June 3, 2014 / 3:32 AM / 3 years ago

RPT-India fwd/annualised dlr premia-(close)-Jun 2

Cash Spot         Cash Tom         Tom Next    
------------------------------------------------------------  
              Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
1000        02.20/03.20       01.10/01.60      01.10/01.60     
               06.79%            06.79%           06.79% 
                               (May 30)                    
1000        04.40/05.90       03.40/04.40      01.00/01.50     
               06.81%            07.02%           06.19% 
-------------------------------------------------------------- 
 TIME      JUN           JUL          AUG            SEP 
--------------------------------------------------------------
 1000  33.50/35.50   75.50/77.50  114.50/116.50 160.50/162.50
 1100  34.00/35.50   76.00/78.00  116.00/118.00 162.00/164.00
 1200  34.25/36.25   76.25/78.25  115.25/117.25 161.25/163.25
 1300  34.50/36.00   77.00/79.00  116.00/118.00 162.75/164.75
 1400  34.75/35.50   76.75/78.00  116.00/117.50 162.75/164.75
 1500  35.50/36.50   78.00/80.00  117.50/119.50 164.50/166.50
 1600  35.00/36.50   77.50/79.50  117.00/119.00 164.00/166.00
 1715  35.00/36.50   77.50/79.50  117.00/119.00 164.50/166.50
                        (C1osing May 30)
 1715  35.00/36.50   77.00/79.00  116.00/118.00 162.00/164.00
-------------------------------------------------------------- 
 TIME      OCT           NOV          DEC            JAN 
------------------------------------------------------------- 
 1000 203.00/205.00 242.00/244.00 286.50/288.50 326.00/328.00
 1100 205.50/207.50 244.50/246.50 290.50/292.50 329.50/331.50
 1200 205.00/207.00 244.00/246.00 290.00/292.00 330.00/332.00
 1300 206.50/208.50 246.00/248.00 292.50/294.50 333.50/335.50
 1400 206.50/208.50 246.00/248.00 292.50/294.50 333.50/335.50
 1500 208.50/210.50 249.00/251.00 297.50/299.50 339.50/341.50
 1600 208.00/210.00 249.00/251.00 297.00/299.00 341.00/343.00
 1715 209.50/211.50 250.50/252.50 299.50/301.50 344.50/346.50
                        (C1osing May 30) 
 1715 205.00/207.00 244.00/246.00 289.50/291.50 329.50/331.50
------------------------------------------------------------- 
 TIME      FEB           MAR           APR          MAY 
------------------------------------------------------------- 
 1000 359.50/361.50 397.00/399.00 440.00/442.00 473.00/475.00
 1100 363.50/365.50 401.50/403.50 444.50/446.50 477.50/479.50
 1200 364.00/366.00 402.00/404.00 445.00/447.00 478.00/480.00
 1300 367.50/369.50 406.00/408.00 449.00/451.00 482.00/484.00
 1400 367.50/369.50 405.50/407.50 448.50/450.50 482.00/484.00
 1500 374.00/376.00 412.50/414.50 456.00/458.00 489.50/491.50
 1600 375.50/377.50 414.50/416.50 458.00/460.00 491.50/493.50
 1715 379.00/381.00 418.00/420.00 461.50/463.50 495.00/497.00
                        (C1osing May 30) 
 1715 363.00/365.00 400.50/402.50 443.50/445.50 476.50/478.50
------------------------------------------------------------- 
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
------------------------------------------------------------- 
 1000   8.23%   8.31%    8.41%      8.45%     8.46%   8.47%
 1100   8.29%   8.38%    8.51%      8.54%     8.56%   8.57%
 1200   8.37%   8.38%    8.45%      8.50%     8.54%   8.55%
 1300   8.40%   8.45%    8.51%      8.57%     8.60%   8.61%
 1400   8.35%   8.40%    8.50%      8.57%     8.60%   8.62%
 1500   8.55%   8.56%    8.61%      8.66%     8.68%   8.73%
 1600   8.49%   8.51%    8.58%      8.64%     8.67%   8.72%
 1715   8.49%   8.51%    8.59%      8.67%     8.73%   8.78%
                        (C1osing May 30) 
 1715   8.20%   8.32%    8.41%      8.46%     8.48%   8.50%
------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
------------------------------------------------------------- 
 1000   8.44%   8.39%    8.29%      8.20%     8.24%   8.13%
 1100   8.56%   8.49%    8.38%      8.30%     8.32%   8.21%
 1200   8.55%   8.49%    8.39%      8.30%     8.33%   8.21%
 1300   8.62%   8.58%    8.46%      8.38%     8.40%   8.28%
 1400   8.62%   8.58%    8.47%      8.37%     8.39%   8.28%
 1500   8.77%   8.73%    8.61%      8.51%     8.53%   8.40%
 1600   8.76%   8.77%    8.65%      8.55%     8.57%   8.44%
 1715   8.84%   8.86%    8.73%      8.62%     8.63%   8.50%
                        (C1osing May 30) 
 1715   8.50%   8.45%    8.34%      8.25%     8.28%   8.17%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 59.1525/59.1625 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