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Friday, December 14, 2007
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Forex News
Dec 13 2007 10:15AM
India fwd/annualised dlr premia-(opening)-Dec 13
             Cash Spot       Cash Tom       Tom Next 
------------------------------------------------------------- 
 TIME        Bid/Ask         Bid/Ask        Bid/Ask9 
 (in IST) 
 1000       01.40/01.60    00.35/00.40    01.10/01.20 
               03.24          03.24          03.40% 
                             (Dec 12)                
 1000       00.70/00.75    00.30/00.40    00.35/00.40 
               03.24          02.78          03.24% 
------------------------------------------------------------ 
 TIME    DEC           JAN        FEB         MAR 
------------------------------------------------------------ 
 1000 05.25/06.25      11/12     15/16       19/21     
                          (Closing Dec 12) 
 1700 05.75/06.75      11/13     15/17       20/21     
-------------------------------------------------------------- 
 TIME    APR           MAY        JUN         JUL 
------------------------------------------------------------- 
 1000   29/31         33/35      37/39       40/42 
                           (Closing Dec 12) 
 1700   30/32         33/35      37/39       41/43 
------------------------------------------------------------- 
  TIME    AUG          SEP        OCT         NOV 
------------------------------------------------------------- 
 1000    43/45        46/48      48/50       50/52 
                        (Closing Dec 12) 
 1700    44/46        46/48      48/50       51/53 
------------------------------------------------------------ 
      1MTH     2 MTH   3MTH    4 MTH     5 MTH   6MTH   
------------------------------------------------------------- 
 1000 2.62%    2.01%   1.82%   1.95%     1.96%  1.84% 
                          (Closing Dec 12) 
 1700 2.61%    2.05%   1.81%   1.90%     1.96%  1.81% 
------------------------------------------------------------ 
       7 MTH     8 MTH     9 MTH     10 MTH   11 MTH   12MTH 
------------------------------------------------------------- 
 1000  1.73%     1.62%     1.53%     1.46%    1.39%   1.32% 
                         (Closing Dec 12) 
 1700  1.72%     1.63%     1.54%     1.46%    1.39%   1.33% 
------------------------------------------------------------ 
              (CONVERSION RATE - $1 = 39.37 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) 
41356505 fax : +91 80 4135 6307 e-mail:[email protected] 
  Source:   

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