October 20, 2015 / 4:47 AM / in 2 years

India fwd/annualised dlr premia-(closing)-Oct 20

Cash Spot        Cash Tom         Tom Next    
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
1000         02.70/04.20      00.90/01.40       01.80/02.80
                05.06%           05.06%            05.06%
                               (Oct 19)                  
1000         02.00/03.00      01.00/01.50       01.00/01.50
                05.63%           05.63%            05.63%
---------------------------------------------------------------
 TIME      OCT           NOV            DEC           JAN
---------------------------------------------------------------
 1000  07.50/09.00    43.50/45.50    79.50/81.50  113.25/115.25
 1100  07.50/09.00    43.50/45.50    79.50/81.50  113.00/115.00
 1200  07.50/09.00    43.50/45.50    79.50/81.50  113.00/115.00
 1300  07.50/09.00    43.50/45.50    79.50/81.50  113.50/115.50
 1400  07.50/09.00    43.50/45.50    79.50/81.50  113.50/115.50
 1500  07.50/08.50    43.75/45.75    79.50/81.50  113.50/115.50
 1600  07.50/08.50    43.50/45.50    79.50/81.50  113.50/115.50
 1715  07.50/09.00    43.50/45.00    79.50/81.50  113.50/115.50
                            (C1osing Oct 19)    
 1715  10.00/11.00    46.00/47.50    82.00/84.00  116.00/118.00
----------------------------------------------------------------
 TIME     FEB            MAR            APR             MAY
----------------------------------------------------------------
 1000 149.00/151.00  184.50/186.50  222.00/224.00  258.50/260.50
 1100 148.50/150.50  184.00/186.00  222.00/224.00  258.50/260.50
 1200 148.50/150.50  184.00/186.00  222.00/224.00  258.50/260.50
 1300 149.00/151.00  184.50/186.50  222.50/224.50  259.00/261.00
 1400 149.00/151.00  184.50/186.50  222.50/224.50  259.00/261.00
 1500 149.25/151.25  184.75/186.75  222.25/224.25  258.75/260.75
 1600 149.00/151.00  184.50/186.50  222.50/224.50  259.00/261.00
 1715 149.25/151.25  185.00/187.00  223.00/225.00  259.50/261.50
                            (C1osing Oct 19)     
 1715 151.50/153.50  187.00/189.00  225.00/227.00  261.50/263.50
--------------------------------------------------------------- 
 TIME      JUN            JUL            AUG            SEP
--------------------------------------------------------------- 
 1000 292.75/294.75  325.50/327.50  362.75/364.75  397.00/399.00
 1100 292.50/294.50  325.50/327.50  362.50/364.50  396.50/398.50
 1200 292.50/294.50  325.50/327.50  362.50/364.50  396.50/398.50
 1300 293.00/295.00  326.00/328.00  363.25/365.25  397.50/399.50
 1400 293.00/295.00  326.00/328.00  363.00/365.00  397.00/399.00
 1500 292.75/294.75  325.75/327.75  362.75/364.75  397.00/399.00
 1600 293.00/295.00  326.00/328.00  363.00/365.00  397.00/399.00
 1715 293.50/295.50  326.50/328.50  364.00/366.00  398.50/400.50
                            (C1osing Oct 19)     
 1715 295.50/297.50  328.50/330.50  365.50/367.50  399.50/401.50
----------------------------------------------------------------
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
----------------------------------------------------------------
 1000   6.59%   6.56%    6.56%      6.54%     6.52%   6.62%
 1100   6.59%   6.56%    6.54%      6.52%     6.50%   6.62%
 1200   6.59%   6.57%    6.55%      6.52%     6.51%   6.62%
 1300   6.59%   6.57%    6.57%      6.55%     6.53%   6.64%
 1400   6.59%   6.57%    6.57%      6.54%     6.52%   6.63%
 1500   6.61%   6.57%    6.57%      6.55%     6.53%   6.63%
 1600   6.57%   6.56%    6.56%      6.54%     6.52%   6.63%
 1715   6.54%   6.54%    6.55%      6.54%     6.52%   6.63%
                            (C1osing Oct 19)
 1715   6.58%   6.58%    6.59%      6.56%     6.54%   6.63% 
--------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   6.61%   6.59%    6.56%      6.54%     6.53%   6.52%
 1100   6.61%   6.58%    6.56%      6.54%     6.52%   6.51%
 1200   6.61%   6.58%    6.56%      6.54%     6.52%   6.52%
 1300   6.63%   6.60%    6.57%      6.55%     6.54%   6.53%
 1400   6.62%   6.59%    6.57%      6.55%     6.53%   6.52%
 1500   6.61%   6.58%    6.56%      6.54%     6.52%   6.52%
 1600   6.62%   6.59%    6.56%      6.54%     6.52%   6.52%
 1715   6.62%   6.59%    6.56%      6.55%     6.54%   6.53%
                            (C1osing Oct 19)     
 1715   6.64%   6.61%    6.59%      6.56%     6.54%   6.54%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.0550/65.0650 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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