February 3, 2014 / 4:48 AM / 4 years ago

India fwd/annualised dlr premia-(closing)-Feb 3

Cash Spot        Cash Tom         Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask          Bid/Ask   
(in IST)
1000        02.40/03.40       01.20/01.70      01.20/01.70    
              06.99%            06.99%           06.99%  
                               (Jan 31)
1000        05.00/06.00       03.75/04.75      01.25/01.75    
              07.31%            07.31%           07.31%  
-------------------------------------------------------------
 TIME      FEB           MAR           APR          MAY
-------------------------------------------------------------
 1000  33.00/35.00  74.00/76.00   124.00/126.00 165.50/167.50
 1100  33.00/35.00  74.00/76.00   124.00/126.00 165.50/167.50
 1200  33.25/35.25  74.50/76.50   125.00/127.00 166.00/168.00
 1300  33.00/35.00  74.50/76.50   124.50/126.50 166.00/168.00
 1400  33.00/35.00  74.50/76.50   124.50/126.50 166.00/168.00
 1500  33.00/35.00  74.00/76.00   124.00/126.00 165.50/167.50
 1600  33.50/34.50  74.50/76.00   124.50/126.00 166.00/168.00
 1715  33.00/35.00  74.00/76.00   124.00/126.00 165.50/167.50
                         (C1osing Jan 31)
 1715  34.50/36.50  75.50/77.50   125.50/127.50 167.00/169.00
-------------------------------------------------------------
 TIME      JUN           JUL           AUG          SEP
-------------------------------------------------------------
 1000 207.50/209.50 250.50/252.50 288.00/290.00 332.00/334.00
 1100 207.50/209.50 250.50/252.50 288.00/290.00 332.00/334.00
 1200 208.00/210.00 250.50/252.50 288.00/290.00 332.50/334.50
 1300 208.00/210.00 251.00/253.00 288.50/290.50 332.50/334.50
 1400 208.00/210.00 251.00/253.00 288.50/290.50 332.50/334.50
 1500 207.50/209.50 250.50/252.50 288.00/290.00 332.00/334.00
 1600 208.25/210.25 250.50/252.50 288.00/290.00 332.00/334.00
 1715 207.50/209.50 250.50/252.50 288.00/290.00 332.00/334.00
                         (C1osing Jan 31)
 1715 209.00/211.00 252.00/254.00 289.00/291.00 333.00/335.00
-------------------------------------------------------------
 TIME      OCT           NOV           DEC           JAN 
-------------------------------------------------------------
 1000 374.00/376.00 411.50/413.50 454.50/456.50 493.00/495.00
 1100 374.00/376.00 411.50/413.50 454.50/456.50 493.00/495.00
 1200 374.50/376.50 412.00/414.00 455.00/457.00 493.50/495.50
 1300 374.50/376.50 412.00/414.00 455.00/457.00 493.50/495.50
 1400 374.50/376.50 412.00/414.00 455.00/457.00 494.00/496.00
 1500 374.00/376.00 411.50/413.50 454.50/456.50 493.50/495.50
 1600 374.00/376.00 411.50/413.50 454.25/456.25 493.00/495.00
 1715 374.00/376.00 411.50/413.50 454.00/456.00 493.00/495.00
                         (C1osing Jan 31)
 1715 375.00/377.00 412.50/414.50 455.00/457.00 494.00/496.00
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------
 1000  8.60%   8.61%    8.63%      8.48%     8.36%   8.31%
 1100  8.60%   8.62%    8.64%      8.49%     8.37%   8.32%
 1200  8.65%   8.67%    8.69%      8.50%     8.37%   8.30%
 1300  8.61%   8.65%    8.66%      8.49%     8.37%   8.32%
 1400  8.60%   8.64%    8.65%      8.49%     8.37%   8.31%
 1500  8.59%   8.60%    8.62%      8.47%     8.35%   8.30%
 1600  8.60%   8.63%    8.65%      8.50%     8.38%   8.31%
 1715  8.61%   8.62%    8.65%      8.49%     8.38%   8.32%
                         (C1osing Jan 31)
 1715  8.60%   8.60%    8.63%      8.48%     8.36%   8.31%
-------------------------------------------------------------
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------
 1000  8.23%   8.18%    8.15%      8.11%     8.06%   8.01%
 1100  8.24%   8.18%    8.15%      8.11%     8.06%   8.01%
 1200  8.23%   8.18%    8.15%      8.11%     8.06%   8.01%
 1300  8.24%   8.18%    8.15%      8.11%     8.06%   8.01%
 1400  8.24%   8.18%    8.14%      8.10%     8.06%   8.01%
 1500  8.22%   8.17%    8.14%      8.10%     8.05%   8.01%
 1600  8.23%   8.17%    8.14%      8.10%     8.05%   8.00%
 1715  8.25%   8.19%    8.16%      8.12%     8.06%   8.02%
                         (C1osing Jan 31)
 1715  8.22%   8.16%    8.13%      8.09%     8.04%   8.00%
-------------------------------------------------------------
        (CONVERSION RATE - $1 = 62.5600/62.5700 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 Andhra Bank, Bank Of Baroda,Barclays Bank Ltd, Canara Bank,
Syndicate Bank, ICICI Bank, Credit Agricole CIB, Standard
Chartered, HDFC Bank, Indusind Bank,Corporation Bank, Bank of
India, 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