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India fwd/annualised dlr premia-(closing)-Aug 12
August 12, 2015 / 4:42 AM / 2 years ago

India fwd/annualised dlr premia-(closing)-Aug 12

Cash Spot Cash Tom Tom Next ---------------------------------------------------------------

Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 02.00/03.00 01.00/01.50 01.00/01.50

05.63% 05.63% 05.63%

(Aug 11) 1000 02.00/03.00 01.00/01.50 01.00/01.50

05.69% 05.69% 05.69% --------------------------------------------------------------- TIME AUG SEP OCT NOV --------------------------------------------------------------- 1000 20.25/21.75 57.25/59.25 94.50/96.50 132.50/134.50 1100 20.00/21.50 57.00/59.00 94.00/96.00 132.00/134.00 1200 20.00/21.50 57.00/59.00 94.00/96.00 132.00/134.00 1300 20.00/22.00 57.00/59.00 94.25/96.25 132.00/134.00 1400 20.00/22.00 57.00/59.00 94.25/96.25 132.00/134.00 1500 20.50/22.00 57.50/59.50 94.50/96.50 132.25/134.25 1600 20.00/22.00 57.00/59.00 94.00/96.00 131.75/133.75 1715 20.00/21.50 56.75/58.75 93.75/95.75 131.50/133.50

(C1osing Aug 11) 1715 21.00/22.50 57.50/59.50 94.25/96.25 132.00/134.00 --------------------------------------------------------------- TIME DEC JAN FEB MAR --------------------------------------------------------------- 1000 170.50/172.50 206.50/208.50 244.50/246.50 282.50/284.50 1100 170.00/172.00 205.50/207.50 243.50/245.50 281.50/283.50 1200 170.00/172.00 206.00/208.00 244.00/246.00 282.00/284.00 1300 170.00/172.00 205.50/207.50 243.50/245.50 281.50/283.50 1400 170.00/172.00 205.50/207.50 243.50/245.50 281.50/283.50 1500 170.00/172.00 205.50/207.50 243.50/245.50 281.50/283.50 1600 169.50/171.50 205.00/207.00 242.75/244.75 280.50/282.50 1715 169.25/171.25 204.50/206.50 242.25/244.25 280.00/282.00

(C1osing Aug 11) 1715 170.00/172.00 205.50/207.50 243.50/245.50 281.50/283.50 --------------------------------------------------------------- TIME APR MAY JUN JUL --------------------------------------------------------------- 1000 323.00/325.00 362.00/364.00 398.25/400.25 432.50/434.50 1100 322.00/324.00 361.00/363.00 397.00/399.00 431.00/433.00 1200 322.50/324.50 361.50/363.50 397.75/399.75 432.00/434.00 1300 322.00/324.00 361.00/363.00 397.25/399.25 431.50/433.50 1400 322.00/324.00 361.00/363.00 397.00/399.00 431.00/433.00 1500 322.00/324.00 361.00/363.00 397.00/399.00 431.00/433.00 1600 320.50/322.50 359.25/361.25 395.00/397.00 429.00/431.00 1715 320.00/322.00 359.00/361.00 395.00/397.00 429.00/431.00

(C1osing Aug 11) 1715 322.00/324.00 361.00/363.00 397.00/399.00 431.00/433.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 6.97% 6.98% 6.97% 6.95% 6.95% 6.95% 1100 6.93% 6.95% 6.94% 6.93% 6.92% 6.92% 1200 6.92% 6.94% 6.93% 6.92% 6.93% 6.93% 1300 6.94% 6.95% 6.94% 6.92% 6.92% 6.91% 1400 6.95% 6.96% 6.95% 6.93% 6.92% 6.92% 1500 7.02% 6.99% 6.96% 6.93% 6.92% 6.92% 1600 6.95% 6.95% 6.93% 6.92% 6.91% 6.90% 1715 6.91% 6.93% 6.92% 6.91% 6.90% 6.89%

(C1osing Aug 11) 1715 6.91% 6.94% 6.94% 6.94% 6.95% 6.95% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 6.94% 7.01% 7.03% 7.01% 6.99% 6.95% 1100 6.92% 6.99% 7.01% 6.99% 6.97% 6.92% 1200 6.92% 6.99% 7.02% 7.00% 6.97% 6.93% 1300 6.91% 6.98% 7.01% 6.99% 6.97% 6.92% 1400 6.92% 6.98% 7.01% 6.99% 6.97% 6.92% 1500 6.92% 6.98% 7.01% 6.99% 6.96% 6.92% 1600 6.90% 6.96% 6.98% 6.96% 6.93% 6.89% 1715 6.89% 6.95% 6.98% 6.96% 6.94% 6.90%

(C1osing Aug 11) 1715 6.95% 7.01% 7.06% 7.04% 7.01% 6.97% ---------------------------------------------------------------

(CONVERSION RATE - $1 = 64.7700/64.7800 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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