December 8, 2014 / 3:32 AM / 3 years ago

RPT-India fwd/annualised dlr premia-(close)-Dec 5

Cash Spot         Cash Tom         Tom Next    
-------------------------------------------------------------  
              Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
1000        04.60/06.10       03.50/04.50       01.10/01.60
               06.79%           06.88%             06.49% 
                               (Dec 4)                   
1000        04.50/06.00       01.00/01.50       03.50/04.50
               06.63%           05.90%             06.88% 
---------------------------------------------------------------
 TIME      DEC           JAN            FEB           MAR
---------------------------------------------------------------
 1000  28.50/30.00    68.75/70.75  104.00/106.00  143.00/145.00
 1100  28.50/30.00    69.00/71.00  104.00/106.00  143.00/145.00
 1200  28.50/30.00    69.00/71.00  104.25/106.25  143.50/145.50
 1300  28.50/30.00    68.50/70.50  103.75/105.75  143.00/145.00
 1400  29.00/30.00    69.00/70.50  104.00/105.50  143.00/145.00
 1500  29.00/30.00    69.00/71.00  104.00/106.00  143.00/145.00
 1600  28.50/30.00    68.50/70.50  103.50/105.50  142.50/144.50
 1715  28.50/30.00    68.50/70.50  103.50/105.50  142.50/144.50
                         (C1osing Dec 4)
 1715  30.00/31.50    70.25/72.25  105.50/107.50  144.50/146.50
--------------------------------------------------------------- 
 TIME      APR           MAY           JUN           JUL
--------------------------------------------------------------- 
 1000 184.00/186.00 219.00/221.00 257.00/259.00 293.50/295.50
 1100 184.00/186.00 219.00/221.00 257.00/259.00 293.50/295.50
 1200 184.00/186.00 219.00/221.00 256.50/258.50 293.00/295.00
 1300 183.50/185.50 218.00/220.00 255.50/257.50 292.00/294.00
 1400 183.75/185.75 218.50/220.50 256.00/258.00 292.00/294.00
 1500 183.50/185.50 218.00/220.00 255.50/257.50 291.50/293.50
 1600 183.00/185.00 217.00/219.00 254.50/256.50 290.50/292.50
 1715 183.00/185.00 217.50/219.50 255.00/257.00 291.00/293.00
                         (C1osing Dec 4)
 1715 185.00/187.00 220.00/222.00 257.50/259.50 293.50/295.50
--------------------------------------------------------------- 
 TIME      AUG           SEP           OCT           NOV
--------------------------------------------------------------- 
 1000 329.50/331.50 365.00/367.00 399.50/401.50  432.50/434.50
 1100 330.00/332.00 365.50/367.50 400.00/402.00  433.00/435.00
 1200 329.00/331.00 364.50/366.50 399.00/401.00  432.00/434.00
 1300 328.00/330.00 363.50/365.50 398.00/400.00  431.00/433.00
 1400 328.00/330.00 363.50/365.50 397.75/399.75  430.50/432.50
 1500 327.00/329.00 362.50/364.50 397.00/399.00  430.00/432.00
 1600 326.00/328.00 361.50/363.50 395.50/397.50  428.50/430.50
 1715 326.50/328.50 361.50/363.50 395.50/397.50  428.00/430.00
                         (C1osing Dec 4)
 1715 329.50/331.50 365.00/367.00 399.50/401.50  432.50/434.50
--------------------------------------------------------------- 
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
--------------------------------------------------------------- 
 1000   7.88%   7.84%    7.68%      7.62%     7.65%   7.56%
 1100   7.89%   7.85%    7.68%      7.62%     7.65%   7.56%
 1200   7.90%   7.86%    7.71%      7.64%     7.65%   7.55%
 1300   7.87%   7.81%    7.67%      7.62%     7.62%   7.52%
 1400   7.91%   7.83%    7.67%      7.62%     7.63%   7.54%
 1500   7.93%   7.85%    7.68%      7.61%     7.62%   7.52%
 1600   7.86%   7.80%    7.65%      7.59%     7.59%   7.48%
 1715   7.88%   7.81%    7.66%      7.60%     7.61%   7.51%
                         (C1osing Dec 4)
 1715   7.90%   7.84%    7.69%      7.61%     7.64%   7.54%
--------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   7.48%   7.40%    7.35%      7.31%     7.24%   7.16%
 1100   7.48%   7.41%    7.36%      7.31%     7.25%   7.16%
 1200   7.46%   7.39%    7.34%      7.30%     7.23%   7.15%
 1300   7.44%   7.37%    7.32%      7.28%     7.22%   7.13%
 1400   7.44%   7.37%    7.32%      7.28%     7.21%   7.13%
 1500   7.43%   7.35%    7.29%      7.26%     7.20%   7.12%
 1600   7.40%   7.32%    7.27%      7.23%     7.17%   7.09%
 1715   7.43%   7.35%    7.29%      7.24%     7.18%   7.09%
                         (C1osing Dec 4)
 1715   7.44%   7.36%    7.31%      7.27%     7.21%   7.13%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 61.7700/61.7800 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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