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India fwd/annualised dlr premia-(closing)-Nov 16
November 16, 2015 / 4:47 AM / 2 years ago

India fwd/annualised dlr premia-(closing)-Nov 16

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
                05.51%           05.51%            05.51%
                               (Nov 13)                  
 1000         04.00/06.00      03.00/04.50       01.00/01.50
                05.52%           05.52%            05.52%
---------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB 
---------------------------------------------------------------
 1000  13.50/15.00    50.00/52.00    84.00/86.00   119.50/121.50
 1100  13.50/15.00    50.00/52.00    84.00/86.00   119.50/121.50
 1200  13.50/15.50    50.00/52.00    84.00/86.00   120.00/122.00
 1300  13.50/14.50    50.00/52.00    84.00/86.00   119.50/121.50
 1400  13.00/14.50    49.50/51.50    83.50/85.50   119.50/121.50
 1500  13.25/14.75    49.75/51.75    83.50/85.50   119.50/121.50
 1600  13.50/15.00    50.00/52.00    83.75/85.75   119.75/121.75
 1715  13.50/14.50    50.00/51.00    83.75/85.25   119.50/121.50
                          (C1osing Nov 13)   
 1715  14.50/16.00    51.00/53.00    85.00/87.00   120.50/122.50
----------------------------------------------------------------
 TIME     MAR            APR            MAY             JUN
----------------------------------------------------------------
 1000 155.00/157.00  193.00/195.00  229.00/231.00  263.00/265.00
 1100 155.00/157.00  193.00/195.00  229.00/231.00  263.00/265.00
 1200 155.50/157.50  193.50/195.50  229.50/231.50  263.50/265.50
 1300 155.00/157.00  193.50/195.50  229.50/231.50  263.00/265.00
 1400 155.00/157.00  193.00/195.00  229.00/231.00  263.00/265.00
 1500 155.00/157.00  193.00/195.00  229.00/231.00  263.00/265.00
 1600 155.25/157.25  193.25/195.25  229.75/231.75  263.75/265.75
 1715 155.50/157.50  193.50/195.50  229.50/231.50  263.75/265.75
                          (C1osing Nov 13)     
 1715 156.00/158.00  194.00/196.00  230.50/232.50  264.50/266.50
--------------------------------------------------------------- 
 TIME      JUL            AUG            SEP            OCT
--------------------------------------------------------------- 
 1000 296.00/298.00  333.50/335.50  368.00/370.00  400.50/402.50
 1100 296.00/298.00  333.50/335.50  368.00/370.00  400.50/402.50
 1200 296.50/298.50  334.00/336.00  368.50/370.50  401.00/403.00
 1300 296.50/298.50  333.50/335.50  368.00/370.00  400.50/402.50
 1400 296.00/298.00  333.50/335.50  368.00/370.00  400.50/402.50
 1500 296.00/298.00  333.50/335.50  367.75/369.70  400.00/402.00
 1600 296.75/298.75  334.25/336.25  368.50/370.50  400.75/402.75
 1715 297.00/299.00  334.50/336.50  369.00/371.00  401.50/403.50
                          (C1osing Nov 13)     
 1715 297.50/299.50  335.00/337.00  369.50/371.50  402.00/404.00
----------------------------------------------------------------
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
----------------------------------------------------------------
 1000   6.54%   6.52%    6.47%      6.43%     6.51%   6.52%
 1100   6.54%   6.52%    6.47%      6.43%     6.52%   6.53%
 1200   6.56%   6.52%    6.49%      6.46%     6.54%   6.54%
 1300   6.54%   6.54%    6.49%      6.45%     6.55%   6.56%
 1400   6.47%   6.49%    6.47%      6.45%     6.53%   6.54%
 1500   6.52%   6.50%    6.48%      6.45%     6.54%   6.55%
 1600   6.56%   6.52%    6.49%      6.46%     6.54%   6.56%
 1715   6.49%   6.49%    6.48%      6.46%     6.55%   6.56%
                          (C1osing Nov 13)
 1715   6.52%   6.51%    6.47%      6.43%     6.52%   6.54%
--------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   6.48%   6.45%    6.43%      6.42%     6.42%   6.41%
 1100   6.48%   6.46%    6.44%      6.42%     6.42%   6.41%
 1200   6.50%   6.47%    6.45%      6.43%     6.43%   6.42%
 1300   6.50%   6.48%    6.46%      6.44%     6.44%   6.43%
 1400   6.50%   6.47%    6.45%      6.44%     6.44%   6.43%
 1500   6.50%   6.48%    6.46%      6.44%     6.43%   6.42%
 1600   6.52%   6.49%    6.47%      6.45%     6.44%   6.43%
 1715   6.52%   6.49%    6.47%      6.46%     6.45%   6.44%
                          (C1osing Nov 13)     
 1715   6.50%   6.47%    6.45%      6.44%     6.43%   6.42%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.9950/66.0050 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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