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India fwd/annualised dlr premia-(closing)-Nov 8
November 8, 2012 / 4:42 AM / 5 years ago

India fwd/annualised dlr premia-(closing)-Nov 8

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         07.00/08.25     01.00/01.25    06.00/07.00
               06.69%          06.69%          06.69%
                             (Nov 7)
1000         02.24/02.30     01.12/01.15    01.12/01.15
               07.55%          07.55%          07.55%
------------------------------------------------------------- 
 TIME      NOV            DEC           JAN          FEB
------------------------------------------------------------- 
 1000  15.50/17.00    47.50/49.50   76.00/78.00 100.00/102.00
 1100  15.75/16.50    48.00/49.00   76.50/78.00 100.50/102.50
 1200  15.50/16.50    47.75/48.75   76.00/77.00 100.00/101.00
 1300  15.50/16.50    47.75/48.75   75.50/77.50  99.50/101.50
 1400  15.75/16.50    48.00/49.00   76.00/77.50  99.50/101.50
 1500  15.50/16.25    47.75/48.75   75.75/76.75  99.75/101.25
 1600  15.50/17.00    47.50/49.50   75.50/77.50  99.50/101.50
 1715  15.50/16.50    47.50/48.50   75.50/77.50  99.50/101.50
                          (C1osing Nov 7)
 1715  21.50/23.50    53.50/55.50   81.50/83.50 105.50/107.50
------------------------------------------------------------- 
 TIME      MAR           APR           MAY           JUN
-------------------------------------------------------------  
 1000 124.00/126.00 155.00/157.00 179.50/181.50 202.00/204.00
 1100 125.00/127.00 156.00/158.00 180.00/182.00 202.50/204.50
 1200 124.00/126.00 155.00/157.00 179.00/181.00 201.50/203.50
 1300 124.00/126.00 155.00/157.00 179.00/181.00 201.50/203.50
 1400 124.00/126.00 155.00/157.00 179.00/181.00 201.50/203.50
 1500 124.00/126.00 155.00/157.00 179.00/181.00 201.50/203.50
 1600 123.50/125.50 154.50/156.50 178.50/180.50 201.00/203.00
 1715 123.50/125.50 154.00/156.00 178.00/180.00 200.50/202.50
                          (C1osing Nov 7)
 1715 130.00/132.00 161.00/163.00 185.50/187.50 208.00/210.00
------------------------------------------------------------- 
 TIME      JUL           AUG           SEP           OCT
-------------------------------------------------------------- 
 1000 227.00/229.00 249.50/251.50 270.50/272.50 293.50/295.50
 1100 227.50/229.50 250.00/252.00 271.50/273.50 294.50/296.50
 1200 226.50/228.50 249.00/251.00 270.00/272.00 293.00/295.00
 1300 226.50/228.50 249.00/251.00 270.00/272.00 293.00/295.00
 1400 226.50/228.50 249.00/251.00 270.50/272.50 293.50/295.50
 1500 226.50/228.50 249.50/251.50 270.50/272.50 293.50/295.50
 1600 225.50/227.50 248.00/250.00 269.00/271.00 292.00/294.00
 1715 225.50/227.50 248.00/250.00 269.50/271.50 292.50/294.50
                          (C1osing Nov 7)
 1715 232.50/234.50 255.00/257.00 276.00/278.00 299.00/301.00
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.10%   6.84%    6.54%      6.35%     6.29%   6.21%
 1100  7.10%   6.86%    6.57%      6.40%     6.34%   6.24%
 1200  7.05%   6.80%    6.51%      6.34%     6.30%   6.20%
 1300  7.05%   6.80%    6.51%      6.34%     6.30%   6.20%
 1400  7.10%   6.83%    6.52%      6.35%     6.30%   6.21%
 1500  7.04%   6.79%    6.50%      6.34%     6.30%   6.21%
 1600  7.10%   6.81%    6.50%      6.32%     6.27%   6.18%
 1715  7.04%   6.80%    6.52%      6.34%     6.28%   6.18%
                          (C1osing Nov 7)
 1715  7.13%   6.91%    6.59%      6.41%     6.34%   6.29%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------- 
 1000  6.07%   5.97%    5.86%      5.78%     5.69%   5.60%
 1100  6.10%   5.99%    5.88%      5.80%     5.71%   5.63%
 1200  6.06%   5.96%    5.86%      5.77%     5.68%   5.59%
 1300  6.06%   5.96%    5.86%      5.77%     5.68%   5.60%
 1400  6.07%   5.97%    5.86%      5.78%     5.69%   5.61%
 1500  6.06%   5.96%    5.86%      5.78%     5.69%   5.61%
 1600  6.04%   5.93%    5.82%      5.74%     5.65%   5.57%
 1715  6.04%   5.95%    5.84%      5.77%     5.68%   5.60%
                          (C1osing Nov 7)
 1715  6.15%   6.04%    5.93%      5.83%     5.75%   5.65%
-------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 54.3600/54.3700 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

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