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RPT-India fwd/annualised dlr premia-(close)-Aug 12
August 13, 2014 / 3:28 AM / 3 years ago

RPT-India fwd/annualised dlr premia-(close)-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     
               05.97%            05.97%           05.97% 
                               (Aug 11)                   
1000         02.50/03.30      01.25/01.65       01.25/01.65     
               07.47%            07.47%           07.47% 
-------------------------------------------------------------- 
 TIME      AUG            SEP         OCT            NOV
--------------------------------------------------------------
 1000  19.00/20.50   66.00/68.00  110.00/112.00  149.00/151.00
 1100  19.50/20.50   66.50/68.00  110.50/112.00  149.50/151.50
 1200  19.75/20.75   66.75/68.25  111.00/113.00  150.50/152.50
 1300  19.00/20.50   66.00/68.00  110.00/112.00  149.00/151.00
 1400  19.00/20.50   66.00/68.00  110.00/112.00  149.50/151.50
 1500  19.75/20.75   66.75/68.25  111.00/113.00  150.50/152.50
 1600  19.00/20.50   66.00/68.00  110.00/112.00  149.25/151.25
 1715  19.50/20.50   66.50/68.00  110.50/112.50  149.50/151.50
                         (C1osing Aug 11)
 1715  20.50/22.00   67.50/69.50  111.50/113.50  150.50/152.50
-------------------------------------------------------------- 
 TIME      DEC            JAN         FEB            MAR
------------------------------------------------------------- 
 1000 195.00/197.00 237.50/239.50 276.50/278.50 320.00/322.00
 1100 196.00/198.00 238.50/240.50 277.50/279.50 321.00/323.00
 1200 197.00/199.00 239.50/241.50 278.50/280.50 322.00/324.00
 1300 196.00/198.00 239.00/241.00 278.00/280.00 321.50/323.50
 1400 196.00/198.00 239.00/241.00 278.00/280.00 321.50/323.50
 1500 197.00/199.00 239.50/241.50 278.50/280.50 322.50/324.50
 1600 196.00/198.00 239.00/241.00 278.00/280.00 321.50/323.50
 1715 196.50/198.50 239.50/241.50 278.50/280.50 322.00/324.00
                         (C1osing Aug 11)
 1715 196.50/198.50 239.00/241.00 278.00/280.00 321.00/323.00
------------------------------------------------------------- 
 TIME      APR            MAY         JUN            JUL
------------------------------------------------------------- 
 1000 367.50/369.50 404.50/406.50 444.50/446.50 482.00/484.00
 1100 369.00/371.00 406.50/408.50 446.50/448.50 484.00/486.00
 1200 370.00/372.00 407.50/409.50 447.50/449.50 485.00/487.00
 1300 369.50/371.50 407.00/409.00 447.00/449.00 484.50/486.50
 1400 369.50/371.50 407.00/409.00 447.00/449.00 484.50/486.50
 1500 370.50/372.50 408.00/410.00 448.00/450.00 485.50/487.50
 1600 369.50/371.50 407.00/409.00 447.00/449.00 484.50/486.50
 1715 370.00/372.00 407.50/409.50 447.50/449.50 485.00/487.00
                         (C1osing Aug 11)
 1715 368.50/370.50 405.50/407.50 445.50/447.50 483.00/485.00
------------------------------------------------------------- 
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
------------------------------------------------------------- 
 1000   8.49%   8.50%    8.47%      8.43%     8.42%   8.41%
 1100   8.54%   8.52%    8.49%      8.47%     8.46%   8.44%
 1200   8.58%   8.57%    8.54%      8.51%     8.49%   8.47%
 1300   8.49%   8.49%    8.46%      8.45%     8.46%   8.45%
 1400   8.49%   8.50%    8.48%      8.47%     8.47%   8.46%
 1500   8.58%   8.57%    8.55%      8.51%     8.50%   8.48%
 1600   8.50%   8.50%    8.48%      8.46%     8.47%   8.46%
 1715   8.55%   8.55%    8.51%      8.49%     8.50%   8.49%
                         (C1osing Aug 11)
 1715   8.50%   8.50%    8.47%      8.43%     8.42%   8.41%
------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
------------------------------------------------------------- 
 1000   8.39%   8.44%    8.45%      8.35%     8.27%   8.17%
 1100   8.41%   8.46%    8.48%      8.39%     8.30%   8.20%
 1200   8.44%   8.48%    8.50%      8.41%     8.31%   8.21%
 1300   8.42%   8.47%    8.49%      8.39%     8.30%   8.21%
 1400   8.43%   8.48%    8.50%      8.40%     8.31%   8.21%
 1500   8.45%   8.50%    8.52%      8.42%     8.33%   8.23%
 1600   8.43%   8.48%    8.50%      8.40%     8.31%   8.21%
 1715   8.45%   8.50%    8.52%      8.42%     8.33%   8.23%
                         (C1osing Aug 11)
 1715   8.38%   8.41%    8.44%      8.34%     8.26%   8.16%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 61.0800/61.0900 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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