RPT-India fwd/annualised dlr premia-(close)-Oct 29

Wed Oct 30, 2013 8:58am IST

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         02.50/03.50     01.25/01.75     01.25/01.75     
                07.40%          07.40%          07.40%  
                               (Oct 28)
1000         03.02/03.05     01.50/01.52     01.52/01.53     
                08.96%          08.91%          09.02%  
-------------------------------------------------------------
 TIME      NOV          DEC           JAN           FEB
-------------------------------------------------------------
 1000  43.50/45.50  90.00/92.00  136.00/138.00  174.00/177.00
 1100  42.50/44.50  89.00/91.00  134.50/136.50  171.50/174.50
 1200  41.50/44.50  88.00/91.00  133.50/136.50  171.75/174.75
 1300  42.00/44.00  88.50/90.50  134.00/136.00  171.50/173.50
 1400  42.00/44.00  88.00/90.00  134.00/136.00  171.50/174.50
 1500  42.50/44.50  88.50/90.50  134.00/136.00  171.25/173.25
 1600  42.50/43.50  87.50/89.50  133.00/135.00  170.00/172.00
 1715  42.00/44.00  87.50/89.50  133.00/135.00  170.00/173.00
                       (C1osing Oct 28)
 1715  45.00/47.00  92.00/94.00  137.50/140.50  175.00/178.00
-------------------------------------------------------------
 TIME      MAR          APR           MAY           JUN
-------------------------------------------------------------
 1000 212.00/215.00 259.50/262.50 295.00/298.00 332.50/335.50
 1100 209.00/212.00 256.00/259.00 291.50/294.50 328.50/331.50
 1200 210.00/213.00 257.00/260.00 293.00/296.00 330.25/333.25
 1300 209.50/212.50 256.00/259.00 291.50/294.50 329.00/332.00
 1400 209.00/212.00 256.00/259.00 291.50/294.50 329.00/332.00
 1500 209.00/211.00 255.00/258.00 291.00/294.00 328.50/331.50
 1600 207.50/209.50 254.00/256.00 288.50/291.50 325.50/328.50
 1715 207.50/210.50 253.50/256.50 289.00/292.00 326.00/329.00
                       (C1osing Oct 28)
 1715 213.00/216.00 260.00/263.00 295.50/298.50 332.50/335.50
-------------------------------------------------------------
 TIME      JUL          AUG           SEP           OCT 
-------------------------------------------------------------
 1000 370.00/373.00 403.00/406.00 440.00/443.00 474.00/477.00
 1100 366.00/369.00 399.00/402.00 436.00/439.00 470.00/473.00
 1200 367.50/370.50 401.00/404.00 438.50/441.50 472.50/475.50
 1300 366.50/369.50 399.50/402.50 437.00/440.00 471.00/474.00
 1400 366.50/369.50 399.50/402.50 437.00/440.00 471.00/474.00
 1500 366.00/369.00 399.00/402.00 436.50/439.50 470.00/473.00
 1600 363.00/366.00 396.50/399.50 434.00/437.00 468.00/471.00
 1715 363.00/366.00 396.00/399.00 433.50/436.50 467.50/470.50
                       (C1osing Oct 28)
 1715 370.00/373.00 403.00/406.00 440.00/443.00  01.00/02.00 
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------
 1000   9.09%   8.83%    8.82%      8.66%     8.54%   8.54%
 1100   8.91%   8.76%    8.74%      8.56%     8.44%   8.45%
 1200   8.80%   8.71%    8.71%      8.57%     8.48%   8.47%
 1300   8.80%   8.71%    8.71%      8.53%     8.46%   8.45%
 1400   8.80%   8.66%    8.71%      8.56%     8.44%   8.45%
 1500   8.91%   8.72%    8.72%      8.53%     8.43%   8.42%
 1600   8.82%   8.63%    8.66%      8.48%     8.38%   8.38%
 1715   8.83%   8.64%    8.67%      8.51%     8.41%   8.39%
                       (C1osing Oct 28)
 1715   9.10%   8.90%    8.87%      8.65%     8.54%   8.52%
-------------------------------------------------------------
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------
 1000  8.32%   8.17%    8.06%      7.96%     7.83%   7.71%
 1100  8.24%   8.10%    7.99%      7.90%     7.78%   7.67%
 1200  8.28%   8.13%    8.02%      7.93%     7.82%   7.71%
 1300  8.24%   8.11%    8.00%      7.91%     7.79%   7.68%
 1400  8.24%   8.11%    8.00%      7.91%     7.80%   7.69%
 1500  8.23%   8.10%    8.00%      7.90%     7.79%   7.67%
 1600  8.18%   8.04%    7.94%      7.87%     7.76%   7.65%
 1715  8.20%   8.06%    7.95%      7.86%     7.75%   7.65%
                       (C1osing Oct 28)
 1715  8.31%   8.15%    8.05%      7.95%     7.82%   7.71%
-------------------------------------------------------------
        (CONVERSION RATE - $1 = 61.3100/61.3200 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 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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