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RPT-India fwd/annualised dlr premia-(close)-Aug 2
August 5, 2013 / 3:32 AM / 4 years ago

RPT-India fwd/annualised dlr premia-(close)-Aug 2

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         05.50/06.50     04.25/04.75     01.25/01.75 
                08.26%          08.51%          07.51% 
                              (Aug 1)
1000         05.50/07.00     01.25/01.75     04.25/05.25 
                08.28%          07.53%          08.53% 
------------------------------------------------------------- 
 TIME       AUG           SEP           OCT          NOV
------------------------------------------------------------- 
 1000  37.50/39.50  85.50/87.50  130.50/133.50  169.50/172.50
 1100  38.00/40.00  86.00/88.00  131.50/134.50  171.00/174.00
 1200  37.00/39.00  85.50/87.50  130.50/132.50  170.00/173.00
 1300  37.75/39.75  85.50/87.50  130.50/133.50  169.50/172.50
 1400  38.00/39.00  86.00/87.50  131.00/133.00  170.50/173.50
 1500  37.50/39.50  86.00/88.00  131.50/133.50  172.00/175.00
 1600  38.00/40.00  86.50/88.50  132.50/134.50  173.50/176.50
 1715  38.50/40.50  88.00/90.00  134.00/136.00  175.00/177.00
                       (C1osing Aug 1)
 1715  39.50/42.00  87.50/90.50  132.50/135.50  171.50/174.50
-------------------------------------------------------------  
 TIME       DEC          JAN           FEB           MAR
-------------------------------------------------------------  
 1000 211.50/216.50 252.50/257.50 284.50/289.50 317.00/322.00
 1100 213.00/218.00 254.00/259.00 286.50/291.50 319.00/324.00
 1200 212.00/216.00 253.00/258.00 285.00/290.00 317.00/322.00
 1300 212.00/216.00 252.50/257.50 284.50/289.50 317.00/322.00
 1400 212.50/217.50 252.50/257.50 284.50/289.50 317.50/322.50
 1500 215.00/219.00 257.00/261.00 291.00/295.00 325.00/330.00
 1600 216.50/220.50 258.50/262.50 293.00/297.00 327.00/332.00
 1715 218.00/222.00 260.00/265.00 294.50/299.50 329.00/334.00
                       (C1osing Aug 1)
 1715 212.50/217.50 252.50/257.50 285.00/290.00 318.00/323.00
------------------------------------------------------------- 
 TIME      APR           MAY           JUN           JUL
-------------------------------------------------------------- 
 1000 357.00/362.00 389.00/394.00 422.00/427.00 454.00/459.00
 1100 359.00/364.00 391.00/396.00 424.00/429.00 456.00/461.00
 1200 357.00/362.00 389.00/394.00 422.00/427.00 454.00/459.00
 1300 357.00/362.00 389.00/394.00 422.00/427.00 454.00/459.00
 1400 357.50/362.50 389.50/394.50 422.50/427.50 455.00/460.00
 1500 366.50/371.50 399.00/404.00 432.50/437.50 465.00/470.00
 1600 369.50/374.50 402.50/407.50 436.50/441.50 469.00/474.00
 1715 372.00/377.00 405.00/410.00 439.00/444.00 472.00/477.00
                      (C1osing Aug 1)
 1715 358.00/363.00 390.00/395.00 423.00/428.00 455.00/460.00
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000   9.56%   9.38%    9.15%      8.88%     8.71%   8.55%
 1100   9.66%   9.43%    9.22%      8.95%     8.77%   8.60%
 1200   9.48%   9.36%    9.12%      8.90%     8.71%   8.56%
 1300   9.59%   9.37%    9.14%      8.88%     8.71%   8.54%
 1400   9.57%   9.40%    9.16%      8.93%     8.75%   8.55%
 1500   9.55%   9.40%    9.18%      8.98%     8.81%   8.67%
 1600   9.63%   9.43%    9.23%      9.04%     8.85%   8.70%
 1715   9.76%   9.58%    9.32%      9.09%     8.91%   8.76%
                      (C1osing Aug 1)
 1715   9.76%   9.51%    9.24%      8.95%     8.74%   8.56%
------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  8.33%   8.17%    8.05%      7.88%     7.74%   7.62%
 1100  8.38%   8.21%    8.09%      7.92%     7.78%   7.65%
 1200  8.33%   8.16%    8.04%      7.88%     7.74%   7.61%
 1300  8.32%   8.16%    8.05%      7.88%     7.74%   7.62%
 1400  8.33%   8.18%    8.06%      7.89%     7.75%   7.64%
 1500  8.49%   8.35%    8.24%      8.06%     7.91%   7.78%
 1600  8.52%   8.39%    8.29%      8.11%     7.96%   7.82%
 1715  8.58%   8.43%    8.34%      8.16%     8.01%   7.87%
                      (C1osing Aug 1)
 1715  8.36%   8.20%    8.09%      7.92%     7.78%   7.66%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 61.1000/61.1100 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 andask 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 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com

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