December 31, 2013 / 4:42 AM / 4 years ago

India fwd/annualised dlr premia-(closing)-Dec 31

Cash Spot        Cash Tom         Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask          Bid/Ask   
(in IST)
1000        03.75/04.25      03.75/04.25         N/A       
               11.06%           11.06%           N/A    
                              (Dec 30)
1000        04.50/06.50      01.25/01.75      03.25/04.75
               08.83%           07.36%           09.57%
-------------------------------------------------------------
 TIME      JAN           FEB           MAR          APR
-------------------------------------------------------------
 1000  42.00/44.00  83.00/85.00   126.50/128.50 179.50/181.50
 1100  41.50/43.50  83.00/85.00   126.50/128.50 179.50/181.50
 1200  41.50/43.50  82.50/84.50   126.00/128.00 179.00/181.00
 1300  41.50/43.50  82.50/84.50   125.50/127.50 179.00/181.00
 1400  41.75/43.75  82.50/84.50   125.50/127.50 179.00/181.00
 1500  41.50/43.50  82.50/84.50   126.00/128.00 179.00/181.00
 1600  41.00/43.00  82.00/84.00   124.50/126.50 178.00/180.00
 1715  41.00/43.00  82.00/84.00   125.00/127.00 178.00/180.00
                          (C1osing Dec 30)
 1715  42.25/44.25  83.25/85.25   127.00/129.00 180.50/182.50
-------------------------------------------------------------
 TIME      MAY           JUN           JUL          AUG
-------------------------------------------------------------
 1000 219.50/221.50 260.00/262.00 301.00/303.00 339.00/341.00
 1100 219.50/221.50 260.00/262.00 301.00/303.00 339.00/341.00
 1200 219.00/221.00 259.50/261.50 300.50/302.50 338.50/340.50
 1300 218.50/220.50 258.75/260.75 299.50/301.50 337.00/339.00
 1400 219.00/221.00 259.25/261.25 300.00/302.00 338.00/340.00
 1500 218.00/220.00 258.50/260.50 299.50/301.50 337.50/339.50
 1600 217.50/219.50 258.00/260.00 299.00/301.00 336.50/338.50
 1715 217.50/219.50 258.00/260.00 299.00/301.00 336.50/338.50
                          (C1osing Dec 30)
 1715 220.50/222.50 261.00/263.00 302.00/304.00 340.00/342.00
-------------------------------------------------------------
 TIME      SEP           OCT           NOV           DEC 
-------------------------------------------------------------
 1000 382.50/384.50 423.00/425.00 459.00/461.00 500.00/502.00
 1100 382.50/384.50 423.00/425.00 459.00/461.00 500.00/502.00
 1200 382.00/384.00 422.50/424.50 458.50/460.50 499.50/501.50
 1300 380.50/382.50 421.00/423.00 456.50/458.50 497.50/499.50
 1400 381.00/383.00 421.50/423.50 457.00/459.00 498.00/500.00
 1500 381.00/383.00 421.50/423.50 457.50/459.50 498.00/500.00
 1600 379.50/381.50 419.50/421.50 455.00/457.00 496.00/498.00
 1715 379.50/381.50 419.50/421.50 455.00/457.00 496.00/498.00
                          (C1osing Dec 30)
 1715 384.00/386.00 425.00/427.00 461.00/463.00 502.00/504.00
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------
 1000  8.74%   8.72%    8.88%      9.00%     8.77%   8.59%
 1100  8.65%   8.71%    8.88%      9.00%     8.77%   8.59%
 1200  8.64%   8.66%    8.84%      8.97%     8.74%   8.57%
 1300  8.65%   8.66%    8.82%      8.98%     8.73%   8.55%
 1400  8.69%   8.67%    8.83%      8.99%     8.75%   8.57%
 1500  8.65%   8.67%    8.86%      8.98%     8.71%   8.55%
 1600  8.56%   8.62%    8.77%      8.94%     8.70%   8.54%
 1715  8.56%   8.62%    8.79%      8.94%     8.70%   8.54%
                          (C1osing Dec 30)
 1715  8.78%   8.74%    8.92%      9.05%     8.80%   8.62%
-------------------------------------------------------------
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------
 1000  8.47%   8.41%    8.33%      8.28%     8.21%   8.14%
 1100  8.47%   8.41%    8.33%      8.27%     8.21%   8.14%
 1200  8.46%   8.40%    8.32%      8.26%     8.20%   8.12%
 1300  8.43%   8.37%    8.29%      8.24%     8.17%   8.10%
 1400  8.45%   8.39%    8.31%      8.25%     8.18%   8.11%
 1500  8.44%   8.38%    8.31%      8.25%     8.19%   8.11%
 1600  8.43%   8.36%    8.27%      8.21%     8.15%   8.08%
 1715  8.43%   8.36%    8.27%      8.22%     8.15%   8.08%
                          (C1osing Dec 30)
 1715  8.50%   8.43%    8.36%      8.31%     8.24%   8.16%
-------------------------------------------------------------
        (CONVERSION RATE - $1 = 61.8000/61.8100 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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