May 30, 2013 / 4:37 AM / 4 years ago

India fwd/annualised dlr premia-(closing)-May 30

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        04.00/04.80     01.00/01.20      03.00/03.60
               06.50%          06.50%           06.50%
                              (May 29)
1000        02.00/02.40     01.00/01.20      01.00/01.20
               06.50%          06.50%           06.50%
------------------------------------------------------------- 
 TIME      JUN           JUL           AUG           SEP
------------------------------------------------------------- 
 1000  26.50/27.50    59.50/60.50   88.00/90.00 113.00/115.00
 1100  25.50/27.50    58.50/60.50   87.50/89.50 112.50/114.50
 1200  26.50/27.50    59.00/61.00   87.50/89.50 112.50/114.50
 1300  25.50/27.50    58.50/60.50   87.00/89.00 112.00/114.00
 1400  26.00/28.00    59.00/61.00   87.50/89.50 112.00/114.00
 1500  26.50/27.50    59.25/60.50   87.75/89.25 112.25/114.25
 1600  25.50/27.50    58.50/60.50   87.00/89.00 112.00/114.00
 1715  26.00/28.00    60.25/61.25   89.50/90.50 115.00/116.00
                        (C1osing May 29)
 1715  29.50/31.50    62.50/64.50   91.50/93.50 116.50/118.50
-------------------------------------------------------------  
 TIME      OCT           NOV           DEC           JAN
-------------------------------------------------------------  
 1000 142.50/144.50 167.50/169.50 196.00/198.00 223.50/225.50
 1100 142.00/144.00 167.00/169.00 195.50/197.50 223.00/225.00
 1200 142.00/144.00 167.00/169.00 196.00/198.00 224.00/226.00
 1300 141.00/143.00 166.50/168.50 195.50/197.50 223.00/225.00
 1400 141.00/143.00 166.00/168.00 195.00/197.00 222.50/224.50
 1500 141.00/143.00 166.00/168.00 195.00/197.00 222.50/224.50
 1600 141.00/143.00 166.00/168.00 195.00/197.00 222.50/224.50
 1715 144.50/146.50 170.00/172.00 199.00/201.00 227.00/229.00
                        (C1osing May 29)
 1715 146.00/148.00 171.00/173.00 200.00/202.00 228.00/230.00
------------------------------------------------------------- 
 TIME      FEB           MAR           APR           MAY
-------------------------------------------------------------- 
 1000 248.25/250.25 273.50/275.50 304.00/306.00 330.00/332.00
 1100 247.50/249.50 273.00/275.00 303.50/305.50 329.50/331.50
 1200 248.50/250.50 273.50/275.50 304.00/306.00 330.00/332.00
 1300 247.50/249.50 273.00/275.00 303.50/305.50 329.50/331.50
 1400 247.00/249.00 272.00/274.00 302.50/304.50 328.50/330.50
 1500 247.00/249.00 272.00/274.00 302.50/304.50 328.50/330.50
 1600 247.00/249.00 272.00/274.00 302.50/304.50 328.50/330.50
 1715 252.00/249.00 277.50/279.50 308.50/310.50 335.00/337.00
                        (C1osing May 29)
 1715 252.50/254.50 278.00/280.00 308.50/310.50 334.50/336.50
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  6.94%   6.69%    6.54%      6.35%     6.20%   6.11%
 1100  6.83%   6.65%    6.51%      6.33%     6.19%   6.10%
 1200  6.94%   6.69%    6.51%      6.33%     6.18%   6.10%
 1300  6.82%   6.63%    6.47%      6.29%     6.14%   6.08%
 1400  6.94%   6.68%    6.50%      6.30%     6.14%   6.06%
 1500  6.93%   6.67%    6.50%      6.30%     6.14%   6.06%
 1600  6.82%   6.63%    6.47%      6.29%     6.13%   6.06%
 1715  6.93%   6.74%    6.59%      6.41%     6.26%   6.18%
                        (C1osing May 29)
 1715  7.08%   6.76%    6.60%      6.42%     6.24%   6.14%
------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  6.07%   6.03%    6.00%      5.99%     5.99%   5.96%
 1100  6.06%   6.02%    5.99%      5.98%     5.98%   5.95%
 1200  6.07%   6.04%    6.01%      5.99%     5.99%   5.96%
 1300  6.05%   6.01%    5.98%      5.97%     5.97%   5.94%
 1400  6.04%   6.00%    5.97%      5.96%     5.96%   5.93%
 1500  6.03%   6.00%    5.97%      5.96%     5.95%   5.93%
 1600  6.03%   6.00%    5.97%      5.95%     5.95%   5.93%
 1715  6.13%   6.09%    6.06%      6.05%     6.05%   6.02%
                        (C1osing May 29)
 1715  6.10%   6.07%    6.03%      6.02%     6.02%   5.99%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 56.3800/56.3900 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 andask 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

Our Standards:The Thomson Reuters Trust Principles.
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