September 11, 2013 / 3:28 AM / 4 years ago

RPT-India fwd/annualised dlr premia-(close)-Sep 10

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         03.20/04.00     01.60/02.00     01.60/02.00
                09.09%          09.09%         09.09% 
                              (Sep 6)
1000         08.85/09.75     07.25/07.75     01.60/02.00
                09.75%          09.98%         08.81%  
-------------------------------------------------------------
 TIME      SEP           OCT           NOV          DEC
-------------------------------------------------------------
 1000  33.00/36.00  86.00/89.00  133.00/138.00  176.00/181.00
 1100  33.50/36.50  87.00/90.00  134.00/139.00  177.00/182.00
 1200  33.50/36.50  86.00/89.00  133.00/138.00  176.00/181.00
 1300  34.00/37.00  86.00/89.00  134.00/139.00  177.00/182.00
 1400  33.50/36.50  86.00/89.00  134.00/139.00  178.00/183.00
 1500  34.00/37.00  87.00/90.00  136.00/141.00  181.00/186.00
 1600  34.00/37.00  87.00/89.00  136.00/138.00  181.00/186.00
 1715  34.00/36.00  87.00/90.00  137.00/140.00  181.00/185.00
                        (C1osing Sep 6)
 1715  34.00/37.00  86.00/91.00  133.00/138.00  176.00/181.00
-------------------------------------------------------------
 TIME      JAN          FEB           MAR           APR
-------------------------------------------------------------
 1000 218.00/223.00 251.50/256.50 285.00/290.00 323.00/328.00
 1100 219.00/224.00 252.50/257.50 286.00/291.00 324.00/329.00
 1200 218.00/223.00 251.00/256.00 284.00/289.00 322.00/327.00
 1300 218.00/223.00 252.00/257.00 286.00/291.00 325.00/330.00
 1400 220.00/225.00 254.00/259.00 288.00/293.00 327.00/332.00
 1500 224.00/229.00 258.00/263.00 292.00/297.00 333.00/338.00
 1600 224.00/229.00 258.00/263.00 292.00/297.00 333.00/338.00
 1715 223.00/227.00 257.50/261.50 292.00/297.00 333.50/338.50
                        (C1osing Sep 6)
 1715 216.00/221.00 247.50/252.50 280.00/285.00 317.00/322.00
-------------------------------------------------------------
 TIME      MAY           JUN           JUL           AUG
-------------------------------------------------------------
 1000 355.00/360.00 388.00/393.00 421.00/426.00 452.00/457.00
 1100 356.00/361.00 389.00/394.00 422.00/427.00 453.00/458.00
 1200 354.00/359.00 387.00/392.00 420.00/425.00 451.00/456.00
 1300 357.00/362.00 390.00/395.00 423.00/428.00 454.00/459.00
 1400 359.00/364.00 392.00/397.00 425.00/430.00 456.00/461.00
 1500 365.00/370.00 398.00/403.00 431.00/436.00 462.00/467.00
 1600 365.00/370.00 398.00/403.00 431.00/436.00 462.00/467.00
 1715 365.50/370.50 399.00/404.00 432.00/437.00 463.00/468.00
                        (C1osing Sep 6)
 1715 348.00/353.00 380.00/385.00 412.00/417.00 442.00/447.00
------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------
 1000  10.35%  10.00%    9.55%      9.06%     8.72%   8.42%
 1100  10.47%  10.08%    9.60%      9.10%     8.75%   8.45%
 1200  10.41%  10.01%    9.56%      9.07%     8.72%   8.41%
 1300  10.43%  10.03%    9.60%      9.08%     8.72%   8.44%
 1400  10.40%  10.04%    9.64%      9.15%     8.80%   8.51%
 1500  10.53%  10.17%    9.79%      9.31%     8.95%   8.63%
 1600  10.50%  10.10%    9.75%      9.32%     8.96%   8.65%
 1715  10.55%  10.23%    9.84%      9.32%     8.96%   8.67%
                        (C1osing Sep 6)
 1715  10.13%   9.74%    9.32%      8.81%     8.44%   8.12%
-------------------------------------------------------------
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------
 1000  8.14%   7.94%    7.73%      7.55%     7.43%   7.32%
 1100  8.16%   7.96%    7.74%      7.56%     7.44%   7.33%
 1200  8.13%   7.93%    7.71%      7.54%     7.42%   7.31%
 1300  8.18%   7.98%    7.76%      7.58%     7.46%   7.35%
 1400  8.24%   8.04%    7.81%      7.63%     7.50%   7.39%
 1500  8.37%   8.18%    7.93%      7.74%     7.60%   7.48%
 1600  8.38%   8.19%    7.95%      7.75%     7.61%   7.49%
 1715  8.43%   8.24%    8.00%      7.81%     7.66%   7.54%
                        (C1osing Sep 6)
 1715  7.87%   7.64%    7.44%      7.27%     7.14%   7.04%
-------------------------------------------------------------
        (CONVERSION RATE - $1 = 63.8400/63.8500 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

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