November 20, 2014 / 3:32 AM / 3 years ago

RPT-India fwd/annualised dlr premia-(close)-Nov 19

Cash Spot         Cash Tom         Tom Next    
-------------------------------------------------------------  
              Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
1000        02.20/03.20      01.10/01.60        01.10/01.60
               06.49%           06.49%             06.49% 
                               (Nov 18)                   
1000        02.20/03.20      01.10/01.60        01.10/01.60
               06.49%           06.49%             06.49% 
---------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB
---------------------------------------------------------------
 1000  08.50/10.00    51.50/53.50    91.50/93.50  126.00/128.00
 1100  08.50/10.50    52.00/54.00    92.00/94.00  127.00/129.00
 1200  08.50/10.50    52.00/54.00    92.00/94.00  127.00/129.00
 1300  08.50/10.00    52.00/54.00    92.00/94.00  127.50/129.50
 1400  08.50/10.50    52.00/54.00    92.25/94.25  128.00/130.00
 1500  08.50/10.00    52.00/54.00    92.00/94.00  127.50/129.50
 1600  08.50/10.50    52.00/54.00    92.50/94.50  128.00/130.00
 1715  08.50/10.00    52.00/54.00    92.50/94.50  128.00/130.00
                       (C1osing Nov 18)
 1715  10.00/12.00    53.50/55.50    93.50/95.50  128.50/130.50
--------------------------------------------------------------- 
 TIME      MAR           APR           MAY           JUN
--------------------------------------------------------------- 
 1000 165.00/167.00 205.00/207.00 239.50/241.50 277.00/279.00
 1100 166.00/168.00 206.50/208.50 242.00/244.00 281.00/283.00
 1200 166.00/168.00 207.00/209.00 242.50/244.50 281.50/283.50
 1300 167.00/169.00 208.00/210.00 244.00/246.00 283.50/285.50
 1400 167.50/169.50 208.50/210.50 244.50/246.50 284.00/286.00
 1500 167.00/169.00 208.00/210.00 243.50/245.50 282.50/284.50
 1600 167.00/169.00 208.00/210.00 243.50/245.50 282.75/284.75
 1715 167.50/169.50 208.50/210.50 244.00/246.00 283.50/285.50
                       (C1osing Nov 18)
 1715 167.50/169.50 208.50/210.50 244.00/246.00 282.50/284.50
--------------------------------------------------------------- 
 TIME      JUL           AUG           SEP           OCT
--------------------------------------------------------------- 
 1000 314.00/316.00 350.50/352.50 386.00/388.00  420.00/422.00
 1100 318.50/320.50 356.00/358.00 392.00/394.00  426.00/428.00
 1200 319.00/321.00 356.50/358.50 393.00/395.00  427.00/429.00
 1300 321.50/323.50 359.50/361.50 396.00/398.00  430.00/432.00
 1400 322.00/324.00 360.00/362.00 396.50/398.50  430.50/432.50
 1500 320.00/322.00 357.50/359.50 394.00/396.00  428.00/430.00
 1600 320.50/322.50 358.00/360.00 394.50/396.50  428.50/430.50
 1715 321.50/323.50 359.00/361.00 395.50/397.50  429.50/431.50
                       (C1osing Nov 18)
 1715 320.00/322.00 357.00/359.00 393.00/395.00  427.00/429.00
--------------------------------------------------------------- 
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
--------------------------------------------------------------- 
 1000   7.75%   7.79%    7.66%      7.56%     7.58%   7.53%
 1100   7.83%   7.84%    7.72%      7.61%     7.64%   7.61%
 1200   7.82%   7.84%    7.73%      7.61%     7.65%   7.63%
 1300   7.82%   7.84%    7.75%      7.65%     7.69%   7.67%
 1400   7.83%   7.86%    7.78%      7.67%     7.71%   7.68%
 1500   7.81%   7.83%    7.74%      7.64%     7.68%   7.64%
 1600   7.82%   7.86%    7.77%      7.64%     7.68%   7.64%
 1715   7.80%   7.86%    7.77%      7.66%     7.69%   7.65%
                        (C1osing Nov 18)
 1715   7.88%   7.87%    7.76%      7.64%     7.67%   7.64%
--------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   7.44%   7.39%    7.34%      7.30%     7.26%   7.18%
 1100   7.54%   7.50%    7.46%      7.42%     7.37%   7.28%
 1200   7.56%   7.51%    7.47%      7.44%     7.39%   7.30%
 1300   7.61%   7.57%    7.53%      7.50%     7.44%   7.35%
 1400   7.62%   7.58%    7.54%      7.51%     7.45%   7.35%
 1500   7.58%   7.53%    7.48%      7.45%     7.39%   7.30%
 1600   7.58%   7.53%    7.49%      7.45%     7.40%   7.31%
 1715   7.59%   7.55%    7.51%      7.47%     7.41%   7.32%
                       (C1osing Nov 18)
 1715   7.57%   7.52%    7.47%      7.43%     7.37%   7.29%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 61.9600/61.9700 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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