November 8, 2012 / 3:32 AM / 5 years ago

RPT-India fwd/annualised dlr premia-(close)-Nov 7

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         02.24/02.30     01.12/01.15    01.12/01.15
               07.55%          07.55%          07.55%
                             (Nov 6)
1000         02.00/02.50     01.00/01.25    01.00/01.25
               06.68%          06.68%          06.68%
------------------------------------------------------------- 
 TIME      NOV            DEC           JAN          FEB
------------------------------------------------------------- 
 1000  21.75/23.75    53.25/55.25   81.75/83.75 105.75/107.75
 1100  21.75/23.25    53.50/55.50   81.75/83.75 105.75/107.75
 1200  21.50/23.50    53.00/55.00   81.00/83.00 105.00/107.00
 1300  22.00/23.00    53.50/55.00   81.50/83.00 105.50/107.50
 1400  21.75/23.75    53.50/55.50   81.50/83.50 105.50/107.50
 1500  21.50/23.50    53.50/55.50   81.75/83.75 105.75/107.75
 1600  21.50/23.50    53.50/55.50   81.75/83.75 105.75/107.75
 1715  21.50/23.50    53.50/55.50   81.50/83.50 105.50/107.50
                           (C1osing Nov 6)
 1715  22.50/24.50    54.00/56.00   82.00/84.00 105.50/107.50
------------------------------------------------------------- 
 TIME      MAR           APR           MAY           JUN
-------------------------------------------------------------  
 1000 130.50/132.50 161.50/163.50 185.50/187.50 207.50/209.50
 1100 130.50/132.50 161.50/163.50 185.50/187.50 207.50/209.50
 1200 129.50/131.50 160.50/162.50 184.50/186.50 207.00/209.00
 1300 129.50/131.50 160.50/162.50 184.50/186.50 207.00/209.00
 1400 130.00/132.00 160.50/162.50 184.50/186.50 206.50/208.50
 1500 130.50/132.50 161.50/163.50 185.50/187.50 208.00/210.00
 1600 130.50/132.50 161.50/163.50 185.50/187.50 208.00/210.00
 1715 130.00/132.00 161.00/163.00 185.50/187.50 208.00/210.00
                           (C1osing Nov 6)
 1715 129.50/131.50 159.50/161.50 183.50/185.50 205.00/207.00
------------------------------------------------------------- 
 TIME      JUL           AUG           SEP           OCT
-------------------------------------------------------------- 
 1000 232.00/234.00 254.50/256.50 275.50/277.50 298.00/300.00
 1100 232.00/234.00 254.50/256.50 275.50/277.50 298.50/300.50
 1200 231.00/233.00 253.00/255.00 274.00/276.00 297.00/299.00
 1300 231.50/233.50 253.50/255.50 274.50/276.50 297.00/299.00
 1400 231.50/233.50 254.00/256.00 275.00/277.00 297.50/299.50
 1500 232.50/234.50 255.00/257.00 276.00/278.00 299.00/301.00
 1600 232.50/234.50 255.00/257.00 276.00/278.00 299.00/301.00
 1715 232.50/234.50 255.00/257.00 276.00/278.00 299.00/301.00
                           (C1osing Nov 6)
 1715 229.00/231.00 251.00/253.00 272.00/274.00 294.50/296.50
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.16%   6.91%    6.61%      6.44%     6.37%   6.31%
 1100  7.13%   6.92%    6.60%      6.43%     6.37%   6.30%
 1200  7.09%   6.85%    6.54%      6.38%     6.32%   6.26%
 1300  7.12%   6.89%    6.58%      6.40%     6.33%   6.27%
 1400  7.18%   6.93%    6.60%      6.42%     6.35%   6.28%
 1500  7.13%   6.93%    6.61%      6.43%     6.37%   6.31%
 1600  7.16%   6.95%    6.63%      6.45%     6.39%   6.33%
 1715  7.13%   6.91%    6.59%      6.41%     6.34%   6.29%
                           (C1osing Nov 6)
 1715  7.05%   6.84%    6.54%      6.34%     6.24%   6.18%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------- 
 1000  6.15%   6.04%    5.92%      5.83%     5.74%   5.64%
 1100  6.14%   6.03%    5.91%      5.82%     5.74%   5.64%
 1200  6.11%   6.00%    5.88%      5.78%     5.70%   5.61%
 1300  6.12%   6.02%    5.90%      5.80%     5.72%   5.61%
 1400  6.12%   6.02%    5.91%      5.82%     5.73%   5.63%
 1500  6.15%   6.05%    5.93%      5.84%     5.75%   5.65%
 1600  6.17%   6.07%    5.95%      5.86%     5.77%   5.67%
 1715  6.15%   6.04%    5.93%      5.83%     5.75%   5.65%
                           (C1osing Nov 6)
 1715  6.02%   5.91%    5.79%      5.70%     5.63%   5.54%
-------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 54.2000/54.2100 rupees)   
  
 Note: Figures in brackets indicate negative values.   
   
    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. Similarly we use Spot level   
indicative bid and ask for calculations.  
   
    These indicative rates are based on contributions  
from RBS, Andhra Bank, Bank of America, Bank Of Baroda, BNP   
Paribas ,Barclays Bank Ltd, Canara Bank, Syndicate Bank, ICICI  
Bank, Credit Agricole CIB,ING Vysya Bank, Standard Chartered,   
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 Mumbai Rate Reporting unit   
+91 22 6180 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com

0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below