India fwd/annualised dlr premia-(closing)-Apr 4

Thu Apr 4, 2013 5:20pm IST

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        04.00/05.25      01.00/01.25    03.00/04.00 
               06.68%           06.68%         06.68% 
                              (Apr 3)
1000        02.20/02.60      01.10/01.30    01.10/01.30 
               07.39%           07.39%         07.39% 
------------------------------------------------------------- 
 TIME      APR           MAY           JUN           JUL
------------------------------------------------------------- 
 1000  26.00/28.00  61.50/63.50    93.50/95.50  129.50/131.50
 1100  25.50/27.50  61.50/63.50    93.50/95.50  129.50/131.50
 1200  25.50/27.50  61.50/63.50    94.00/96.00  130.00/132.00
 1300  25.50/27.00  62.00/64.00    94.50/96.50  130.25/132.25
 1400  26.00/28.00  62.00/64.00    94.50/96.50  130.50/132.50
 1500  26.00/27.25  62.50/64.00    94.50/96.50  130.50/132.50
 1600  25.75/27.75  61.75/63.75    94.75/96.75  130.75/132.75
 1715  25.75/27.75  62.00/64.00    94.50/96.50  130.50/132.50
                          (C1osing Apr 3)
 1715  29.25/31.25  65.00/67.00    97.25/99.25  133.00/135.00
-------------------------------------------------------------  
 TIME      AUG           SEP           OCT           NOV
-------------------------------------------------------------  
 1000 161.00/163.00 189.00/191.00 221.50/223.50 249.00/251.00
 1100 161.00/163.00 189.00/191.00 221.50/223.50 249.00/251.00
 1200 161.50/163.50 190.00/192.00 223.00/225.00 250.50/252.50
 1300 162.50/164.50 190.50/192.50 223.50/225.50 251.00/253.00
 1400 162.50/164.50 191.00/193.00 224.00/226.00 251.50/253.50
 1500 162.50/164.50 191.00/193.00 224.00/226.00 251.50/253.50
 1600 162.25/164.25 191.25/193.25 224.25/226.25 251.75/253.75
 1715 162.50/164.50 191.00/193.00 224.00/226.00 251.50/253.50
                          (C1osing Apr 3)
 1715 164.50/166.50 193.00/195.00 225.50/227.50 253.00/255.00
------------------------------------------------------------- 
 TIME      DEC           JAN           FEB           MAR
-------------------------------------------------------------- 
 1000 279.00/281.00 308.00/310.00 333.00/335.00 360.00/362.00
 1100 279.00/281.00 308.00/310.00 333.00/335.00 360.00/362.00
 1200 281.00/283.00 310.00/312.00 335.00/337.00 362.00/364.00
 1300 281.50/283.50 310.50/312.50 335.50/337.50 363.00/365.00
 1400 282.00/284.00 311.00/313.00 336.00/338.00 363.50/365.50
 1500 282.00/284.00 311.00/313.00 336.00/338.00 363.00/365.00
 1600 282.25/284.25 311.25/313.25 336.25/338.25 363.25/365.25
 1715 282.00/284.00 311.00/313.00 336.00/338.00 363.00/365.00
                          (C1osing Apr 3)
 1715 283.00/285.00 311.50/313.50 336.50/338.50 363.50/365.50
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  8.05%   7.84%    7.74%      7.61%     7.46%   7.32%
 1100  7.97%   7.84%    7.74%      7.61%     7.46%   7.32%
 1200  7.97%   7.86%    7.78%      7.64%     7.49%   7.36%
 1300  7.94%   7.90%    7.79%      7.64%     7.51%   7.37%
 1400  8.05%   7.88%    7.79%      7.64%     7.50%   7.37%
 1500  8.01%   7.91%    7.79%      7.65%     7.51%   7.38%
 1600  8.00%   7.88%    7.81%      7.65%     7.51%   7.39%
 1715  8.01%   7.88%    7.78%      7.63%     7.50%   7.37%
                          (C1osing Apr 3)
 1715  8.04%   7.89%    7.80%      7.65%     7.52%   7.38%
------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  7.18%   7.07%    6.98%      6.90%     6.83%   6.79%
 1100  7.19%   7.08%    6.99%      6.90%     6.84%   6.79%
 1200  7.23%   7.12%    7.03%      6.94%     6.87%   6.85%
 1300  7.23%   7.12%    7.03%      6.94%     6.87%   6.85%
 1400  7.24%   7.12%    7.03%      6.94%     6.87%   6.85%
 1500  7.24%   7.13%    7.04%      6.94%     6.87%   6.85%
 1600  7.25%   7.13%    7.04%      6.95%     6.88%   6.85%
 1715  7.23%   7.11%    7.03%      6.93%     6.86%   6.83%
                          (C1osing Apr 3)
 1715  7.25%   7.13%    7.03%      6.95%     6.87%   6.83%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 54.8700/54.8800 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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