August 13, 2014 / 4:38 AM / 3 years ago

India fwd/annualised dlr premia-(closing)-Aug 13

Cash Spot         Cash Tom         Tom Next    
------------------------------------------------------------  
              Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
1000         07.10/09.10      01.10/01.60       06.00/07.50     
               07.05%            06.56%           07.15% 
                               (Aug 12)                   
1000         02.00/03.00      01.00/01.50       01.00/01.50     
               05.97%            05.97%           05.97% 
-------------------------------------------------------------- 
 TIME      AUG            SEP         OCT            NOV
--------------------------------------------------------------
 1000  12.00/13.50   59.00/61.00  103.00/105.00  142.50/144.50
 1100  12.00/13.50   59.00/61.00  103.00/105.00  142.50/144.50
 1200  12.00/13.50   59.00/61.00  103.00/105.00  142.50/144.50
 1300  12.00/13.50   59.00/61.00  103.00/105.00  142.50/144.50
 1400  11.75/13.75   58.75/60.75  103.00/105.00  142.00/144.00
 1500  12.50/13.50   59.25/60.75  103.00/104.50  142.00/144.00
 1600  11.50/13.50   58.50/60.50  102.50/104.50  141.50/143.50
 1715  11.50/13.50   58.50/60.50  102.50/104.50  141.50/143.50
                         (C1osing Aug 12)
 1715  19.50/20.50   66.50/68.00  110.50/112.50  149.50/151.50
-------------------------------------------------------------- 
 TIME      DEC            JAN         FEB            MAR
------------------------------------------------------------- 
 1000 189.50/191.50 232.50/234.50 271.50/273.50 315.00/317.00
 1100 189.50/191.50 232.50/234.50 271.50/273.50 315.50/317.50
 1200 189.50/191.50 232.50/234.50 271.50/273.50 315.00/317.00
 1300 189.50/191.50 232.50/234.50 271.50/273.50 315.00/317.00
 1400 188.50/190.50 231.50/233.50 270.50/272.50 314.00/316.00
 1500 188.00/190.00 230.50/232.50 269.50/271.50 313.00/315.00
 1600 188.00/190.00 231.00/233.00 270.00/272.00 313.50/315.50
 1715 188.00/190.00 230.50/232.50 269.50/271.50 313.00/315.00
                         (C1osing Aug 12)
 1715 196.50/198.50 239.50/241.50 278.50/280.50 322.00/324.00
------------------------------------------------------------- 
 TIME      APR            MAY         JUN            JUL
------------------------------------------------------------- 
 1000 363.00/365.00 400.50/402.50 441.00/443.00 478.50/480.50
 1100 363.50/365.50 401.00/403.00 441.50/443.50 479.00/481.00
 1200 363.00/365.00 400.50/402.50 441.00/443.00 478.50/480.50
 1300 363.00/365.00 400.50/402.50 440.50/442.50 478.00/480.00
 1400 361.50/363.50 399.00/401.00 439.00/441.00 476.50/478.50
 1500 360.50/362.50 398.00/400.00 438.00/440.00 475.50/477.50
 1600 361.50/363.50 398.50/400.50 438.50/440.50 476.00/478.00
 1715 361.00/363.00 398.50/400.50 438.50/440.50 476.00/478.00
                         (C1osing Aug 12)
 1715 370.00/372.00 407.50/409.50 447.50/449.50 485.00/487.00
------------------------------------------------------------- 
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
------------------------------------------------------------- 
 1000   8.51%   8.50%    8.48%      8.47%     8.48%   8.47%
 1100   8.51%   8.50%    8.48%      8.47%     8.48%   8.47%
 1200   8.51%   8.50%    8.47%      8.47%     8.48%   8.46%
 1300   8.51%   8.50%    8.47%      8.47%     8.48%   8.46%
 1400   8.47%   8.48%    8.45%      8.43%     8.44%   8.43%
 1500   8.52%   8.48%    8.44%      8.41%     8.41%   8.40%
 1600   8.42%   8.44%    8.42%      8.40%     8.42%   8.41%
 1715   8.43%   8.45%    8.42%      8.41%     8.41%   8.40%
                         (C1osing Aug 12)
 1715   8.55%   8.55%    8.51%      8.49%     8.50%   8.49%
------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
------------------------------------------------------------- 
 1000   8.43%   8.50%    8.49%      8.39%     8.30%   8.20%
 1100   8.44%   8.51%    8.50%      8.40%     8.30%   8.21%
 1200   8.42%   8.50%    8.48%      8.39%     8.29%   8.20%
 1300   8.42%   8.50%    8.48%      8.39%     8.28%   8.19%
 1400   8.39%   8.46%    8.45%      8.35%     8.25%   8.16%
 1500   8.36%   8.44%    8.42%      8.33%     8.24%   8.15%
 1600   8.38%   8.46%    8.44%      8.34%     8.25%   8.16%
 1715   8.37%   8.45%    8.44%      8.35%     8.25%   8.16%
                         (C1osing Aug 12)
 1715   8.45%   8.50%    8.52%      8.42%     8.33%   8.23%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 61.2150/61.2250 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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