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India fwd/annualised dlr premia-(closing)-Mar 7
March 7, 2014 / 4:48 AM / 4 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        05.00/07.00       04.00/05.00      01.25/01.75    
              07.48%            07.97%           07.48%
                                (Mar 6)
1000        05.20/06.50       01.20/01.60      04.10/04.90    
              07.72%            07.12%           08.11%
--------------------------------------------------------------
 TIME      MAR           APR          MAY            JUN
--------------------------------------------------------------
 1000  27.75/29.75   86.00/88.00  129.25/131.25 172.25/174.25
 1100  27.50/29.50   86.50/88.50  130.00/132.00 173.00/175.00
 1200  27.25/29.25   86.25/88.25  130.25/132.25 172.75/174.75
 1300  27.25/29.25   86.75/88.75  130.00/132.00 172.50/174.50
 1400  28.00/30.00   87.50/89.50  131.00/133.00 173.00/175.00
 1500  27.75/28.75   87.50/88.50  131.00/132.00 173.00/175.00
 1600  27.75/28.75   87.25/88.75  130.50/132.50 172.50/174.50
 1715  27.50/29.00   87.00/89.00  130.00/132.00 172.00/174.00
                        (C1osing Mar 6)
 1715  28.00/30.00   86.00/88.00  129.25/131.25 172.00/174.00
--------------------------------------------------------------
 TIME      JUL           AUG          SEP            OCT
-------------------------------------------------------------
 1000 213.75/215.75 251.75/253.75 295.25/297.25 336.25/338.25
 1100 215.00/217.00 252.50/254.50 296.00/298.00 337.00/339.00
 1200 215.00/217.00 252.50/254.50 296.00/298.00 337.00/339.00
 1300 214.50/216.50 251.50/253.50 295.00/297.00 336.50/338.50
 1400 214.50/216.50 252.00/254.00 295.50/297.50 336.50/338.50
 1500 214.50/216.50 251.50/253.50 295.00/297.00 336.00/338.00
 1600 214.00/216.00 251.50/253.50 295.00/297.00 335.50/337.50
 1715 213.50/215.50 250.00/252.00 293.00/295.00 334.50/336.50
                        (C1osing Mar 6)
 1715 214.00/216.00 251.50/253.50 295.50/297.50 337.00/339.00
-------------------------------------------------------------
 TIME      NOV           DEC           JAN          FEB
-------------------------------------------------------------
 1000 373.75/375.75 417.25/419.25 457.25/459.25 494.25/496.25
 1100 375.00/377.00 419.00/421.00 459.00/461.00 496.00/498.00
 1200 374.50/376.50 418.00/420.00 458.00/460.00 495.00/497.00
 1300 373.50/375.50 417.00/419.00 457.00/459.00 494.00/496.00
 1400 374.00/376.00 417.50/419.50 457.50/459.50 494.00/496.00
 1500 373.00/375.00 417.00/419.00 457.00/459.00 493.50/495.50
 1600 373.00/375.00 416.50/418.50 456.25/458.25 493.00/495.00
 1715 371.50/373.50 415.00/417.00 454.50/456.50 491.00/493.00
                        (C1osing Mar 6)
 1715 374.50/376.50 418.50/420.50 458.50/460.50 495.00/497.00
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------
 1000 10.31%  10.06%    9.55%      9.22%     8.98%   8.82%
 1100 10.32%  10.11%    9.59%      9.26%     9.02%   8.84%
 1200 10.28%  10.12%    9.60%      9.26%     9.02%   8.84%
 1300 10.33%  10.14%    9.59%      9.24%     9.00%   8.81%
 1400 10.46%  10.22%    9.64%      9.25%     9.00%   8.82%
 1500 10.34%  10.16%    9.62%      9.25%     8.99%   8.80%
 1600 10.33%  10.15%    9.59%      9.22%     8.97%   8.80%
 1715 10.33%  10.14%    9.56%      9.19%     8.94%   8.74%
                        (C1osing Mar 6)
 1715  9.99%   9.89%    9.44%      9.13%     8.91%   8.76%
-------------------------------------------------------------
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------
 1000  8.68%   8.59%    8.52%      8.46%     8.41%   8.37%
 1100  8.69%   8.61%    8.55%      8.49%     8.44%   8.40%
 1200  8.70%   8.61%    8.54%      8.48%     8.43%   8.39%
 1300  8.68%   8.60%    8.52%      8.46%     8.41%   8.38%
 1400  8.68%   8.60%    8.53%      8.46%     8.41%   8.37%
 1500  8.67%   8.58%    8.51%      8.45%     8.40%   8.36%
 1600  8.65%   8.56%    8.50%      8.43%     8.38%   8.34%
 1715  8.61%   8.53%    8.47%      8.40%     8.35%   8.31%
                        (C1osing Mar 6)
 1715  8.65%   8.57%    8.50%      8.44%     8.40%   8.35%
-------------------------------------------------------------
        (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,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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