India fwd/annualised dlr premia-(closing)-Feb 26

Tue Feb 26, 2013 5:21pm IST

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        01.50/02.50      00.75/01.25    00.75/01.25 
               05.06%           05.06%         05.06% 
                              (Feb 25)
1000        02.00/02.60      01.00/01.30    01.00/01.30 
               06.75%           06.75%         06.75% 
------------------------------------------------------------- 
 TIME      MAR           APR           MAY           JUN
------------------------------------------------------------- 
 1000  33.75/34.75  74.00/75.00   107.75/109.75 135.75/137.75
 1100  33.25/35.25  73.50/75.50   107.00/109.00 135.00/137.00
 1200  32.50/34.50  72.75/74.75   106.50/108.50 135.00/137.00
 1300  33.00/34.50  73.00/75.00   106.50/108.50 135.00/137.00
 1400  33.00/34.50  73.00/75.00   106.50/108.50 135.00/137.00
 1500  33.00/34.50  73.00/75.00   106.50/108.50 135.00/137.00
 1600  33.25/35.25  73.00/75.00   106.00/108.00 134.50/136.50
 1715  33.50/34.50  73.50/75.00   106.75/108.75 135.00/137.00
                          (C1osing Feb 25)
 1715  34.50/36.50  74.50/76.50   108.50/110.50 137.00/139.00
------------------------------------------------------------- 
 TIME      JUL           AUG           SEP           OCT
-------------------------------------------------------------  
 1000 168.25/170.25 197.00/199.00 223.00/225.00 252.50/254.50
 1100 167.50/169.50 196.50/198.50 222.50/224.50 252.00/254.00
 1200 167.50/169.50 195.50/197.50 221.25/223.25 250.75/252.75
 1300 167.50/169.50 196.00/198.00 221.50/223.50 251.00/253.00
 1400 167.50/169.50 196.00/198.00 221.50/223.50 251.00/253.00
 1500 167.50/169.50 196.00/198.00 221.50/223.50 251.00/253.00
 1600 166.50/168.50 195.00/197.00 220.50/222.50 249.50/251.50
 1715 167.00/169.00 195.00/197.00 220.50/222.50 250.00/252.00
                          (C1osing Feb 25)
 1715 169.50/171.50 198.50/200.50 224.50/226.50 254.00/256.00
------------------------------------------------------------- 
 TIME      NOV           DEC           JAN           FEB
-------------------------------------------------------------- 
 1000 278.50/280.50 306.50/308.50 333.50/335.50 357.50/359.50
 1100 278.00/280.00 306.00/308.00 333.00/335.00 357.00/359.00
 1200 276.50/278.50 304.50/306.50 331.50/333.50 355.50/357.50
 1300 276.50/278.50 304.50/306.50 331.50/333.50 355.50/357.50
 1400 276.50/278.50 304.50/306.50 331.50/333.50 355.50/357.50
 1500 276.50/278.50 304.50/306.50 331.50/333.50 355.50/357.50
 1600 275.00/277.00 303.00/305.00 329.50/331.50 353.50/355.50
 1715 275.50/277.50 303.50/305.50 330.00/332.00 354.00/356.00
                          (C1osing Feb 25)
 1715 280.00/282.00 308.00/310.00 335.00/337.00  01.00/01.50
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  8.26%   8.25%    7.98%      7.69%     7.47%   7.30%
 1100  8.26%   8.25%    7.93%      7.65%     7.44%   7.29%
 1200  8.07%   8.16%    7.89%      7.65%     7.43%   7.25%
 1300  8.11%   8.17%    7.87%      7.63%     7.41%   7.25%
 1400  8.13%   8.18%    7.88%      7.64%     7.43%   7.26%
 1500  8.13%   8.18%    7.88%      7.64%     7.42%   7.26%
 1600  8.25%   8.18%    7.84%      7.61%     7.38%   7.22%
 1715  8.19%   8.21%    7.90%      7.65%     7.41%   7.23%
                          (C1osing Feb 25)
 1715  8.29%   8.25%    8.00%      7.73%     7.51%   7.36%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  7.17%   6.99%    6.89%      6.78%     6.70%   6.65%
 1100  7.15%   6.97%    6.88%      6.78%     6.69%   6.64%
 1200  7.11%   6.94%    6.84%      6.74%     6.66%   6.61%
 1300  7.10%   6.92%    6.82%      6.72%     6.64%   6.59%
 1400  7.11%   6.94%    6.83%      6.73%     6.65%   6.61%
 1500  7.11%   6.93%    6.83%      6.73%     6.65%   6.60%
 1600  7.08%   6.90%    6.79%      6.70%     6.61%   6.57%
 1715  7.08%   6.91%    6.81%      6.71%     6.63%   6.58%
                          (C1osing Feb 25)
 1715  7.21%   7.04%    6.93%      6.83%     6.75%   6.68%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 54.0900/54.1000 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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