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Forwards At Historic Lows

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Our Banking Bureau BUSINESS STANDARD
Last Updated : Jan 28 2013 | 1:52 AM IST

Forward premiums crashed to lifetime lows today, even as the spot rupee closed at a two-year high of 46.90 against the dollar after rising to 46.89 during the day.

The six-month annualised forward premium crashed to 0.35 per cent, while the one-year forward closed at 0.38 per cent.

The previous lifetime low was recorded in July 1994, when the six-month forward traded at a premium of 0.46 per cent.

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In absolute terms, the six-month forward premium stood at 8.5 paise today, while the one-year premium was at 17 paise. At the shorter end, the one-month forward was at 2.5 paise and the three-month forward was at 5 paise.

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First Published: May 21 2003 | 12:00 AM IST

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