November 16, 2015 / 3:30 AM / 2 years ago

RPT-India fwd/annualised dlr premia-(close)-Nov 13

Cash Spot        Cash Tom         Tom Next    
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
 1000         04.00/06.00      03.00/04.50       01.00/01.50
                05.52%           05.52%            05.52%
                               (Nov 10)                  
 1000         06.00/09.00      03.00/04.50       03.00/04.50
                05.50%           05.50%            05.50%
---------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB 
---------------------------------------------------------------
 1000  15.00/16.00    51.50/53.50    85.50/87.50   121.00/123.00
 1100  15.00/16.00    51.50/53.00    85.50/87.00   121.00/123.00
 1200  15.00/16.50    51.50/53.50    85.50/87.50   121.00/123.00
 1300  14.50/16.00    51.00/53.00    85.00/87.00   120.50/122.50
 1400  15.00/16.50    51.25/53.25    85.25/87.25   121.00/123.00
 1500  14.50/16.00    51.00/53.00    85.00/87.00   120.50/122.50
 1600  14.75/16.25    51.25/53.25    85.25/87.25   120.75/122.75
 1715  14.50/16.00    51.00/53.00    85.00/87.00   120.50/122.50
                         (C1osing Nov 10)   
 1715  16.00/17.50    52.25/54.25    86.00/88.00   121.50/123.50
----------------------------------------------------------------
 TIME     MAR            APR            MAY             JUN
----------------------------------------------------------------
 1000 156.50/158.50  194.50/196.50  231.00/233.00  265.00/267.00
 1100 156.50/158.50  194.50/196.50  231.00/233.00  265.00/267.00
 1200 156.50/158.50  194.50/196.50  231.00/233.00  265.00/267.00
 1300 156.00/158.00  194.00/196.00  230.50/232.50  264.50/266.50
 1400 156.50/158.50  194.25/196.25  230.75/232.75  264.75/266.75
 1500 156.00/158.00  194.00/196.00  230.00/232.00  264.00/266.00
 1600 156.25/158.25  194.00/196.00  230.50/232.50  264.50/266.50
 1715 156.00/158.00  194.00/196.00  230.50/232.50  264.50/266.50
                         (C1osing Nov 10)     
 1715 157.00/159.00  195.00/197.00  231.50/233.50  265.50/267.50
--------------------------------------------------------------- 
 TIME      JUL            AUG            SEP            OCT
--------------------------------------------------------------- 
 1000 298.00/300.00  335.50/337.50  370.00/372.00  402.50/404.50
 1100 298.00/300.00  335.50/337.50  370.00/372.00  402.50/404.50
 1200 298.00/300.00  335.50/337.50  370.00/372.00  402.50/404.50
 1300 297.50/299.50  335.00/337.00  369.50/371.50  402.00/404.00
 1400 297.75/299.75  335.25/337.25  369.75/371.75  402.00/404.00
 1500 297.00/299.00  334.50/336.50  369.00/371.00  401.50/403.50
 1600 297.50/299.50  335.00/337.00  369.50/371.50  402.00/404.00
 1715 297.50/299.50  335.00/337.00  369.50/371.50  402.00/404.00
                         (C1osing Nov 10)     
 1715 298.50/300.50  336.00/338.00  370.50/372.50  403.00/405.00
----------------------------------------------------------------
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
----------------------------------------------------------------
 1000   6.58%   6.55%    6.49%      6.45%     6.53%   6.55%
 1100   6.56%   6.53%    6.49%      6.45%     6.53%   6.55%
 1200   6.60%   6.55%    6.49%      6.45%     6.53%   6.55%
 1300   6.51%   6.51%    6.46%      6.43%     6.51%   6.54%
 1400   6.58%   6.53%    6.49%      6.45%     6.52%   6.54%
 1500   6.51%   6.50%    6.46%      6.43%     6.51%   6.53%
 1600   6.56%   6.53%    6.48%      6.44%     6.51%   6.53%
 1715   6.52%   6.51%    6.47%      6.43%     6.52%   6.54%
                         (C1osing Nov 10)
 1715   6.53%   6.48%    6.44%      6.41%     6.49%   6.51%
--------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   6.51%   6.48%    6.45%      6.44%     6.44%   6.43%
 1100   6.51%   6.48%    6.46%      6.44%     6.44%   6.43%
 1200   6.51%   6.48%    6.46%      6.44%     6.44%   6.43%
 1300   6.50%   6.47%    6.45%      6.43%     6.43%   6.42%
 1400   6.50%   6.47%    6.45%      6.44%     6.43%   6.42%
 1500   6.48%   6.46%    6.43%      6.42%     6.42%   6.41%
 1600   6.49%   6.47%    6.44%      6.43%     6.43%   6.42%
 1715   6.50%   6.47%    6.45%      6.44%     6.43%   6.42%
                         (C1osing Nov 10)     
 1715   6.48%   6.45%    6.43%      6.41%     6.41%   6.40%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.0950/66.1050 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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