23 24/26 27/28 29/31
1200 22/24 25/26 27/28 29/31
1300 23/24 25/26 27/28 29/30
1400 21/22 23/25 26/27 28/30
1500 21/23 24/25 26/28 29/30
1600 21/23 24/25 27/28 29/31
1700 22/23 24/25 27/28 29/30
(Closing Sep 20)
1700 21/22 23/24 26/27 28/29
-------------------------------------------------------------
1 MTH 2 MTH 3 MTH 4 MTH 5 MTH 6 MTH
-----------------------------------------------------------
1000 0.84% 0.77% 0.75% 0.74% 0.74% 0.75%
1100 0.89% 0.83% 0.76% 0.72% 0.75% 0.77%
1200 0.89% 0.83% 0.79% 0.76% 0.77% 0.78%
1300 0.79% 0.76% 0.76% 0.74% 0.77% 0.76%
1400 0.89% 0.78% 0.75% 0.72% 0.75% 0.74%
1500 0.82% 0.80% 0.73% 0.72% 0.78% 0.77%
1600 0.82% 0.82% 0.79% 0.76% 0.77% 0.78%
1700 0.82% 0.80% 0.80% 0.76% 0.76% 0.77%
(closing Sep 20)
1700 0.76% 0.73% 0.72% 0.70% 0.72% 0.72%
-------------------------------------------------------------
7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH
------------------------------------------------------------
1000 0.73% 0.72% 0.72% 0.71% 0.71% 0.71%
1100 0.76% 0.74% 0.74% 0.73% 0.73% 0.72%
1200 0.78% 0.76% 0.75% 0.73% 0.73% 0.72%
1300 0.76% 0.76% 0.75% 0.74% 0.72% 0.71%
1400 0.72% 0.71% 0.71% 0.70% 0.70% 0.70%
1500 0.76% 0.73% 0.72% 0.72% 0.71% 0.71%
1600 0.76% 0.73% 0.72% 0.73% 0.73% 0.72%
1700 0.77% 0.74% 0.73% 0.72% 0.72% 0.72%
(Closing Sep 20)
1700 0.72% 0.71% 0.70% 0.70% 0.70% 0.70%
-------------------------------------------------------------
(CONVERSION RATE - $1 = 43.88 rupees)
Note: Figures in brackets indicate negative value.
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, UTI Bank, State Bank Of India,
HSBC. For contributions contact Bangalore Rate Reporting unit
(080) 51356505 fax : +91 80 5135 6307 e-mail:
rru.data@reuters.com
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