December 31, 2013 / 3:32 AM / 4 years ago

RPT-India fwd/annualised dlr premia-(close)-Dec 30

Cash Spot        Cash Tom         Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)
1000        04.50/06.50      01.25/01.75      03.25/04.75
               08.83%           07.36%           09.57%
                              (Dec 27)
1000        05.50/06.75      04.25/05.00      01.25/01.75
               08.08%           08.32%           07.34%
-------------------------------------------------------------
 TIME      JAN           FEB           MAR          APR
-------------------------------------------------------------
 1000  42.50/44.50  84.50/86.50   128.50/130.50 180.50/182.50
 1100  42.50/44.50  84.50/86.50   128.50/130.50 181.00/183.00
 1200  42.25/44.25  84.00/86.00   127.50/129.50 180.00/182.00
 1300  42.00/44.00  83.50/85.50   127.50/129.50 180.00/182.00
 1400  42.00/44.00  83.50/85.50   127.00/129.00 180.00/182.00
 1500  42.00/44.00  83.50/85.50   127.00/129.00 180.00/182.00
 1600  42.50/43.50  83.50/84.50   127.50/129.50 181.00/183.00
 1715  42.25/44.25  83.25/85.25   127.00/129.00 180.50/182.50
                         (C1osing Dec 27)
 1715  46.50/48.50  88.50/90.50   132.50/134.50 185.00/187.00
-------------------------------------------------------------
 TIME      MAY           JUN           JUL          AUG
-------------------------------------------------------------
 1000 220.50/222.50 261.00/263.00 302.00/304.00 341.00/343.00
 1100 221.00/223.00 261.50/263.50 302.50/304.50 341.50/343.50
 1200 220.00/222.00 260.50/262.50 301.50/303.50 340.00/342.00
 1300 220.00/222.00 260.50/262.50 301.50/303.50 340.00/342.00
 1400 220.00/222.00 260.50/262.50 301.50/303.50 340.00/342.00
 1500 220.00/222.00 260.50/262.50 301.50/303.50 340.00/342.00
 1600 221.00/223.00 261.50/263.50 302.50/304.50 341.00/343.00
 1715 220.50/222.50 261.00/263.00 302.00/304.00 340.00/342.00
                         (C1osing Dec 27)
 1715 225.00/227.00 266.00/268.00 307.50/309.50 347.00/349.00
-------------------------------------------------------------
 TIME      SEP           OCT           NOV           DEC 
-------------------------------------------------------------
 1000 385.00/387.00 426.00/428.00 462.00/464.00 503.50/505.50
 1100 385.50/387.50 426.50/428.50 462.50/464.50 504.00/506.00
 1200 383.50/385.50 424.50/426.50 460.50/462.50 502.00/504.00
 1300 383.50/385.50 424.50/426.50 460.50/462.50 501.50/503.50
 1400 383.50/385.50 424.50/426.50 460.50/462.50 502.00/504.00
 1500 383.50/385.50 424.50/426.50 460.50/462.50 502.00/504.00
 1600 384.50/386.50 425.50/427.50 461.50/463.50 502.50/504.50
 1715 384.00/386.00 425.00/427.00 461.00/463.00 502.00/504.00
                         (C1osing Dec 27)
 1715 391.00/393.00 432.00/434.00 468.00/470.00 509.50/511.50
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------
 1000  8.83%   8.86%    8.99%      9.04%     8.79%   8.61%
 1100  8.84%   8.86%    9.00%      9.07%     8.81%   8.63%
 1200  8.78%   8.80%    8.93%      9.01%     8.77%   8.59%
 1300  8.71%   8.74%    8.91%      8.99%     8.75%   8.58%
 1400  8.72%   8.74%    8.89%      9.00%     8.76%   8.58%
 1500  8.72%   8.74%    8.89%      9.00%     8.76%   8.58%
 1600  8.72%   8.71%    8.93%      9.06%     8.81%   8.62%
 1715  8.78%   8.74%    8.92%      9.05%     8.80%   8.62%
                         (C1osing Dec 27)
 1715  9.04%   8.95%    9.05%      9.15%     8.89%   8.70%
-------------------------------------------------------------
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------
 1000  8.49%   8.45%    8.37%      8.32%     8.25%   8.18%
 1100  8.51%   8.46%    8.39%      8.33%     8.26%   8.19%
 1200  8.47%   8.42%    8.34%      8.29%     8.22%   8.15%
 1300  8.46%   8.41%    8.32%      8.27%     8.21%   8.13%
 1400  8.46%   8.41%    8.33%      8.28%     8.21%   8.14%
 1500  8.47%   8.41%    8.33%      8.28%     8.22%   8.15%
 1600  8.50%   8.44%    8.36%      8.31%     8.24%   8.16%
 1715  8.50%   8.43%    8.36%      8.31%     8.24%   8.16%
                         (C1osing Dec 27)
 1715  8.59%   8.56%    8.47%      8.40%     8.34%   8.25%
-------------------------------------------------------------
        (CONVERSION RATE - $1 = 61.9100/61.9200 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 Andhra Bank, Bank Of Baroda,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, 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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