March 7, 2013 / 4:42 AM / 5 years ago

India fwd/annualised dlr premia-(closing)-Mar 7

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        04.00/05.00      01.00/01.25    03.00/03.75 
               06.66%           06.66%         06.66% 
                              (Mar 6)
1000        02.00/02.50      01.00/01.25    01.00/01.25 
               06.67%           06.67%         06.67% 
------------------------------------------------------------- 
 TIME      MAR           APR           MAY           JUN
------------------------------------------------------------- 
 1000  20.00/22.00  61.00/63.00    93.00/95.00  122.00/124.00
 1100  20.00/22.00  61.00/63.00    93.00/95.00  122.50/124.50
 1200  19.75/21.75  61.00/63.00    93.50/95.50  123.00/125.00
 1300  20.75/21.25  61.75/62.75    94.00/95.00  123.50/125.00
 1400  20.50/21.50  61.50/63.50    94.00/96.00  123.50/125.50
 1500  20.50/21.00  61.50/62.50    94.00/95.00  123.25/124.75
 1600  20.00/22.00  61.00/63.00    93.50/95.50  123.00/125.00
 1715  20.00/22.00  61.00/63.00    93.50/95.50  123.50/125.50
                         (C1osing Mar 6)
 1715  24.00/25.50  64.50/66.50    97.00/99.00  125.75/127.75
------------------------------------------------------------- 
 TIME      JUL           AUG           SEP           OCT
-------------------------------------------------------------  
 1000 154.00/156.00 182.00/184.00 208.50/210.50 239.00/241.00
 1100 154.50/156.50 182.50/184.50 209.00/211.00 239.50/241.50
 1200 155.75/157.75 183.00/185.00 209.50/211.50 240.00/242.00
 1300 155.50/157.00 184.00/185.50 210.50/212.00 240.50/242.00
 1400 155.50/157.50 184.00/185.50 210.50/212.00 240.50/242.00
 1500 155.25/156.75 183.50/185.00 210.00/211.50 240.00/241.50
 1600 155.00/157.00 183.00/185.00 209.50/211.50 240.00/242.00
 1715 155.50/157.50 183.50/185.50 210.00/212.00 240.50/242.50
                         (C1osing Mar 6)
 1715 157.25/159.25 185.00/187.00 211.50/213.50 242.00/244.00
------------------------------------------------------------- 
 TIME      NOV           DEC           JAN           FEB
-------------------------------------------------------------- 
 1000 264.50/266.50 292.50/294.50 319.50/321.50 343.50/345.50
 1100 265.00/267.00 293.00/295.00 320.00/322.00 343.50/345.50
 1200 265.50/267.50 293.50/295.50 320.25/322.25 344.00/346.00
 1300 266.00/267.50 294.00/295.50 321.00/322.50 345.00/346.50
 1400 266.00/267.50 294.00/295.50 321.00/322.50 345.00/346.50
 1500 265.50/267.00 293.50/295.00 320.00/321.50 343.50/345.00
 1600 265.50/267.50 293.50/295.50 320.00/322.00 343.50/345.50
 1715 266.00/268.00 294.00/296.00 320.50/322.50 344.00/346.00
                         (C1osing Mar 6)
 1715 267.25/269.25 295.00/297.00 321.50/323.50 345.00/347.00
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  8.26%   7.98%    7.64%      7.41%     7.19%   7.04%
 1100  8.27%   7.99%    7.66%      7.45%     7.23%   7.07%
 1200  8.24%   8.01%    7.69%      7.49%     7.26%   7.08%
 1300  8.29%   8.03%    7.70%      7.49%     7.27%   7.11%
 1400  8.33%   8.08%    7.75%      7.52%     7.29%   7.13%
 1500  8.25%   8.03%    7.71%      7.49%     7.26%   7.11%
 1600  8.28%   8.03%    7.71%      7.49%     7.26%   7.10%
 1715  8.29%   8.03%    7.73%      7.52%     7.28%   7.12%
                         (C1osing Mar 6)
 1715  8.25%   8.08%    7.68%      7.45%     7.22%   7.04%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  6.92%   6.79%    6.69%      6.60%     6.52%   6.45%
 1100  6.95%   6.82%    6.71%      6.62%     6.54%   6.46%
 1200  6.96%   6.82%    6.72%      6.62%     6.55%   6.47%
 1300  6.97%   6.83%    6.73%      6.63%     6.56%   6.48%
 1400  6.99%   6.85%    6.75%      6.65%     6.57%   6.50%
 1500  6.97%   6.83%    6.73%      6.63%     6.55%   6.46%
 1600  6.97%   6.84%    6.73%      6.63%     6.55%   6.47%
 1715  6.99%   6.85%    6.75%      6.65%     6.56%   6.48%
                         (C1osing Mar 6)
 1715  6.93%   6.81%    6.69%      6.60%     6.51%   6.44%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 54.5600/54.5700 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 RBS, Andhra Bank, Bank of America, Bank Of Baroda, BNP   
Paribas ,Barclays Bank Ltd, Canara Bank, Syndicate Bank, ICICI  
Bank, Credit Agricole CIB,ING Vysya Bank, Standard Chartered,   
HDFC Bank, Indusind Bank,Corporation Bank, Bank of India, 
J P Morgan, 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

Our Standards:The Thomson Reuters Trust Principles.
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