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India fwd/annualised dlr premia-(closing)-Feb 5
February 5, 2015 / 4:42 AM / 3 years ago

India fwd/annualised dlr premia-(closing)-Feb 5

Cash Spot         Cash Tom         Tom Next    
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
1000         04.25/05.85     01.00/01.60        03.25/04.25
               06.27%          05.90%              06.40%
                               (Feb 4)                   
1000         02.00/03.20     01.00/01.60        01.00/01.60
               05.92%          05.92%              05.92%
---------------------------------------------------------------
 TIME      FEB            MAR           APR          MAY
---------------------------------------------------------------
 1000  22.75/24.25   63.50/65.50   107.00/109.00  143.00/145.00
 1100  22.75/24.25   63.25/65.25   106.50/108.50  142.50/144.50
 1200  23.25/23.75   63.75/64.75   107.00/108.00  142.50/144.00
 1300  22.75/24.25   63.50/65.50   106.75/108.75  142.50/144.50
 1400  22.50/24.50   63.50/65.50   106.75/108.75  142.50/144.50
 1500  22.75/24.25   63.50/65.50   106.75/108.70  142.50/144.50
 1600  22.75/24.25   63.50/65.50   106.50/108.50  142.50/144.50
 1715  22.75/24.25   63.50/65.50   106.50/108.50  142.50/144.50
                          (C1osing Feb 4)
 1715  27.00/28.50   67.50/69.50   111.00/113.00  147.00/149.00
--------------------------------------------------------------- 
 TIME      JUN           JUL           AUG           SEP   
--------------------------------------------------------------- 
 1000 182.00/184.00 220.00/222.00 257.00/259.00 293.00/295.00
 1100 181.00/183.00 218.50/220.50 255.00/257.00 290.50/292.50
 1200 181.50/183.00 218.50/220.00 255.00/257.00 290.50/292.50
 1300 181.50/183.50 218.75/220.75 255.50/257.50 291.00/293.00
 1400 181.50/183.50 218.50/220.50 255.50/257.50 291.00/293.00
 1500 181.00/183.00 218.50/220.50 255.50/257.50 291.00/293.00
 1600 181.00/183.00 218.00/220.00 255.00/257.00 290.50/292.50
 1715 181.50/183.50 219.00/221.00 256.00/258.00 291.50/293.50
                         (C1osing Feb 4)
 1715 186.50/188.50 224.50/226.50 261.50/263.50 297.00/299.00
--------------------------------------------------------------- 
 TIME      OCT           NOV           DEC            JAN
--------------------------------------------------------------- 
 1000 328.00/330.00 362.50/364.50  395.75/397.75 426.00/428.00
 1100 325.50/327.50 360.00/362.00  393.00/395.00 423.00/425.00
 1200 325.50/327.50 360.50/362.50  393.50/395.50 423.50/425.50
 1300 326.00/328.00 361.00/363.00  394.00/396.00 424.00/426.00
 1400 326.50/328.50 361.00/363.00  394.00/396.00 424.50/426.50
 1500 326.00/328.00 360.50/362.50  393.50/395.50 423.50/425.50
 1600 325.50/327.50 360.00/362.00  393.00/395.00 423.00/425.00
 1715 326.50/328.50 361.00/363.00  394.00/396.00 424.00/426.00
                         (C1osing Feb 4)
 1715 332.50/334.50 367.50/369.50  401.00/403.00 431.50/433.50
-------------------------------------------------------------- 
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
--------------------------------------------------------------- 
 1000   7.66%   7.76%    7.89%      7.74%     7.64%   7.56%
 1100   7.63%   7.72%    7.85%      7.70%     7.58%   7.49%
 1200   7.63%   7.72%    7.85%      7.70%     7.59%   7.49%
 1300   7.66%   7.76%    7.87%      7.72%     7.61%   7.52%
 1400   7.66%   7.76%    7.88%      7.72%     7.61%   7.51%
 1500   7.66%   7.76%    7.87%      7.72%     7.60%   7.51%
 1600   7.67%   7.75%    7.87%      7.72%     7.59%   7.50%
 1715   7.67%   7.76%    7.87%      7.73%     7.62%   7.53%
                         (C1osing Feb 4)
 1715   7.72%   7.73%    7.93%      7.77%     7.68%   7.60%
--------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   7.49%   7.43%    7.36%      7.27%     7.17%   7.08%
 1100   7.42%   7.36%    7.29%      7.21%     7.11%   7.02%
 1200   7.42%   7.36%    7.30%      7.22%     7.13%   7.03%
 1300   7.44%   7.38%    7.32%      7.24%     7.14%   7.05%
 1400   7.44%   7.39%    7.33%      7.24%     7.15%   7.06%
 1500   7.44%   7.38%    7.32%      7.23%     7.14%   7.04%
 1600   7.43%   7.38%    7.31%      7.23%     7.13%   7.04%
 1715   7.46%   7.40%    7.33%      7.25%     7.15%   7.06%
                         (C1osing Feb 4)
 1715   7.51%   7.45%    7.39%      7.31%     7.23%   7.12%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 61.7300/61.7400 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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