October 7, 2013 / 3:29 AM / 4 years ago

RPT-India fwd/annualised dlr premia-(close)-Oct 4

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         06.50/07.50     05.00/05.50     01.50/02.00 
                09.66%          09.91%         08.92% 
                               (Oct 3)
1000         06.60/07.80     01.60/01.80     05.00/06.00 
                09.74%          09.44%         09.83% 
-------------------------------------------------------------
 TIME      OCT           NOV           DEC          JAN
-------------------------------------------------------------
 1000  38.00/40.00  83.00/86.00  130.00/134.00  175.00/179.00
 1100  39.00/41.00  84.00/86.50  131.00/134.00  176.00/180.00
 1200  38.00/41.00  83.00/87.00  130.00/134.00  175.00/180.00
 1300  38.00/41.00  83.00/87.00  130.00/134.00  175.00/180.00
 1400  39.00/41.00  84.00/87.00  131.00/135.00  176.50/181.50
 1500  39.00/41.00  84.00/87.00  130.50/134.50  175.00/180.00
 1600  39.00/41.00  84.00/87.00  131.50/135.50  177.00/182.00
 1715  39.00/41.00  84.00/87.00  131.00/134.00  177.50/180.50
                         (C1osing Oct 3)
 1715  41.00/43.00  86.50/89.50  134.50/138.50  181.00/185.00
-------------------------------------------------------------
 TIME      FEB          MAR           APR           MAY
-------------------------------------------------------------
 1000 210.00/215.00 245.00/250.00 289.50/294.50 322.50/327.50
 1100 211.50/215.50 247.00/252.00 292.00/297.00 325.00/330.00
 1200 210.00/215.00 245.00/250.00 290.00/295.00 322.50/327.50
 1300 210.00/215.00 245.00/250.00 289.00/294.00 322.00/327.00
 1400 212.00/217.00 247.50/252.50 292.50/297.50 325.50/330.50
 1500 210.50/215.50 246.00/251.00 291.00/296.00 324.00/329.00
 1600 213.00/218.00 249.00/254.00 294.00/299.00 327.00/332.00
 1715 212.50/215.50 247.00/252.00 292.00/297.00 325.00/330.00
                          (C1osing Oct 3)
 1715 217.00/222.00 253.50/258.50 299.00/304.00 332.50/337.50
-------------------------------------------------------------
 TIME      JUN           JUL           AUG           SEP
-------------------------------------------------------------
 1000 356.00/361.00 390.00/395.00 421.00/426.00 455.00/460.00
 1100 359.00/364.00 393.00/398.00 424.00/429.00 458.00/463.00
 1200 355.50/360.50 389.00/394.00 420.00/425.00 454.00/459.00
 1300 355.50/360.50 389.50/394.50 421.00/426.00 455.00/460.00
 1400 359.50/364.50 393.50/398.50 425.00/430.00 460.00/465.00
 1500 358.00/363.00 392.00/397.00 423.00/428.00 457.00/462.00
 1600 361.00/366.00 395.00/400.00 426.00/431.00 461.00/466.00
 1715 359.00/364.00 393.00/398.00 424.50/429.50 459.00/464.00
                          (C1osing Oct 3)
 1715 367.00/372.00 401.50/406.50 433.00/438.00 468.00/473.00
------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------
 1000   9.88%   9.52%    9.28%      9.02%     8.74%   8.56%
 1100  10.06%   9.58%    9.31%      9.06%     8.79%   8.63%
 1200   9.98%   9.56%    9.29%      9.03%     8.74%   8.57%
 1300   9.99%   9.57%    9.30%      9.04%     8.75%   8.57%
 1400  10.09%   9.63%    9.37%      9.13%     8.84%   8.66%
 1500  10.07%   9.60%    9.31%      9.04%     8.76%   8.60%
 1600  10.03%   9.59%    9.35%      9.10%     8.83%   8.66%
 1715  10.07%   9.60%    9.33%      9.10%     8.80%   8.63%
                          (C1osing Oct 3)
 1715  10.13%   9.68%    9.45%      9.23%     8.95%   8.76%
-------------------------------------------------------------
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------
 1000  8.43%   8.18%    8.00%      7.85%     7.72%   7.59%
 1100  8.50%   8.24%    8.06%      7.90%     7.76%   7.63%
 1200  8.44%   8.18%    7.98%      7.83%     7.70%   7.57%
 1300  8.43%   8.18%    7.99%      7.85%     7.72%   7.60%
 1400  8.53%   8.27%    8.08%      7.93%     7.80%   7.68%
 1500  8.47%   8.22%    8.04%      7.88%     7.75%   7.62%
 1600  8.52%   8.26%    8.07%      7.91%     7.77%   7.65%
 1715  8.50%   8.24%    8.06%      7.91%     7.78%   7.65%
                          (C1osing Oct 3)
 1715  8.63%   8.35%    8.17%      8.01%     7.87%   7.74%
-------------------------------------------------------------
        (CONVERSION RATE - $1 = 61.4300/61.4400 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 andask is taken. Similarly we use Spot level   
indicative bid and ask for calculations.  
   
    These indicative rates are based on contributions  
from RBS, Andhra Bank, Bank of America, Bank Of Baroda, BNP   
Paribas ,Barclays Bank Ltd, Canara Bank, Syndicate Bank, ICICI  
Bank, Credit Agricole CIB,ING Vysya Bank, Standard Chartered,   
HDFC Bank, Indusind Bank,Corporation Bank, Bank of India, 
J P Morgan, 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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