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India fwd/annualised dlr premia-(closing)-Jun 20
June 20, 2013 / 4:42 AM / 4 years ago

India fwd/annualised dlr premia-(closing)-Jun 20

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        04.10/04.70     01.00/01.20      03.10/03.50
               06.26%          06.11%           06.31%
                              (Jun 19)
1000        02.20/02.30     01.10/01.15      01.10/01.15
               06.82%          06.82%           06.82%
------------------------------------------------------------- 
 TIME      JUN           JUL           AUG           SEP
------------------------------------------------------------- 
 1000  04.00/05.00    40.50/42.50   69.50/71.50  96.00/98.00 
 1100  04.00/05.00    40.50/42.50   69.50/71.50  96.00/98.00 
 1200  04.00/05.00    40.75/42.75   69.50/71.50  96.00/98.00
 1300  04.00/05.00    41.00/43.00   70.50/72.50  97.00/99.00
 1400  04.00/05.00    41.00/42.25   70.50/72.00  97.00/99.00    
 1500  04.00/05.00    41.00/43.00   70.50/72.50  97.00/99.00
 1600  04.00/05.00    41.00/43.00   70.75/72.75  97.50/99.50
 1715  04.00/05.00    41.00/43.00   70.75/72.75  97.50/99.50
                           (C1osing Jun 19)
 1715  07.00/08.00    42.00/44.00   70.25/72.25  95.75/97.75
-------------------------------------------------------------  
 TIME      OCT           NOV           DEC           JAN
-------------------------------------------------------------  
 1000 126.00/128.00 152.50/154.50 180.50/182.50 207.00/209.00
 1100 126.00/128.00 152.50/154.50 180.00/182.00 206.00/208.00
 1200 126.00/128.00 152.50/154.50 180.00/182.00 206.50/208.50
 1300 127.00/129.00 153.50/155.50 181.50/183.50 208.00/210.00
 1400 127.00/129.00 153.50/155.50 181.50/183.50 208.00/210.00
 1500 127.00/129.00 153.50/155.50 181.50/183.50 208.00/210.00
 1600 127.50/129.50 154.00/156.00 182.00/184.00 209.00/211.00
 1715 127.50/129.50 153.50/155.50 181.50/183.50 208.50/210.50
                           (C1osing Jun 19)
 1715 124.75/126.75 150.25/152.25 176.75/178.75 202.25/204.25
------------------------------------------------------------- 
 TIME      FEB           MAR           APR           MAY
-------------------------------------------------------------- 
 1000 231.50/233.50 256.50/258.50 287.00/289.00 312.00/314.00
 1100 230.00/232.00 255.00/257.00 285.00/287.00 310.00/312.00
 1200 231.00/233.00 256.00/258.00 286.00/288.00 311.00/313.00
 1300 232.50/234.50 257.50/259.50 288.00/290.00 313.00/315.00
 1400 232.50/234.50 257.50/259.50 287.50/289.50 312.50/314.50
 1500 232.50/234.50 257.50/259.50 288.00/290.00 313.00/315.00
 1600 233.50/235.50 258.50/260.50 289.00/291.00 314.00/316.00
 1715 233.00/235.00 258.00/260.00 288.50/290.50 313.50/315.50
                           (C1osing Jun 19)
 1715 225.75/227.75 250.00/252.00 279.50/281.50 304.00/306.00
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  6.85%   6.46%    6.25%      6.05%     5.94%   5.85%
 1100  6.87%   6.48%    6.27%      6.06%     5.96%   5.85%
 1200  6.89%   6.46%    6.25%      6.05%     5.94%   5.84%
 1300  6.93%   6.55%    6.32%      6.10%     5.98%   5.89%
 1400  6.87%   6.52%    6.32%      6.10%     5.98%   5.89%
 1500  6.93%   6.55%    6.31%      6.09%     5.98%   5.88%
 1600  6.91%   6.55%    6.33%      6.11%     5.98%   5.89%
 1715  6.95%   6.59%    6.37%      6.14%     6.00%   5.90%
                           (C1osing Jun 19)
 1715  6.68%   6.40%    6.16%      5.97%     5.86%   5.75%
------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  5.76%   5.71%    5.68%      5.67%     5.63%   5.57%
 1100  5.75%   5.69%    5.66%      5.65%     5.60%   5.55%
 1200  5.75%   5.70%    5.67%      5.66%     5.61%   5.56%
 1300  5.79%   5.73%    5.70%      5.69%     5.65%   5.59%
 1400  5.79%   5.73%    5.70%      5.69%     5.64%   5.58%
 1500  5.79%   5.73%    5.70%      5.69%     5.64%   5.59%
 1600  5.80%   5.74%    5.71%      5.70%     5.65%   5.59%
 1715  5.82%   5.76%    5.73%      5.72%     5.67%   5.62%
                           (C1osing Jun 19)
 1715  5.67%   5.60%    5.58%      5.57%     5.54%   5.49%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 59.5700/59.5800 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

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