February 3, 2014 / 3:33 AM / 4 years ago

RPT-India fwd/annualised dlr premia-(close)-Jan 31

Cash Spot        Cash Tom         Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask          Bid/Ask   
(in IST)
1000        05.00/06.00       03.75/04.75      01.25/01.75    
              07.31%            07.31%           07.31%  
                               (Jan 30)
1000        05.25/06.75       01.25/01.75      04.00/05.00    
              07.63%            07.26%           07.75%  
------------------------------------------------------------
 TIME      FEB           MAR           APR          MAY
-------------------------------------------------------------
 1000  34.00/36.00  75.00/77.00   125.00/127.00 166.00/168.00
 1100  33.50/35.50  74.50/76.50   124.50/126.50 165.50/167.50
 1200  34.00/36.00  75.00/77.00   125.00/127.00 166.00/168.00
 1300  34.50/36.50  75.50/77.50   125.50/127.50 166.50/168.50
 1400  35.00/36.50  75.50/77.50   125.50/127.50 166.50/168.50
 1500  34.00/36.00  75.00/77.00   125.00/127.00 166.00/168.00
 1600  35.00/36.00  75.75/77.25   125.50/127.50 167.00/169.00
 1715  34.50/36.50  75.50/77.50   125.50/127.50 167.00/169.00
                        (C1osing Jan 30)
 1715  36.50/37.50  77.25/78.75   127.00/129.00 168.00/170.00
-------------------------------------------------------------
 TIME      JUN           JUL           AUG          SEP
-------------------------------------------------------------
 1000 208.00/210.00 250.50/252.50 288.00/290.00 333.00/335.00
 1100 207.50/209.50 250.00/252.00 287.50/289.50 331.50/333.50
 1200 207.50/209.50 250.00/252.00 287.00/289.00 331.50/333.50
 1300 208.50/210.50 251.50/253.50 289.50/291.50 334.00/336.00
 1400 208.50/210.50 251.00/253.00 288.50/290.50 333.00/335.00
 1500 208.00/210.00 250.50/252.50 287.50/289.50 331.50/333.50
 1600 209.50/211.50 252.50/254.50 290.00/292.00 334.50/336.50
 1715 209.00/211.00 252.00/254.00 289.00/291.00 333.00/335.00
                        (C1osing Jan 30)
 1715 210.00/212.00 253.00/255.00 290.50/292.50 335.50/337.50
-------------------------------------------------------------
 TIME      OCT           NOV           DEC           JAN 
-------------------------------------------------------------
 1000 375.50/377.50 412.50/414.50 455.00/457.00 494.00/496.00
 1100 373.50/375.50 411.00/413.00 453.50/455.50 492.00/494.00
 1200 373.50/375.50 411.00/413.00 453.50/455.50 492.00/494.00
 1300 376.00/378.00 413.50/415.50 456.00/458.00 494.50/496.50
 1400 375.00/377.00 412.50/414.50 455.00/457.00 493.50/495.50
 1500 373.50/375.50 411.00/413.00 453.50/455.50 492.00/494.00
 1600 377.00/379.00 414.50/416.50 457.00/459.00 495.50/497.50
 1715 375.00/377.00 412.50/414.50 455.00/457.00 494.00/496.00
                        (C1osing Jan 30)
 1715 378.00/380.00 415.00/417.00 458.00/460.00 497.00/499.00
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------
 1000  8.53%   8.58%    8.63%      8.47%     8.35%   8.30%
 1100  8.42%   8.53%    8.59%      8.43%     8.33%   8.27%
 1200  8.53%   8.58%    8.62%      8.46%     8.33%   8.27%
 1300  8.63%   8.62%    8.65%      8.48%     8.37%   8.32%
 1400  8.67%   8.62%    8.65%      8.48%     8.36%   8.30%
 1500  8.51%   8.56%    8.61%      8.45%     8.34%   8.28%
 1600  8.59%   8.59%    8.62%      8.48%     8.37%   8.32%
 1715  8.60%   8.60%    8.63%      8.48%     8.36%   8.31%
                        (C1osing Jan 30)
 1715  8.62%   8.61%    8.64%      8.48%     8.37%   8.31%
-------------------------------------------------------------
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------
 1000  8.23%   8.20%    8.17%      8.13%     8.07%   8.03%
 1100  8.21%   8.15%    8.13%      8.09%     8.04%   7.99%
 1200  8.20%   8.16%    8.13%      8.09%     8.04%   7.99%
 1300  8.26%   8.21%    8.18%      8.14%     8.08%   8.03%
 1400  8.23%   8.19%    8.16%      8.12%     8.06%   8.01%
 1500  8.20%   8.14%    8.12%      8.08%     8.03%   7.98%
 1600  8.24%   8.19%    8.17%      8.13%     8.06%   8.01%
 1715  8.22%   8.16%    8.13%      8.09%     8.04%   8.00%
                        (C1osing Jan 30)
 1715  8.25%   8.21%    8.18%      8.14%     8.08%   8.04%
-------------------------------------------------------------
        (CONVERSION RATE - $1 = 62.6800/62.6900 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 and ask 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, 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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