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India fwd/annualised dlr premia-(closing)-Oct 15
October 15, 2015 / 4:48 AM / 2 years ago

India fwd/annualised dlr premia-(closing)-Oct 15

Cash Spot        Cash Tom         Tom Next    
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
1000         04.00/06.00      01.00/01.50       03.00/04.50
               05.63%            05.63%            05.63%
                               (Oct 14)                  
1000         02.00/03.00      01.00/01.50       01.00/01.50
               05.61%            05.61%            05.61%
---------------------------------------------------------------
 TIME      OCT           NOV            DEC           JAN
---------------------------------------------------------------
 1000  12.00/13.50    48.50/50.50    84.50/86.50  118.50/120.50
 1100  12.00/13.50    48.50/50.50    84.50/86.50  118.50/120.50
 1200  12.25/13.25    48.75/49.75    84.75/86.25  118.50/120.50
 1300  12.00/13.50    48.50/50.50    84.50/86.50  118.50/120.50
 1400  11.50/13.00    48.00/50.00    84.00/86.00  118.00/120.00
 1500  12.00/13.50    48.50/50.50    84.50/86.50  118.25/120.25
 1600  12.25/13.25    49.00/50.50    85.00/87.00  119.00/121.00
 1715  12.00/13.50    48.50/50.50    84.50/86.50  118.50/120.50
                          (C1osing Oct 14)    
 1715  15.50/17.00    52.00/54.00    88.00/90.00  122.00/124.00
----------------------------------------------------------------
 TIME     FEB            MAR            APR             MAY
----------------------------------------------------------------
 1000 154.25/156.25  190.00/192.00  228.50/230.50  265.00/267.00
 1100 154.25/156.25  190.00/192.00  228.50/230.50  265.00/267.00
 1200 154.25/156.25  190.00/192.00  228.25/230.25  265.00/267.00
 1300 154.25/156.20  190.00/192.00  228.50/230.50  265.00/267.00
 1400 153.75/155.70  189.50/191.50  228.00/230.00  264.50/266.50
 1500 154.00/156.00  189.75/191.75  228.00/230.00  264.50/266.50
 1600 154.50/156.50  190.00/192.00  228.00/230.00  265.00/267.00
 1715 154.25/156.25  190.00/192.00  228.00/230.00  264.50/266.50
                          (C1osing Oct 14)     
 1715 157.50/159.50  193.00/195.00  231.50/233.50  268.00/270.00
--------------------------------------------------------------- 
 TIME      JUN            JUL            AUG            SEP
--------------------------------------------------------------- 
 1000 299.25/301.25  332.50/334.50  370.00/372.00  404.50/406.50
 1100 299.25/301.25  332.50/334.50  370.00/372.00  404.50/406.50
 1200 299.50/301.50  333.00/335.00  370.50/372.50  405.00/407.00
 1300 299.50/301.50  332.50/334.50  370.00/372.00  404.50/406.50
 1400 299.00/301.00  332.00/334.00  369.50/371.50  404.00/406.00
 1500 299.00/301.00  332.25/334.25  369.75/371.75  404.00/406.00
 1600 299.25/301.25  332.50/334.50  370.00/372.00  404.50/406.50
 1715 299.00/301.00  332.00/334.00  369.50/371.50  404.00/406.00
                          (C1osing Oct 14)     
 1715 302.00/304.00  335.00/337.00  372.50/374.50  407.00/409.00
----------------------------------------------------------------
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
----------------------------------------------------------------
 1000   6.62%   6.61%    6.60%      6.58%     6.56%   6.66%
 1100   6.62%   6.60%    6.59%      6.57%     6.56%   6.65%
 1200   6.59%   6.60%    6.60%      6.58%     6.56%   6.65%
 1300   6.62%   6.60%    6.60%      6.58%     6.56%   6.66%
 1400   6.53%   6.56%    6.57%      6.55%     6.54%   6.64%
 1500   6.62%   6.61%    6.59%      6.57%     6.56%   6.65%
 1600   6.65%   6.64%    6.63%      6.59%     6.57%   6.65%
 1715   6.62%   6.60%    6.60%      6.58%     6.56%   6.65%
                          (C1osing Oct 14)     
 1715   6.59%   6.59%    6.57%      6.55%     6.53%   6.61%
--------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   6.67%   6.64%    6.62%      6.60%     6.58%   6.58%
 1100   6.67%   6.63%    6.61%      6.59%     6.58%   6.57%
 1200   6.67%   6.64%    6.63%      6.61%     6.59%   6.58%
 1300   6.67%   6.64%    6.62%      6.60%     6.58%   6.58%
 1400   6.66%   6.63%    6.61%      6.59%     6.58%   6.57%
 1500   6.66%   6.63%    6.62%      6.60%     6.58%   6.57%
 1600   6.67%   6.64%    6.62%      6.60%     6.59%   6.58%
 1715   6.66%   6.63%    6.61%      6.59%     6.58%   6.57%
                          (C1osing Oct 14)     
 1715   6.64%   6.60%    6.58%      6.56%     6.55%   6.54%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.8175/64.8275 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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