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India fwd/annualised dlr premia-(closing)-Nov 20
November 20, 2014 / 4:47 AM / 3 years ago

India fwd/annualised dlr premia-(closing)-Nov 20

Cash Spot         Cash Tom         Tom Next    
-------------------------------------------------------------  
              Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
1000        04.60/06.10      01.10/01.60        03.50/04.50
               06.75%           06.46%             06.85% 
                               (Nov 19)                   
1000        02.20/03.20      01.10/01.60        01.10/01.60
               06.49%           06.49%             06.49% 
---------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB
---------------------------------------------------------------
 1000  04.50/06.00    48.50/50.50    89.00/91.00  124.50/126.50
 1100  04.50/06.00    48.50/50.50    88.50/90.50  124.00/126.00
 1200  05.00/06.00    49.00/50.00    89.00/91.00  124.50/126.50
 1300  04.50/06.00    48.50/50.50    89.00/91.00  124.50/126.50
 1400  04.75/05.75    48.50/50.50    89.00/91.00  124.50/126.50
 1500  04.50/06.00    48.50/50.50    88.75/90.75  124.50/126.50
 1600  04.25/05.75    48.25/50.25    88.75/90.75  124.25/126.25
 1715  04.50/06.00    48.50/50.50    89.00/91.00  124.50/126.50
                       (C1osing Nov 19)
 1715  08.50/10.00    52.00/54.00    92.50/94.50  128.00/130.00
--------------------------------------------------------------- 
 TIME      MAR           APR           MAY           JUN
--------------------------------------------------------------- 
 1000 164.00/166.00 205.00/207.00 240.50/242.50 280.00/282.00
 1100 163.50/165.50 204.50/206.50 240.50/242.50 280.50/282.50
 1200 163.50/165.50 204.50/206.50 241.00/243.00 280.00/282.00
 1300 164.00/166.00 205.00/207.00 240.50/242.50 280.00/282.00
 1400 164.00/166.00 205.50/207.50 241.00/243.00 280.50/282.50
 1500 164.00/166.00 205.00/207.00 240.50/242.50 280.00/282.00
 1600 163.75/165.75 204.75/206.75 240.25/242.25 279.75/281.75
 1715 164.00/166.00 205.00/207.00 240.50/242.50 280.00/282.00
                       (C1osing Nov 19)
 1715 167.50/169.50 208.50/210.50 244.00/246.00 283.50/285.50
--------------------------------------------------------------- 
 TIME      JUL           AUG           SEP           OCT
--------------------------------------------------------------- 
 1000 318.50/320.50 356.50/358.50 393.00/395.00  427.00/429.00
 1100 318.50/320.50 356.50/358.50 393.00/395.00  427.00/429.00
 1200 318.00/320.00 356.00/358.00 392.50/394.50  426.50/428.50
 1300 318.00/320.00 356.00/358.00 393.00/395.00  427.00/429.00
 1400 318.50/320.50 356.50/358.50 393.00/395.00  427.00/429.00
 1500 318.00/320.00 356.00/358.00 392.00/394.00  426.00/428.00
 1600 317.25/319.25 354.75/356.75 391.25/393.25  425.25/427.25
 1715 318.00/320.00 356.00/358.00 392.50/394.50  426.00/428.00
                       (C1osing Nov 19)
 1715 321.50/323.50 359.00/361.00 395.50/397.50  429.50/431.50
--------------------------------------------------------------- 
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
--------------------------------------------------------------- 
 1000   7.85%   7.88%    7.77%      7.65%     7.69%   7.63%
 1100   7.86%   7.85%    7.74%      7.63%     7.68%   7.63%
 1200   7.87%   7.90%    7.78%      7.64%     7.68%   7.65%
 1300   7.85%   7.89%    7.77%      7.65%     7.69%   7.63%
 1400   7.87%   7.91%    7.79%      7.67%     7.73%   7.67%
 1500   7.86%   7.88%    7.78%      7.66%     7.70%   7.64%
 1600   7.82%   7.88%    7.77%      7.65%     7.70%   7.64%
 1715   7.88%   7.91%    7.79%      7.68%     7.72%   7.66%
                        (C1osing Nov 19)
 1715   7.80%   7.86%    7.77%      7.66%     7.69%   7.65%
--------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   7.58%   7.54%    7.50%      7.47%     7.40%   7.32%
 1100   7.86%   7.85%    7.74%      7.63%     7.68%   7.63%
 1200   7.59%   7.54%    7.50%      7.47%     7.40%   7.33%
 1300   7.58%   7.53%    7.49%      7.47%     7.40%   7.31%
 1400   7.61%   7.56%    7.53%      7.49%     7.42%   7.33%
 1500   7.59%   7.54%    7.51%      7.46%     7.40%   7.31%
 1600   7.59%   7.53%    7.48%      7.45%     7.38%   7.30%
 1715   7.60%   7.56%    7.52%      7.49%     7.42%   7.33%
                       (C1osing Nov 19)
 1715   7.59%   7.55%    7.51%      7.47%     7.41%   7.32%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 61.9400/61.9500 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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