February 5, 2015 / 3:32 AM / 3 years ago

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

Cash Spot         Cash Tom         Tom Next    
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
1000         02.00/03.20     01.00/01.60        01.00/01.60
               05.92%          05.92%              05.92%
                               (Feb 3)                   
1000         02.00/03.20     01.00/01.60        01.00/01.60
               05.92%          05.92%              05.92%
---------------------------------------------------------------
 TIME      FEB            MAR           APR          MAY
---------------------------------------------------------------
 1000  27.25/28.75   68.00/70.00   111.50/113.50  147.50/149.50
 1100  27.00/28.50   67.25/69.25   110.50/112.50  146.50/148.50
 1200  27.00/28.50   67.25/69.25   110.50/112.50  146.50/148.50
 1300  26.75/28.25   67.25/69.25   110.50/112.50  146.50/148.50
 1400  26.75/28.25   67.25/69.25   110.50/112.50  146.50/148.50
 1500  27.00/28.50   67.50/69.50   110.75/112.75  146.75/148.75
 1600  27.00/28.50   67.50/69.50   111.00/113.00  147.00/149.00
 1715  27.00/28.50   67.50/69.50   111.00/113.00  147.00/149.00
                          (C1osing Feb 3)
 1715  28.00/29.50   68.25/70.25   111.50/113.50  147.00/149.00
--------------------------------------------------------------- 
 TIME      JUN           JUL           AUG           SEP   
--------------------------------------------------------------- 
 1000 186.50/188.50 224.00/226.00 261.00/263.00 297.00/299.00
 1100 185.50/187.50 223.00/225.00 260.00/262.00 296.50/298.50
 1200 185.00/187.00 222.50/224.50 259.50/261.50 296.00/298.00
 1300 185.50/187.50 223.00/225.00 260.50/262.50 296.50/298.50
 1400 185.50/187.50 223.00/225.00 260.00/262.00 296.00/298.00
 1500 185.75/187.75 223.25/225.25 260.50/262.50 296.50/298.50
 1600 186.00/188.00 223.50/225.50 260.50/262.50 296.50/298.50
 1715 186.50/188.50 224.50/226.50 261.50/263.50 297.00/299.00
                         (C1osing Feb 3)
 1715 185.50/187.50 222.50/224.50 259.00/261.00 295.00/297.00
--------------------------------------------------------------- 
 TIME      OCT           NOV           DEC            JAN
--------------------------------------------------------------- 
 1000 332.50/334.50 367.50/369.50  401.00/403.00 432.00/434.00
 1100 331.50/333.50 366.50/368.50  400.00/402.00 430.50/432.50
 1200 331.00/333.00 366.00/368.00  399.25/401.25 429.50/431.50
 1300 331.50/333.50 366.50/368.50  400.00/402.00 430.50/432.50
 1400 331.50/333.50 366.50/368.50  400.00/402.00 430.50/432.50
 1500 332.00/334.00 367.00/369.00  400.25/402.25 430.50/432.50
 1600 332.00/334.00 367.00/369.00  400.50/402.50 431.00/433.00
 1715 332.50/334.50 367.50/369.50  401.00/403.00 431.50/433.50
                         (C1osing Feb 3)
 1715 330.00/332.00 364.50/366.50  397.50/399.50 428.00/430.00
-------------------------------------------------------------- 
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
--------------------------------------------------------------- 
 1000   7.80%   7.80%    7.98%      7.80%     7.69%   7.60%
 1100   7.72%   7.71%    7.91%      7.75%     7.65%   7.56%
 1200   7.71%   7.71%    7.91%      7.74%     7.62%   7.54%
 1300   7.68%   7.71%    7.91%      7.74%     7.64%   7.56%
 1400   7.67%   7.71%    7.90%      7.74%     7.64%   7.55%
 1500   7.71%   7.72%    7.91%      7.74%     7.64%   7.55%
 1600   7.72%   7.73%    7.93%      7.76%     7.65%   7.56%
 1715   7.72%   7.73%    7.93%      7.77%     7.68%   7.60%
                         (C1osing Feb 3)
 1715   7.68%   7.68%    7.89%      7.71%     7.59%   7.50%
--------------------------------------------------------------- 
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   7.52%   7.47%    7.41%      7.33%     7.24%   7.15%
 1100   7.49%   7.45%    7.38%      7.30%     7.22%   7.12%
 1200   7.47%   7.43%    7.37%      7.29%     7.20%   7.10%
 1300   7.50%   7.44%    7.38%      7.30%     7.22%   7.11%
 1400   7.48%   7.43%    7.37%      7.29%     7.21%   7.11%
 1500   7.48%   7.43%    7.38%      7.30%     7.21%   7.10%
 1600   7.49%   7.44%    7.38%      7.30%     7.21%   7.11%
 1715   7.51%   7.45%    7.39%      7.31%     7.23%   7.12%
                         (C1osing Feb 3)
 1715   7.42%   7.38%    7.32%      7.24%     7.15%   7.06%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 61.7500/61.7600 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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