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India fwd/annualised dlr premia-(closing)-Aug 27
August 27, 2013 / 4:37 AM / 4 years ago

India fwd/annualised dlr premia-(closing)-Aug 27

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         02.00/03.50     01.00/01.75    01.00/01.75 
                05.59%          05.59%          05.59% 
                              (Aug 26)
1000         03.00/03.60     01.50/01.80    01.50/01.80 
                08.55%          08.55%          08.55% 
-------------------------------------------------------------
 TIME       AUG           SEP           OCT          NOV
-------------------------------------------------------------
 1000  01.00/02.00  55.50/58.50  107.50/110.50  151.50/154.50
 1100  01.00/02.00  56.25/58.25  107.50/109.50  151.00/154.00
 1200  01.00/03.00  56.00/59.00  107.50/110.50  151.50/154.50
 1300  01.00/03.00  56.00/59.00  108.50/111.50  153.00/156.00
 1400  01.25/02.25  56.50/59.50  108.50/111.50  152.00/155.00
 1500  01.25/02.25  56.50/59.50  108.50/111.50  152.00/155.00
 1600  01.25/02.25  56.50/59.50  108.50/111.50  152.00/155.00
 1715  01.25/02.25  57.00/59.00  109.50/111.50  154.00/156.00
                       (C1osing Aug 26)
 1715  03.00/04.00  57.50/59.50  109.00/111.00  152.50/154.50
-------------------------------------------------------------
 TIME       DEC          JAN           FEB           MAR
-------------------------------------------------------------
 1000 195.00/199.00 236.50/241.50 272.00/277.00 307.50/312.50
 1100 195.00/199.00 236.00/240.00 271.00/275.00 306.00/310.00
 1200 195.00/200.00 236.00/241.00 271.00/276.00 306.50/311.50
 1300 196.00/201.00 236.50/241.50 271.00/276.00 306.00/311.00
 1400 194.50/198.50 235.00/240.00 270.00/275.00 305.00/310.00
 1500 194.00/198.00 234.00/239.00 269.00/274.00 304.00/309.00
 1600 194.00/198.00 234.00/239.00 268.00/273.00 302.00/307.00
 1715 197.50/200.50 239.50/244.50 274.50/279.50 309.50/314.50
                       (C1osing Aug 26)
 1715 195.00/198.00 236.00/241.00 270.00/275.00 304.00/309.00
-------------------------------------------------------------
 TIME      APR           MAY           JUN           JUL
-------------------------------------------------------------
 1000 349.50/354.50 385.00/390.00 421.50/426.50 458.00/463.00
 1100 348.00/352.00 383.00/388.00 419.00/424.00 455.00/460.00
 1200 347.50/352.50 383.50/388.50 420.00/425.00 456.00/461.00
 1300 346.50/351.50 382.50/387.50 419.00/424.00 455.50/460.50
 1400 346.00/351.00 381.00/386.00 417.00/422.00 453.00/458.00
 1500 343.00/348.00 378.00/383.00 414.00/419.00 450.00/455.00
 1600 341.00/346.00 376.00/381.00 412.00/417.00 448.00/453.00
 1715 351.50/356.50 387.00/392.00 423.50/428.50 460.00/465.00
                       (C1osing Aug 26)
 1715 344.00/349.00 379.00/384.00 415.00/420.00 451.00/456.00
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------
 1000   9.96%   9.68%    9.30%      8.89%     8.63%   8.39%
 1100   9.99%   9.63%    9.26%      8.88%     8.59%   8.33%
 1200   9.99%   9.63%    9.24%      8.86%     8.57%   8.31%
 1300   9.98%   9.71%    9.33%      8.90%     8.58%   8.30%
 1400  10.03%   9.68%    9.23%      8.78%     8.50%   8.24%
 1500  10.07%   9.71%    9.27%      8.79%     8.49%   8.24%
 1600  10.07%   9.71%    9.27%      8.79%     8.49%   8.21%
 1715   9.99%   9.68%    9.28%      8.85%     8.62%   8.34%
                       (C1osing Aug 26)
 1715  10.06%   9.77%    9.37%      8.93%     8.70%   8.41%
-------------------------------------------------------------
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------
 1000  8.21%   8.07%    7.91%      7.77%     7.67%   7.53%
 1100  8.15%   8.01%    7.86%      7.72%     7.61%   7.47%
 1200  8.14%   7.98%    7.84%      7.70%     7.59%   7.46%
 1300  8.12%   7.95%    7.81%      7.68%     7.58%   7.44%
 1400  8.07%   7.91%    7.75%      7.61%     7.51%   7.38%
 1500  8.07%   7.87%    7.72%      7.59%     7.49%   7.36%
 1600  8.02%   7.83%    7.68%      7.55%     7.45%   7.33%
 1715  8.15%   8.00%    7.84%      7.70%     7.59%   7.45%
                       (C1osing Aug 26)
 1715  8.21%   8.04%    7.88%      7.74%     7.65%   7.52%
-------------------------------------------------------------
        (CONVERSION RATE - $1 = 66.2400/66.2500 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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