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India fwd/annualised dlr premia-(closing)-Jun 3
June 3, 2014 / 4:47 AM / 4 years ago

India fwd/annualised dlr premia-(closing)-Jun 3

Cash Spot         Cash Tom         Tom Next    
------------------------------------------------------------  
              Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
1000        02.55/03.15       01.25/01.55      01.30/01.60     
               07.86%            07.71%           08.02% 
                               (Jun 2)                    
1000        02.20/03.20       01.10/01.60      01.10/01.60     
               06.79%            06.79%           06.79% 
-------------------------------------------------------------- 
 TIME      JUN           JUL          AUG            SEP 
--------------------------------------------------------------
 1000  34.00/35.00   77.00/78.00  117.00/118.00 164.50/166.50
 1100  33.50/35.00   76.00/78.00  115.00/117.00 162.50/164.50
 1200  33.00/35.00   75.50/77.50  115.00/117.00 162.50/164.50
 1300  33.00/35.00   75.50/77.50  114.50/116.50 162.00/164.00
 1400  32.50/34.50   74.50/76.50  113.50/115.50 160.00/162.00
 1500  33.00/35.00   75.00/77.00  114.00/116.00 160.50/162.50
 1600  33.00/35.00   74.50/76.50  113.00/115.00 159.00/161.00
 1715  33.00/35.00   74.50/76.50  112.50/114.50 157.50/159.50
                          (C1osing Jun 2)
 1715  35.00/36.50   77.50/79.50  117.00/119.00 164.50/166.50
-------------------------------------------------------------- 
 TIME      OCT           NOV          DEC            JAN 
------------------------------------------------------------- 
 1000 209.50/211.50 251.00/253.00 299.50/301.50 344.50/346.50
 1100 207.00/209.00 247.50/249.50 296.50/298.50 341.00/343.00
 1200 207.00/209.00 247.50/249.50 296.00/298.00 340.50/342.50
 1300 206.00/208.00 246.50/248.50 294.50/296.50 339.00/341.00
 1400 203.00/205.00 243.00/245.00 290.50/292.50 334.00/336.00
 1500 203.50/205.50 243.50/245.50 291.50/293.50 334.50/336.50
 1600 202.00/204.00 241.00/243.00 288.00/290.00 331.00/333.00
 1715 200.00/202.00 239.00/241.00 285.00/287.00 327.50/329.50
                         (C1osing Jun 2)
 1715 209.50/211.50 250.50/252.50 299.50/301.50 344.50/346.50
------------------------------------------------------------- 
 TIME      FEB           MAR           APR          MAY 
------------------------------------------------------------- 
 1000 381.50/383.50 420.50/422.50 464.50/466.50 498.50/500.50
 1100 376.50/378.50 415.50/417.50 459.50/461.50 493.00/495.00
 1200 376.50/378.50 415.00/417.00 459.00/461.00 493.00/495.00
 1300 374.50/376.50 413.50/415.50 457.00/459.00 491.00/493.00
 1400 369.00/371.00 407.50/409.50 451.00/453.00 484.50/486.50
 1500 369.50/371.50 408.00/410.00 451.50/453.50 485.00/487.00
 1600 365.50/367.50 404.00/406.00 447.50/449.50 481.00/483.00
 1715 361.50/363.50 399.50/401.50 442.50/444.50 475.50/477.50
                         (C1osing Jun 2)
 1715 379.00/381.00 418.00/420.00 461.50/463.50 495.00/497.00
------------------------------------------------------------- 
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
------------------------------------------------------------- 
 1000   8.52%   8.56%    8.66%      8.73%     8.78%   8.84%
 1100   8.46%   8.49%    8.55%      8.63%     8.68%   8.73%
 1200   8.40%   8.44%    8.55%      8.63%     8.67%   8.72%
 1300   8.39%   8.43%    8.51%      8.59%     8.63%   8.68%
 1400   8.27%   8.33%    8.42%      8.48%     8.50%   8.55%
 1500   8.36%   8.37%    8.45%      8.50%     8.51%   8.57%
 1600   8.34%   8.31%    8.37%      8.42%     8.45%   8.48%
 1715   8.33%   8.29%    8.31%      8.33%     8.35%   8.39%
                         (C1osing Jun 2)
 1715   8.49%   8.51%    8.59%      8.67%     8.73%   8.78%
------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
------------------------------------------------------------- 
 1000   8.87%   8.89%    8.80%      8.70%     8.70%   8.57%
 1100   8.79%   8.80%    8.69%      8.60%     8.61%   8.48%
 1200   8.77%   8.79%    8.69%      8.59%     8.60%   8.48%
 1300   8.72%   8.74%    8.64%      8.55%     8.56%   8.44%
 1400   8.60%   8.61%    8.51%      8.43%     8.44%   8.32%
 1500   8.62%   8.62%    8.52%      8.43%     8.44%   8.33%
 1600   8.52%   8.53%    8.43%      8.35%     8.37%   8.26%
 1715   8.42%   8.42%    8.32%      8.24%     8.27%   8.15%
                         (C1osing Jun 2)
 1715   8.84%   8.86%    8.73%      8.62%     8.63%   8.50%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 59.3850/59.3950 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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