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Forex News
Sep 11 2008 12:08PM
India fwd/annualised dlr premia-Sep 11
               Cash Spot       Cash Tom      Tom Next 
------------------------------------------------------------- 
 TIME        Bid/Ask         Bid/Ask        Bid/Ask 
(in IST) 
 1000      03.15/03.35     00.78/00.81    02.30/02.55 
             06.33            06.27          06.16   
                             (Sep 10)  
 1000      01.35/01.55     00.68/00.72    00.60/00.70 
             05.48 %         05.51 %        04.87   
 ------------------------------------------------------------ 
 TIME       SEP           OCT            NOV            DEC 
------------------------------------------------------------ 
 1000  12.50/14.00    27.00/29.00    39.00/41.00    51.00/53.00 
 1100  12.50/13.50    28.00/30.00    39.50/41.50    51.00/53.00 
 1200  12.50/13.25    26.50/28.00    38.50/40.00    50.50/52.00 
                            (Closing Sep 10) 
 1715  12.50/14.50    27.00/28.00    38.50/40.50    50.50/52.50 
---------------------------------------------------------------- 
 TIME      JAN            FEB            MAR            APR 
------------------------------------------------------------ 
 1000  61.50/63.50    71.00/73.00    79.50/81.50    90.00/92.00  
 1100  61.00/63.00    70.50/72.50    79.00/81.00    89.50/91.50  
 1200  60.50/62.50    69.50/71.50    78.50/80.50    89.50/91.50  
                          (Closing Sep 10) 
 1715  60.50/62.50    70.00/72.00    78.00/80.00    89.00/91.00  
 ------------------------------------------------------------- 
  TIME     MAY           JUN          JUL               AUG 
------------------------------------------------------------- 
 1000  98.50/100.50 106.50/108.50  114.50/116.50   123.00/125.00 
 1100  98.00/100.00 106.00/108.00  114.00/116.00   122.50/124.50 
 1200  98.00/100.00 106.50/108.50  114.50/116.50   122.50/124.50 
                           (Closing Sep 10) 
 1715  97.00/99.00  105.00/107.00  113.00/115.00   121.00/123.00 
 ----------------------------------------------------------- 
        1MTH       2 MTH     3MTH       4 MTH     5 MTH   6MTH 
 ------------------------------------------------------------- 
 1000   5.46%      4.50%     4.08%      3.77%     3.56%   3.38%  
 1100   5.56%      4.59%     4.10%      3.76%     3.53%   3.36%  
 1200   5.31%      4.40%     4.01%      3.71%     3.49%   3.32%  
                          (Closing Sep 10) 
 1715   5.01%      4.33%     3.97%      3.68%     3.49%   3.32%  
------------------------------------------------------------ 
       7 MTH     8 MTH       9 MTH     10 MTH   11 MTH   12MTH 
------------------------------------------------------------- 
 1000   3.25%      3.17%     3.06%      2.96%    2.88%   2.82%  
 1100   3.23%      3.15%     3.04%      2.94%    2.86%   2.81%  
 1200   3.22%      3.15%     3.05%      2.95%    2.87%   2.81%  
                         (Closing Sep 10) 
 1715   3.18%      3.12%     3.01%      2.91%    2.84%   2.77%  
------------------------------------------------------------ 
              (CONVERSION RATE - $1 = 45.44 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, 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:[email protected] 
Keywords: MARKET INDIA DLR PREMIA 
  Source:   

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