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India fwd/annualised dlr premia-(closing)-Jul 16
July 16, 2012 / 4:38 AM / 5 years ago

India fwd/annualised dlr premia-(closing)-Jul 16

Cash Spot        Cash Tom        Tom Next   
------------------------------------------------------------ 
             Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        02.10/02.70    01.05/01.35      01.05/01.35
               06.98%         06.98%          06.98%    
                            (Jul 13)
1000        04.25/05.25    03.25/04.00      01.10/01.40
               06.98%         07.11%          07.22%    
------------------------------------------------------------- 
 TIME      JUL           AUG          SEP           OCT 
------------------------------------------------------------- 
 1000  13.50/15.50  48.00/50.00  77.25/79.25  108.50/110.50
 1100  14.00/16.00  47.50/49.50  77.50/79.50  108.50/110.50
 1200  14.75/15.50  48.25/49.25  77.50/79.00  108.50/110.50
 1300  14.00/15.50  46.50/48.50  76.00/78.00  106.50/108.50
 1400  13.50/15.50  47.00/49.00  76.00/78.00  107.00/109.00
 1500  14.00/15.50  47.00/49.00  76.00/78.00  107.00/109.00
 1600  14.50/15.50  47.50/49.00  76.50/78.00  107.50/109.50
 1715  14.50/15.50  47.50/49.00  76.50/78.00  107.50/109.50
                           (C1osing Jul 13)
 1715  15.25/17.25  49.00/51.00  78.50/80.50  110.00/112.00
------------------------------------------------------------- 
 TIME      NOV          DEC           JAN           FEB   
-------------------------------------------------------------  
 1000 134.00/136.00 160.00/162.00 186.00/188.00 208.00/210.00
 1100 134.00/136.00 160.00/162.00 186.00/188.00 208.00/210.00
 1200 134.00/136.00 160.00/162.00 186.00/188.00 207.50/209.50
 1300 131.50/133.50 157.00/159.00 183.00/185.00 204.00/206.00
 1400 132.50/134.50 158.00/160.00 184.00/186.00 205.50/207.50
 1500 132.50/134.50 158.00/160.00 184.00/186.00 205.50/207.50
 1600 133.00/135.00 158.50/160.50 184.50/186.50 206.00/208.00
 1715 132.50/134.50 158.00/160.00 183.50/185.50 205.00/207.00
                            (C1osing Jul 13)
 1715 135.50/137.50 161.50/163.50 187.00/189.00 209.00/211.00
------------------------------------------------------------- 
 TIME      MAR          APR           MAY           JUN   
-------------------------------------------------------------- 
 1000 230.00/232.00 257.00/259.00 279.00/281.00  299.50/301.50
 1100 230.00/232.00 257.00/259.00 279.50/281.50  300.00/302.00
 1200 229.50/231.50 256.50/258.50 278.50/280.50  299.00/301.00
 1300 225.50/227.50 252.50/254.50 274.50/276.50  295.00/297.00
 1400 227.00/229.00 254.00/256.00 276.50/278.50  297.00/299.00
 1500 227.00/229.00 254.00/256.00 276.50/278.50  297.00/299.00
 1600 228.00/230.00 255.00/257.00 277.50/279.50  298.00/300.00
 1715 226.50/228.50 253.00/255.00 275.00/277.00  295.50/297.50
                            (C1osing Jul 13)
 1715 231.00/233.00 258.00/260.00 280.50/282.50  301.00/303.00
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.41%   7.27%    7.03%      6.74%     6.53%   6.37%
 1100  7.35%   7.25%    7.01%      6.72%     6.51%   6.35%
 1200  7.41%   7.26%    7.02%      6.74%     6.52%   6.36%
 1300  7.21%   7.12%    6.89%      6.60%     6.39%   6.24%
 1400  7.25%   7.12%    6.90%      6.64%     6.42%   6.27%
 1500  7.25%   7.11%    6.88%      6.62%     6.41%   6.26%
 1600  7.29%   7.13%    6.91%      6.64%     6.42%   6.27%
 1715  7.28%   7.12%    6.90%      6.62%     6.40%   6.23%
                            (C1osing Jul 13)
 1715  7.42%   7.25%    7.02%      6.73%     6.52%   6.35%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------- 
 1000  6.22%   6.11%    6.03%      5.92%    5.82%   5.71%
 1100  6.20%   6.09%    6.01%      5.91%    5.82%   5.70%
 1200  6.20%   6.09%    6.01%      5.90%    5.81%   5.70%
 1300  6.09%   5.98%    5.90%      5.81%    5.72%   5.61%
 1400  6.12%   6.01%    5.93%      5.84%    5.75%   5.64%
 1500  6.11%   5.99%    5.92%      5.82%    5.74%   5.63%
 1600  6.12%   6.01%    5.93%      5.84%    5.75%   5.64%
 1715  6.08%   5.97%    5.88%      5.78%    5.70%   5.59%
                            (C1osing Jul 13)
 1715  6.19%   6.08%    6.00%      5.91%    5.81%   5.70%
------------------------------------------------------------- 
         (CONVERSION RATE - $1 = 55.3100/55.3200 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 RBS, Andhra Bank, Bank of America, Bank Of Baroda, BNP   
Paribas ,Barclays Bank Ltd, Canara Bank, Syndicate Bank, ICICI  
Bank, Credit Agricole CIB,ING Vysya Bank, Standard Chartered,   
HDFC Bank, Indusind Bank,Corporation Bank, Bank of India, 
J P Morgan, Union Bank of India, Axis Bank,State Bank Of India, 
HSBC, Central Bank.   
  
For contributions contact Mumbai Rate Reporting unit   
+91 22 6180 7222 or E-mail: rru.data@thomsonreuters.com

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