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India fwd/annualised dlr premia-(closing)-Oct 7
October 7, 2013 / 4:39 AM / 4 years ago

India fwd/annualised dlr premia-(closing)-Oct 7

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         03.00/04.00     01.50/02.00     01.50/02.00 
                08.88%          08.88%         08.88% 
                               (Oct 4)
1000         06.50/07.50     05.00/05.50     01.50/02.00 
                09.66%          09.91%         08.92% 
-------------------------------------------------------------
 TIME      OCT           NOV           DEC          JAN
-------------------------------------------------------------
 1000  37.00/40.00  82.50/85.50  130.00/134.00  175.00/180.00
 1100  37.75/39.25  84.00/86.00  132.00/135.00  178.50/181.50
 1200  37.50/39.50  83.50/86.50  131.50/134.50  178.00/181.00
 1300  37.50/39.50  83.50/86.50  131.00/134.00  177.00/181.00
 1400  37.50/39.50  83.50/86.50  130.50/134.50  176.50/180.50
 1500  37.50/39.50  83.50/86.50  130.50/134.50  176.00/181.00
 1600  37.50/39.50  83.50/86.50  130.50/134.50  175.50/180.50
 1715  37.50/39.50  83.50/86.50  130.50/134.50  176.00/181.00
                          (C1osing Oct 4)
 1715  39.00/41.00  84.00/87.00  131.00/134.00  177.50/180.50
-------------------------------------------------------------
 TIME      FEB          MAR           APR           MAY
-------------------------------------------------------------
 1000 210.50/215.50 246.00/251.00 291.00/296.00 324.00/329.00
 1100 214.00/218.00 249.50/254.50 295.50/300.50 329.00/334.00
 1200 214.00/217.00 250.50/253.50 297.50/302.50 330.50/335.50
 1300 212.00/217.00 247.50/252.50 292.50/297.50 326.00/331.00
 1400 212.00/217.00 248.00/253.00 293.50/298.50 326.50/331.50
 1500 212.00/217.00 248.00/253.00 293.50/298.50 326.50/331.50
 1600 211.00/216.00 247.00/252.00 292.50/297.50 325.50/330.50
 1715 211.50/216.50 247.50/252.50 293.00/298.00 326.00/331.00
                          (C1osing Oct 4)
 1715 212.50/215.50 247.00/252.00 292.00/297.00 325.00/330.00
-------------------------------------------------------------
 TIME      JUN           JUL           AUG           SEP
-------------------------------------------------------------
 1000 358.00/363.00 392.00/397.00 423.00/428.00 458.00/463.00
 1100 363.00/368.00 397.00/402.00 428.00/432.00 463.00/467.00
 1200 364.50/369.50 398.50/403.50 430.50/435.50 465.00/470.00
 1300 360.00/365.00 394.00/399.00 425.50/430.50 460.00/465.00
 1400 360.50/365.50 394.50/399.50 425.50/430.50 460.50/465.50
 1500 360.50/365.50 395.00/400.00 426.50/431.50 461.00/466.00
 1600 359.50/364.50 393.50/398.50 424.50/429.50 459.00/464.00
 1715 360.00/365.00 394.00/399.00 425.50/430.50 460.00/465.00
                          (C1osing Oct 4)
 1715 359.00/364.00 393.00/398.00 424.50/429.50 459.00/464.00
------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------
 1000   9.98%   9.61%    9.34%      9.08%     8.79%   8.61%
 1100  10.04%   9.71%    9.44%      9.19%     8.90%   8.73%
 1200  10.02%   9.67%    9.40%      9.15%     8.87%   8.74%
 1300  10.03%   9.67%    9.38%      9.13%     8.83%   8.65%
 1400  10.02%   9.66%    9.35%      9.10%     8.82%   8.66%
 1500  10.03%   9.67%    9.37%      9.12%     8.84%   8.67%
 1600  10.02%   9.66%    9.34%      9.07%     8.79%   8.62%
 1715  10.03%   9.67%    9.36%      9.11%     8.82%   8.65%
                          (C1osing Oct 4)
 1715  10.07%   9.60%    9.33%      9.10%     8.80%   8.63%
-------------------------------------------------------------
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------
 1000  8.47%   8.22%    8.03%      7.87%     7.74%   7.62%
 1100  8.59%   8.33%    8.13%      7.95%     7.81%   7.69%
 1200  8.63%   8.35%    8.15%      7.98%     7.85%   7.71%
 1300  8.50%   8.25%    8.06%      7.89%     7.77%   7.64%
 1400  8.51%   8.25%    8.06%      7.89%     7.76%   7.64%
 1500  8.52%   8.26%    8.07%      7.91%     7.79%   7.66%
 1600  8.49%   8.23%    8.04%      7.87%     7.74%   7.62%
 1715  8.51%   8.25%    8.06%      7.89%     7.77%   7.64%
                          (C1osing Oct 4)
 1715  8.50%   8.24%    8.06%      7.91%     7.78%   7.65%
-------------------------------------------------------------
        (CONVERSION RATE - $1 = 61.7900/61.8000 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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