October 1, 2014 / 4:53 AM / 3 years ago

India fwd/annualised dlr premia-(close)-Oct 1

Cash Spot         Cash Tom         Tom Next    
-------------------------------------------------------------  
              Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
1000         08.50/10.00      07.50/08.50       01.00/01.50 
                07.17%          07.38%            05.91% 
                               (Sep 30)                   
1000         08.25/10.75      01.25/01.75       07.00/09.00 
                06.98%          07.40%            06.91% 
------------------------------------------------------------- 
 TIME      OCT           NOV            DEC           JAN
---------------------------------------------------------------
 1000  30.50/32.50   68.50/70.50   113.00/115.00  155.00/157.00
 1100  31.00/32.50   69.00/71.00   114.00/116.00  155.75/157.75
 1200  31.25/32.25   69.50/70.50   114.50/115.50  156.50/157.50
 1300  31.00/32.50   69.50/70.50   114.50/115.50  156.50/157.50
 1400  30.25/32.25   68.25/70.25   113.25/115.25  155.25/157.25
 1500  30.50/32.50   68.50/70.50   113.00/115.00  155.00/157.00
 1600  30.50/32.50   68.75/70.75   113.50/115.50  155.50/157.50
 1715  30.50/32.50   68.50/70.50   113.00/115.00  155.00/157.00
                         (C1osing Sep 30)
 1715  32.00/34.00   69.50/71.50   113.50/115.50  155.50/157.50
--------------------------------------------------------------- 
 TIME      FEB           MAR           APR           MAY
--------------------------------------------------------------- 
 1000 193.00/195.00 235.00/237.00 281.00/283.00 318.50/320.50
 1100 193.75/195.75 235.25/237.25 281.25/283.25 318.75/320.75
 1200 194.00/196.00 236.00/238.00 282.00/284.00 320.00/322.00
 1300 194.00/196.00 236.00/238.00 282.00/284.00 320.00/322.00
 1400 193.25/195.25 234.75/236.75 280.50/282.50 318.50/320.50
 1500 193.00/195.00 235.00/237.00 281.00/283.00 318.50/320.50
 1600 193.50/195.50 235.50/237.50 282.00/284.00 319.50/321.50
 1715 192.50/194.50 234.50/236.50 280.50/282.50 318.00/320.00
                         (C1osing Sep 30)
 1715 193.00/195.00 234.50/236.50 280.50/282.50 317.50/319.50
--------------------------------------------------------------- 
 TIME      JUN           JUL           AUG           SEP
--------------------------------------------------------------- 
 1000 360.00/362.00 399.50/401.50 437.50/439.50 474.00/476.00
 1100 359.75/361.75 399.75/401.75 437.75/439.75 474.50/476.50
 1200 362.00/364.00 402.00/404.00 440.00/442.00 476.50/478.50
 1300 361.50/363.50 401.50/403.50 440.00/442.00 476.50/478.50
 1400 360.00/362.00 400.00/402.00 438.00/440.00 474.50/476.50
 1500 360.00/362.00 399.50/401.50 437.50/439.50 474.00/476.00
 1600 361.00/363.00 401.00/403.00 439.00/441.00 475.50/477.50
 1715 359.50/361.50 399.00/401.00 437.00/439.00 473.50/475.50
                         (C1osing Sep 30)
 1715 358.50/360.50 398.50/400.50 436.00/438.00 472.50/474.50
--------------------------------------------------------------- 
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
--------------------------------------------------------------- 
 1000   8.07%   8.04%    8.04%      8.08%     8.05%   8.06%
 1100   8.13%   8.10%    8.10%      8.11%     8.07%   8.07%
 1200   8.13%   8.10%    8.11%      8.13%     8.09%   8.09%
 1300   8.14%   8.10%    8.09%      8.11%     8.08%   8.09%
 1400   8.03%   8.03%    8.06%      8.10%     8.06%   8.05%
 1500   8.07%   8.04%    8.04%      8.08%     8.06%   8.06%
 1600   8.10%   8.09%    8.09%      8.12%     8.09%   8.10%
 1715   8.09%   8.06%    8.06%      8.09%     8.05%   8.06%
                         (C1osing Sep 30)
 1715   8.08%   7.99%    7.99%      8.03%     8.00%   8.00%
--------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   8.15%   8.08%    8.03%      7.97%     7.90%   7.85%
 1100   8.15%   8.08%    8.03%      7.97%     7.91%   7.85%
 1200   8.18%   8.13%    8.08%      8.02%     7.95%   7.89%
 1300   8.19%   8.13%    8.08%      8.02%     7.96%   7.89%
 1400   8.14%   8.09%    8.04%      7.98%     7.92%   7.86%
 1500   8.15%   8.09%    8.04%      7.97%     7.91%   7.85%
 1600   8.19%   8.13%    8.08%      8.02%     7.95%   7.89%
 1715   8.15%   8.09%    8.04%      7.98%     7.92%   7.86%
                         (C1osing Sep 30)
 1715   8.10%   8.03%    7.98%      7.93%     7.86%   7.81%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 61.6100/61.6200 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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