October 1, 2014 / 3:32 AM / 3 years ago

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

Cash Spot         Cash Tom         Tom Next    
-------------------------------------------------------------  
              Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
1000         08.25/10.75      01.25/01.75       07.00/09.00 
                06.98%          07.40%            06.91% 
                               (Sep 29)                   
1000         02.25/02.75      01.10/01.50       01.15/01.50 
                06.69%          06.54%            06.84% 
------------------------------------------------------------- 
 TIME      OCT           NOV            DEC           JAN
---------------------------------------------------------------
 1000  32.25/33.75   70.50/72.50   115.00/117.00  157.25/159.25
 1100  32.00/34.00   70.00/72.00   115.00/117.00  157.50/159.50
 1200  32.00/34.00   70.00/72.00   115.00/117.00  157.50/159.50
 1300  32.00/33.00   70.00/71.50   115.00/117.00  157.50/159.50
 1400  32.50/33.50   70.50/71.50   115.50/116.50  158.00/159.00
 1500  32.00/34.00   70.00/72.00   115.00/117.00  157.25/159.25
 1600  32.00/33.00   70.00/72.00   114.75/116.75  156.50/158.50
 1715  32.00/34.00   69.50/71.50   113.50/115.50  155.50/157.50
                           (C1osing Sep 29)
 1715  40.00/42.00   78.00/80.00   123.00/125.00  165.50/167.50
--------------------------------------------------------------- 
 TIME      FEB           MAR           APR           MAY
--------------------------------------------------------------- 
 1000 195.00/197.00 237.50/239.50 284.50/286.50 323.00/325.00
 1100 196.00/198.00 238.50/240.50 286.00/288.00 325.00/327.00
 1200 195.50/197.50 238.00/240.00 285.50/287.50 324.00/326.00
 1300 195.50/197.50 238.00/240.00 285.50/287.50 324.00/326.00
 1400 195.50/197.50 238.00/240.00 285.00/287.00 323.50/325.50
 1500 195.50/197.50 238.00/240.00 285.00/287.00 323.50/325.50
 1600 194.50/196.50 236.00/238.00 283.00/285.00 321.50/323.50
 1715 193.00/195.00 234.50/236.50 280.50/282.50 317.50/319.50
                          (C1osing Sep 29)
 1715 203.50/205.50 246.00/248.00 293.50/295.50 332.50/334.50
--------------------------------------------------------------- 
 TIME      JUN           JUL           AUG           SEP
--------------------------------------------------------------- 
 1000 365.50/367.50 406.00/408.00 444.75/446.75 481.50/483.50
 1100 367.00/369.00 407.50/409.50 446.00/448.00 483.00/485.00
 1200 366.00/368.00 406.50/408.50 445.00/447.00 482.00/484.00
 1300 366.00/368.00 406.50/408.50 445.00/447.00 482.00/484.00
 1400 365.50/367.50 406.00/408.00 444.50/446.50 481.50/483.50
 1500 365.50/367.50 406.00/408.00 444.50/446.50 481.50/483.50
 1600 363.00/365.00 403.50/405.50 442.00/444.00 478.50/480.50
 1715 358.50/360.50 398.50/400.50 436.00/438.00 472.50/474.50
                          (C1osing Sep 29)
 1715 374.50/376.50 415.50/417.50 454.50/456.50 491.50/493.50
--------------------------------------------------------------- 
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
--------------------------------------------------------------- 
 1000   8.14%   8.12%    8.10%      8.14%     8.10%   8.12%
 1100   8.11%   8.08%    8.10%      8.15%     8.13%   8.15%
 1200   8.12%   8.09%    8.11%      8.15%     8.12%   8.14%
 1300   8.04%   8.07%    8.11%      8.15%     8.12%   8.14%
 1400   8.12%   8.09%    8.11%      8.16%     8.12%   8.14%
 1500   8.11%   8.07%    8.09%      8.13%     8.11%   8.12%
 1600   8.04%   8.07%    8.07%      8.10%     8.06%   8.06%
 1715   8.08%   7.99%    7.99%      8.03%     8.00%   8.00%
                          (C1osing Sep 29)
 1715   8.10%   8.08%    8.09%      8.16%     8.14%   8.14%
--------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   8.24%   8.19%    8.15%      8.10%     8.03%   7.97%
 1100   8.27%   8.22%    8.17%      8.12%     8.05%   7.98%
 1200   8.26%   8.21%    8.16%      8.11%     8.04%   7.98%
 1300   8.27%   8.21%    8.16%      8.11%     8.04%   7.98%
 1400   8.25%   8.20%    8.15%      8.10%     8.03%   7.97%
 1500   8.24%   8.18%    8.14%      8.09%     8.02%   7.96%
 1600   8.19%   8.14%    8.09%      8.04%     7.97%   7.91%
 1715   8.10%   8.03%    7.98%      7.93%     7.86%   7.81%
                          (C1osing Sep 29)
 1715   8.27%   8.24%    8.19%      8.15%     8.09%   8.02%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 61.7450/61.7550 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,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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