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India fwd/annualised dlr premia-(closing)-Sep 11
September 11, 2013 / 4:43 AM / 4 years ago

India fwd/annualised dlr premia-(closing)-Sep 11

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
                09.11%          09.11%         09.11% 
                              (Sep 10)
1000         03.20/04.00     01.60/02.00     01.60/02.00
                09.09%          09.09%         09.09% 
-------------------------------------------------------------
 TIME      SEP           OCT           NOV          DEC
-------------------------------------------------------------
 1000  32.50/35.50  85.00/88.00  134.00/139.00  178.50/183.50
 1100  32.00/34.00  85.00/87.00  134.00/139.00  178.00/183.00
 1200  32.50/34.50  85.50/87.50  134.00/137.00  178.00/183.00
 1300  32.00/34.00  84.00/86.00  133.00/138.00  178.00/183.00
 1400  32.00/35.00  84.00/88.00  132.00/136.00  177.00/182.00
 1500  31.50/33.50  83.50/86.50  131.50/134.50  176.50/181.50
 1600  31.00/34.00  83.00/87.00  131.00/135.00  176.00/181.00
 1715  32.00/34.00  84.00/87.00  132.50/135.50  178.50/181.50
                         (C1osing Sep 10)
 1715  34.00/36.00  87.00/90.00  137.00/140.00  181.00/185.00
-------------------------------------------------------------
 TIME      JAN          FEB           MAR           APR
-------------------------------------------------------------
 1000 221.00/226.00 254.00/261.00 287.50/294.50 327.50/334.50
 1100 221.00/226.00 256.00/261.00 291.00/296.00 332.00/337.00
 1200 222.00/227.00 256.50/261.50 290.00/297.00 331.50/338.50
 1300 221.00/226.00 257.00/262.00 292.00/297.00 334.00/339.00
 1400 220.00/225.00 255.00/260.00 290.00/295.00 331.50/336.50
 1500 219.50/224.50 253.00/258.00 286.50/291.50 326.50/333.50
 1600 219.00/224.00 254.00/259.00 289.00/294.00 329.50/334.50
 1715 220.50/225.50 255.50/260.50 291.00/296.00 332.00/337.00
                         (C1osing Sep 10)
 1715 223.00/227.00 257.50/261.50 292.00/297.00 333.50/338.50
-------------------------------------------------------------
 TIME      MAY           JUN           JUL           AUG
-------------------------------------------------------------
 1000 359.50/366.50 392.50/399.50 425.50/432.50 456.00/463.00
 1100 364.00/369.00 397.00/402.00 431.00/436.00 462.00/467.00
 1200 364.00/371.00 397.50/404.50 431.00/438.00 461.50/468.50
 1300 366.00/371.00 400.00/405.00 433.00/438.00 464.00/469.00
 1400 364.00/369.00 397.50/402.50 431.00/436.00 462.00/467.00
 1500 358.50/365.50 391.50/398.50 424.50/431.50 454.50/461.50
 1600 362.00/367.00 395.00/400.00 428.00/433.00 458.00/463.00
 1715 364.00/369.00 397.00/402.00 430.00/435.00 460.00/465.00
                         (C1osing Sep 10)
 1715 365.50/370.50 399.00/404.00 432.00/437.00 463.00/468.00
------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------
 1000  10.57%  10.17%    9.76%      9.28%     8.91%   8.59%
 1100  10.47%  10.18%    9.78%      9.30%     8.95%   8.67%
 1200  10.56%  10.16%    9.74%      9.32%     8.98%   8.68%
 1300  10.42%  10.11%    9.77%      9.33%     9.00%   8.73%
 1400  10.61%  10.16%    9.75%      9.33%     8.99%   8.72%
 1500  10.44%  10.07%    9.71%      9.32%     8.96%   8.64%
 1600  10.43%  10.06%    9.68%      9.28%     8.96%   8.68%
 1715  10.51%  10.12%    9.75%      9.35%     9.00%   8.73%
                         (C1osing Sep 10)
 1715  10.55%  10.23%    9.84%      9.32%     8.96%   8.67%
-------------------------------------------------------------
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------
 1000  8.32%   8.12%    7.88%      7.70%     7.56%   7.43%
 1100  8.43%   8.23%    7.98%      7.80%     7.66%   7.53%
 1200  8.44%   8.24%    8.01%      7.82%     7.68%   7.54%
 1300  8.50%   8.30%    8.06%      7.87%     7.72%   7.58%
 1400  8.49%   8.29%    8.06%      7.87%     7.73%   7.59%
 1500  8.39%   8.20%    7.96%      7.78%     7.63%   7.50%
 1600  8.45%   8.24%    8.01%      7.82%     7.67%   7.53%
 1715  8.50%   8.29%    8.05%      7.85%     7.70%   7.55%
                         (C1osing Sep 10)
 1715  8.43%   8.24%    8.00%      7.81%     7.66%   7.54%
-------------------------------------------------------------
        (CONVERSION RATE - $1 = 63.3800/63.3900 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

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