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RPT-India fwd/annualised dlr premia-(close)-Mar 6
March 7, 2014 / 3:32 AM / 4 years ago

RPT-India fwd/annualised dlr premia-(close)-Mar 6

Cash Spot        Cash Tom         Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask          Bid/Ask   
(in IST)
1000        05.20/06.50       01.20/01.60      04.10/04.90    
              07.72%            07.12%           08.11%
                                (Mar 5)
1000        02.30/03.30       01.15/01.65      01.15/01.65    
              06.79%            06.79%           06.79%
--------------------------------------------------------------
 TIME      MAR           APR          MAY            JUN
--------------------------------------------------------------
 1000  27.75/29.75   85.00/87.00  128.25/130.25 170.75/172.75
 1100  28.00/30.00   85.50/87.50  129.00/131.00 172.00/174.00
 1200  27.50/29.50   85.50/87.50  129.00/131.00 172.00/174.00
 1300  28.25/30.25   85.75/87.75  129.25/131.25 172.00/174.00
 1400  27.75/29.75   85.50/87.50  129.00/131.00 172.00/174.00
 1500  28.00/30.00   85.50/87.50  129.00/131.00 172.00/174.00
 1600  27.75/29.75   85.75/87.75  129.25/131.25 172.00/174.00
 1715  28.00/30.00   86.00/88.00  129.25/131.25 172.00/174.00
                        (C1osing Mar 5)
 1715  32.00/34.00   89.25/91.25  132.50/134.50 175.50/177.50
--------------------------------------------------------------
 TIME      JUL           AUG          SEP            OCT
-------------------------------------------------------------
 1000 212.75/214.75 250.25/252.25 293.75/295.75 335.25/337.25
 1100 214.00/216.00 251.50/253.50 295.50/297.50 337.00/339.00
 1200 214.00/216.00 251.50/253.50 295.50/297.50 337.00/339.00
 1300 214.00/216.00 251.50/253.50 295.50/297.50 337.00/339.00
 1400 214.00/216.00 251.50/253.50 295.50/297.50 337.00/339.00
 1500 214.00/216.00 251.50/253.50 295.50/297.50 337.00/339.00
 1600 214.00/216.00 251.50/253.50 295.50/297.50 337.00/339.00
 1715 214.00/216.00 251.50/253.50 295.50/297.50 337.00/339.00
                        (C1osing Mar 5)
 1715 217.50/219.50 255.50/257.50 299.50/301.50 341.50/343.50
-------------------------------------------------------------
 TIME      NOV           DEC           JAN          FEB
-------------------------------------------------------------
 1000 372.75/374.75 416.75/418.75 456.75/458.75 493.75/495.75
 1100 375.00/377.00 418.50/420.50 458.50/460.50 495.50/497.50
 1200 375.00/377.00 418.50/420.50 458.50/460.50 495.50/497.50
 1300 374.50/376.50 418.50/420.50 458.50/460.50 495.50/497.50
 1400 375.00/377.00 419.00/421.00 459.00/461.00 496.00/498.00
 1500 374.50/376.50 418.50/420.50 458.50/460.50 495.50/497.50
 1600 374.50/376.50 418.50/420.50 458.50/460.50 495.00/497.00
 1715 374.50/376.50 418.50/420.50 458.50/460.50 495.00/497.00
                        (C1osing Mar 5)
 1715 379.00/381.00 423.00/425.00 463.00/465.00 500.00/502.00
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------
 1000  9.83%   9.74%    9.31%      9.02%     8.81%   8.66%
 1100  9.91%   9.80%    9.39%      9.09%     8.87%   8.72%
 1200  9.86%   9.82%    9.40%      9.10%     8.88%   8.73%
 1300  9.97%   9.84%    9.41%      9.10%     8.88%   8.73%
 1400  9.89%   9.82%    9.40%      9.11%     8.88%   8.73%
 1500  9.93%   9.83%    9.41%      9.12%     8.89%   8.74%
 1600  9.91%   9.85%    9.42%      9.11%     8.89%   8.74%
 1715  9.99%   9.89%    9.44%      9.13%     8.91%   8.76%
                        (C1osing Mar 5)
 1715  9.60%   9.72%    9.27%      9.01%     8.81%   8.66%
-------------------------------------------------------------
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------
 1000  8.55%   8.47%    8.41%      8.36%     8.32%   8.28%
 1100  8.61%   8.53%    8.47%      8.41%     8.36%   8.32%
 1200  8.62%   8.54%    8.48%      8.42%     8.37%   8.33%
 1300  8.62%   8.54%    8.47%      8.42%     8.37%   8.33%
 1400  8.62%   8.55%    8.49%      8.43%     8.39%   8.34%
 1500  8.63%   8.55%    8.49%      8.43%     8.39%   8.35%
 1600  8.63%   8.54%    8.48%      8.42%     8.38%   8.33%
 1715  8.65%   8.57%    8.50%      8.44%     8.40%   8.35%
                        (C1osing Mar 5)
 1715  8.56%   8.49%    8.42%      8.37%     8.32%   8.28%
-------------------------------------------------------------
        (CONVERSION RATE - $1 = 61.1100/61.1200 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,Barclays Bank Ltd, 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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