December 8, 2014 / 4:47 AM / 3 years ago

India fwd/annualised dlr premia-(closing)-Dec 8

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
               06.48%           06.48%             06.48% 
                               (Dec 5)                   
1000        04.60/06.10       03.50/04.50       01.10/01.60
               06.79%           06.88%             06.49% 
---------------------------------------------------------------
 TIME      DEC           JAN            FEB           MAR
---------------------------------------------------------------
 1000  27.50/29.00    67.50/69.50  102.50/104.50  141.50/143.50
 1100  27.50/29.00    67.50/69.50  102.75/104.75  142.00/144.00
 1200  28.00/29.00    68.00/69.00  103.00/104.00  141.50/143.50
 1300  27.50/29.00    67.50/69.50  102.50/104.50  141.50/143.50
 1400  27.75/28.75    67.75/68.75  103.00/104.00  141.50/143.50
 1500  27.50/29.00    67.50/69.50  102.50/104.50  141.25/143.25
 1600  27.50/29.00    67.50/69.50  102.50/104.50  141.50/143.50
 1715  27.50/29.00    67.75/69.25  102.50/104.50  141.50/143.50
                         (C1osing Dec 5)
 1715  28.50/30.00    68.50/70.50  103.50/105.50  142.50/144.50
--------------------------------------------------------------- 
 TIME      APR           MAY           JUN           JUL
--------------------------------------------------------------- 
 1000 182.00/184.00 216.50/218.50 254.00/256.00 290.00/292.00
 1100 182.50/184.50 217.00/219.00 254.50/256.50 290.50/292.50
 1200 182.00/184.00 216.50/218.50 254.00/256.00 290.00/292.00
 1300 182.00/184.00 216.00/218.00 253.00/255.00 288.50/290.50
 1400 182.00/184.00 216.00/218.00 253.00/255.00 288.50/290.50
 1500 181.50/183.50 215.50/217.50 252.50/254.50 288.00/290.00
 1600 182.00/184.00 216.00/218.00 253.50/255.50 289.00/291.00
 1715 182.00/184.00 216.00/218.00 253.00/255.00 288.50/290.50
                         (C1osing Dec 5)
 1715 183.00/185.00 217.50/219.50 255.00/257.00 291.00/293.00
--------------------------------------------------------------- 
 TIME      AUG           SEP           OCT           NOV
--------------------------------------------------------------- 
 1000 325.50/327.50 360.50/362.50 394.50/396.50  427.00/429.00
 1100 326.00/328.00 361.00/363.00 395.00/397.00  427.50/429.50
 1200 325.50/327.50 360.50/362.50 394.50/396.50  427.00/429.00
 1300 324.00/326.00 358.50/360.50 392.50/394.50  425.00/427.00
 1400 323.50/325.50 358.50/360.50 392.50/394.50  425.00/427.00
 1500 323.00/325.00 358.00/360.00 392.00/394.00  424.50/426.50
 1600 324.50/326.50 359.50/361.50 393.50/395.50  426.00/428.00
 1715 323.50/325.50 358.50/360.50 392.50/394.50  425.00/427.00
                         (C1osing Dec 5)
 1715 326.50/328.50 361.50/363.50 395.50/397.50  428.00/430.00
--------------------------------------------------------------- 
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
--------------------------------------------------------------- 
 1000   7.92%   7.82%    7.66%      7.60%     7.60%   7.50%
 1100   7.92%   7.83%    7.68%      7.62%     7.62%   7.52%
 1200   7.95%   7.82%    7.65%      7.60%     7.60%   7.50%
 1300   7.92%   7.82%    7.65%      7.60%     7.59%   7.47%
 1400   7.90%   7.80%    7.66%      7.60%     7.60%   7.48%
 1500   7.92%   7.82%    7.65%      7.58%     7.58%   7.46%
 1600   7.93%   7.82%    7.66%      7.60%     7.60%   7.49%
 1715   7.93%   7.83%    7.67%      7.61%     7.61%   7.49%
                         (C1osing Dec 5)
 1715   7.88%   7.81%    7.66%      7.60%     7.61%   7.51%
--------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   7.41%   7.34%    7.28%      7.22%     7.16%   7.08%
 1100   7.43%   7.35%    7.29%      7.23%     7.17%   7.08%
 1200   7.41%   7.33%    7.27%      7.22%     7.16%   7.07%
 1300   7.38%   7.30%    7.24%      7.18%     7.12%   7.04%
 1400   7.38%   7.30%    7.23%      7.19%     7.13%   7.04%
 1500   7.37%   7.28%    7.22%      7.18%     7.12%   7.04%
 1600   7.40%   7.32%    7.26%      7.21%     7.15%   7.06%
 1715   7.39%   7.31%    7.24%      7.20%     7.14%   7.05%
                         (C1osing Dec 5)
 1715   7.43%   7.35%    7.29%      7.24%     7.18%   7.09%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 61.8300/61.8400 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,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

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