RPT-India fwd/annualised dlr premia-(close)-Feb 14

Fri Feb 15, 2013 9:00am IST

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        06.00/07.25      01.00/01.25     05.00/06.00
               06.77%           06.77%          06.77%
                              (Feb 13)
1000        02.00/02.50      01.00/01.25     01.00/01.25
               06.78%           06.78%          06.78%
------------------------------------------------------------- 
 TIME      FEB           MAR           APR           MAY
------------------------------------------------------------- 
 1000  08.50/10.00  41.00/43.00    81.25/83.25  114.25/116.25
 1100  08.75/09.75  41.00/42.50    81.50/83.00  114.00/116.00
 1200  08.50/10.50  41.00/43.00    81.25/83.25  114.00/116.00
 1300  08.50/10.00  40.75/42.75    80.50/82.50  113.00/115.00
 1400  08.50/10.00  40.50/42.50    80.50/82.50  113.00/115.00
 1500  08.50/10.00  40.50/42.50    80.25/81.75  113.25/115.25
 1600  08.50/10.00  40.50/42.50    80.50/82.50  113.00/115.00
 1715  08.75/09.75  41.00/42.00    80.25/82.25  113.50/115.50
                          (C1osing Feb 13)
 1715  14.50/15.50  47.00/48.50    87.25/88.75  119.75/121.75
------------------------------------------------------------- 
 TIME      JUN           JUL           AUG           SEP
-------------------------------------------------------------  
 1000 142.75/144.75 174.75/176.75 203.50/205.50 229.50/231.50
 1100 142.50/144.50 174.25/176.25 202.50/204.50 228.50/230.50
 1200 142.50/144.50 174.50/176.50 203.00/205.00 229.00/231.00
 1300 141.00/143.00 172.50/174.50 200.50/202.50 226.00/228.00
 1400 141.50/143.50 173.50/175.50 201.50/203.50 227.50/229.50
 1500 141.75/143.75 173.50/175.50 201.50/203.50 227.50/229.50
 1600 141.50/143.50 173.00/175.00 200.50/202.50 226.00/228.00
 1715 141.50/143.50 173.50/175.50 201.50/203.50 227.00/229.00
                          (C1osing Feb 13)
 1715 148.25/150.25 180.00/182.00 208.50/210.50 234.50/236.50
------------------------------------------------------------- 
 TIME      OCT           NOV           DEC           JAN
-------------------------------------------------------------- 
 1000 259.00/261.00 285.00/287.00 313.00/315.00 339.50/341.50
 1100 258.00/260.00 283.50/285.50 311.50/313.50 338.00/340.00
 1200 258.50/260.50 284.50/286.50 312.00/314.00 338.50/340.50
 1300 255.50/257.50 281.00/283.00 308.50/310.50 335.00/337.00
 1400 257.00/259.00 282.25/284.25 310.00/312.00 336.50/338.50
 1500 257.00/259.00 282.50/284.50 310.00/312.00 336.25/338.25
 1600 255.50/257.50 281.00/283.00 308.50/310.50 335.00/337.00
 1715 257.00/259.00 282.50/284.50 310.00/312.00 336.50/338.50
                          (C1osing Feb 13)
 1715 264.00/266.00 289.75/291.75 317.50/319.50 344.00/346.00
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.89%   8.04%    7.87%      7.65%     7.44%   7.29%
 1100  7.85%   8.04%    7.86%      7.64%     7.42%   7.26%
 1200  7.92%   8.06%    7.87%      7.65%     7.44%   7.28%
 1300  7.85%   7.98%    7.79%      7.56%     7.34%   7.19%
 1400  7.81%   7.97%    7.80%      7.58%     7.39%   7.23%
 1500  7.81%   7.93%    7.80%      7.60%     7.39%   7.23%
 1600  7.80%   7.97%    7.79%      7.58%     7.36%   7.19%
 1715  7.80%   7.95%    7.81%      7.59%     7.38%   7.22%
                          (C1osing Feb 13)
 1715  7.88%   8.01%    7.91%      7.67%     7.49%   7.31%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  7.15%   7.00%    6.89%      6.80%     6.71%   6.64%
 1100  7.12%   6.97%    6.86%      6.77%     6.68%   6.62%
 1200  7.15%   7.00%    6.89%      6.79%     6.70%   6.64%
 1300  7.05%   6.90%    6.80%      6.70%     6.62%   6.56%
 1400  7.09%   6.95%    6.83%      6.74%     6.65%   6.59%
 1500  7.10%   6.95%    6.84%      6.74%     6.65%   6.59%
 1600  7.04%   6.90%    6.79%      6.70%     6.61%   6.56%
 1715  7.08%   6.94%    6.83%      6.74%     6.65%   6.59%
                          (C1osing Feb 13)
 1715  7.17%   7.04%    6.91%      6.81%     6.73%   6.65%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 53.9200/53.9300 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 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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