Foreign Exchange Rates - Spot and Forward Premia

RbiAnnouncementWeb

Date: October 01, 2010

Foreign Currency			2010					Annual Appreciation (+) / Depreciation (-) (per cent)
Foreign Currency			Sep. 20	Sep. 21	Sep. 22	Sep. 23	Sep. 24	Sep. 20	Sep. 21	Sep. 22	Sep. 23	Sep. 24
1			2	3	4	5	6	7	8	9	10	11
RBI's Reference Rate (` per Foreign Currency)
U.S. Dollar			45.6100	45.7300	45.5300	45.5900	45.5400	—	5.36	5.80	5.20	5.62
Euro			59.6300	59.8400	60.5800	61.1000	60.7500	—	18.52	17.12	16.19	16.67
FEDAI Indicative Rates (` per Foreign Currency)
U.S. Dollar	{	Buying	45.6100	45.7250	45.5350	45.5900	45.5425	—	5.36	5.79	5.19	5.64
U.S. Dollar	{	Selling	45.6200	45.7350	45.5450	45.6000	45.5525	—	5.36	5.79	5.19	5.64
Pound Sterling	{	Buying	71.4025	71.2350	71.4300	71.4175	71.3800	—	10.65	9.75	9.97	10.21
Pound Sterling	{	Selling	71.4275	71.2700	71.4750	71.4600	71.4225	—	10.65	9.71	9.96	10.21
Euro	{	Buying	59.6025	59.8225	60.6250	61.0725	60.7450	—	18.44	17.00	16.20	16.68
	{	Selling	59.6350	59.8450	60.6475	61.1075	60.7750	—	18.45	17.00	16.17	16.67
100 Yen	{	Buying	53.2150	53.4425	53.6325	53.8950	53.7625	—	–1.13	–1.81	–2.03	–1.47
	{	Selling	53.2450	53.4600	53.6650	53.9325	53.8075	—	–1.09	–1.82	–2.02	–1.48
Inter-Bank Forward Premia of U.S. Dollar (per cent per annum)
1-month			5.79	6.30	6.33	6.05	6.32
3-month			5.70	5.69	6.06	6.05	6.24
6-month			5.26	5.34	5.67	5.70	6.02
— Market closed on the corresponding day of the previous year. Notes: 1. The unified exchange rate system came into force on March 1, 1993. 2. Euro reference rate was announced by RBI with effect from January 1, 2002.