May 25, 2016 / 4:41 AM / in a year

RPT-India fwd/annualised dlr premia-(close)-May 25

Cash Spot        Cash Tom         Tom Next    
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
 1000         02.00/03.00     01.00/01.50       01.00/01.50 
                 05.40%         05.40%             05.40%
                               (May 24)                
 1000         02.00/03.00     01.00/01.50       01.00/01.50 
                 05.40%         05.40%             05.40%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG    
---------------------------------------------------------------
 1000  04.00/05.50   39.50/41.50     73.50/75.50   112.50/114.50
 1100  04.50/05.50   39.75/41.75     73.50/75.50   112.50/114.50
 1200  04.00/05.50   39.50/41.50     73.50/75.50   112.50/114.50
 1300  04.00/05.50   39.50/41.50     74.00/76.00   113.00/115.00
 1400  04.00/05.50   39.50/41.50     73.50/75.50   112.50/114.50
 1500  04.00/05.50   39.50/41.50     73.50/75.50   112.50/114.50
 1600  04.00/05.50   39.50/41.50     73.50/75.50   112.50/114.50
 1715  04.00/05.50   39.50/41.50     73.75/75.75   112.75/114.75
                          (C1osing May 24)
 1715  05.00/06.50   40.50/42.50     74.50/76.50   113.00/115.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 147.00/149.00  179.00/181.00  216.50/218.50  248.00/250.00
 1100 147.50/149.50  179.50/181.50  217.00/219.00  248.50/250.50
 1200 147.50/149.50  179.50/181.50  217.00/219.00  248.50/250.50
 1300 148.00/150.00  180.50/182.50  218.00/220.00  249.00/251.00
 1400 147.50/149.50  179.50/181.50  217.00/219.00  248.00/250.00
 1500 147.00/149.00  179.25/181.20  216.50/218.50  247.50/249.50
 1600 147.50/149.50  179.50/181.50  217.00/219.00  248.00/250.00
 1715 147.50/149.50  179.50/181.50  217.00/219.00  248.00/250.00
                            (C1osing May 24)
 1715 147.50/149.50  179.50/181.50  216.50/218.50  247.50/249.50
---------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
--------------------------------------------------------------- 
 1000 281.50/283.50  311.00/313.00  343.50/345.50  378.50/380.50
 1100 282.00/284.00  311.50/313.50  344.00/346.00  379.00/381.00
 1200 282.00/284.00  311.50/313.50  344.00/346.00  379.00/381.00
 1300 282.50/284.50  312.00/314.00  344.50/346.50  379.50/381.50
 1400 281.50/283.50  311.00/313.00  343.50/345.50  378.50/380.50
 1500 281.00/283.00  310.50/312.50  342.50/344.50  377.50/379.50
 1600 281.25/283.25  310.50/312.50  343.00/345.00  378.00/380.00
 1715 281.50/283.50  311.00/313.00  343.00/345.00  378.00/380.00
                         (C1osing May 24)
 1715 281.00/283.00  310.50/312.50  342.50/344.50  377.50/379.50
----------------------------------------------------------------
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
----------------------------------------------------------------
 1000   6.43%   6.39%    6.39%      6.35%     6.31%   6.28%
 1100   6.48%   6.39%    6.39%      6.37%     6.34%   6.30%
 1200   6.46%   6.41%    6.41%      6.39%     6.35%   6.32%
 1300   6.45%   6.45%    6.43%      6.41%     6.39%   6.35%
 1400   6.45%   6.41%    6.40%      6.38%     6.35%   6.32%
 1500   6.46%   6.41%    6.41%      6.37%     6.34%   6.31%
 1600   6.45%   6.41%    6.40%      6.38%     6.35%   6.32%
 1715   6.46%   6.43%    6.42%      6.39%     6.35%   6.32%
                          (C1osing May 24)
 1715   6.38%   6.36%    6.33%      6.30%     6.27%   6.23%
---------------------------------------------------------------
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   6.21%   6.14%    6.09%      6.05%     6.10%   6.05%
 1100   6.22%   6.15%    6.10%      6.06%     6.11%   6.06%
 1200   6.24%   6.17%    6.12%      6.08%     6.13%   6.08%
 1300   6.25%   6.18%    6.12%      6.08%     6.13%   6.08%
 1400   6.22%   6.15%    6.10%      6.06%     6.12%   6.06%
 1500   6.21%   6.15%    6.10%      6.05%     6.10%   6.05%
 1600   6.22%   6.15%    6.09%      6.05%     6.11%   6.06%
 1715   6.23%   6.16%    6.11%      6.06%     6.11%   6.06%
                         (C1osing May 24)
 1715   6.15%   6.08%    6.04%      5.99%     6.05%   6.01%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.3300/67.3400 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, Bank of  India, Union Bank of India, Axis
Bank,State Bank Of India, 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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