India fwd/annualised dlr premia-(closing)-Jun 28

Fri Jun 28, 2013 5:20pm IST

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        04.00/04.60     04.00/04.60          N/A    
               06.10%          06.10%            N/A  
                              (Jun 27)
1000        04.75/05.75     00.75/01.25      03.75/04.50
               05.72%          04.52%           05.65%
------------------------------------------------------------- 
 TIME      JUL           AUG           SEP           OCT
------------------------------------------------------------- 
 1000  30.50/32.50    61.00/63.00   87.50/89.50 118.50/120.50
 1100  30.00/32.00    60.50/62.50   87.00/89.00 118.00/120.00
 1200  30.00/32.00    60.25/62.25   86.50/88.50 117.00/119.00
 1300  30.00/32.00    60.50/62.50   86.75/88.75 117.50/119.50
 1400  30.00/32.00    60.00/62.00   86.00/88.00 116.50/118.50
 1500  30.00/32.00    60.25/62.25   86.25/88.25 116.75/118.75
 1600  30.00/31.50    60.00/62.00   86.00/88.00 116.50/118.50
 1715  30.00/32.00    60.50/62.50   86.50/88.50 117.00/119.00
                         (C1osing Jun 27)
 1715  31.25/33.25    61.75/63.75   88.75/90.75 120.00/122.00
-------------------------------------------------------------  
 TIME      NOV           DEC           JAN           FEB
-------------------------------------------------------------  
 1000 145.00/147.00 174.50/176.50 203.00/205.00 229.00/231.00
 1100 144.50/146.50 174.00/176.00 202.50/204.50 228.50/230.50
 1200 143.50/145.50 172.50/174.50 200.50/202.50 226.50/228.50
 1300 144.00/146.00 173.50/175.50 201.50/203.50 227.50/229.50
 1400 143.00/145.00 172.00/174.00 200.00/202.00 226.00/228.00
 1500 143.00/145.00 172.00/174.00 199.50/201.50 225.00/227.00
 1600 142.50/144.50 171.50/173.50 199.00/201.00 224.50/226.50
 1715 143.50/145.50 173.00/175.00 201.00/203.00 227.00/229.00
                         (C1osing Jun 27)
 1715 147.00/149.00 177.00/179.00 205.50/207.50 232.00/234.00
------------------------------------------------------------- 
 TIME      MAR           APR           MAY           JUN
-------------------------------------------------------------- 
 1000 256.00/258.00 289.00/291.00 315.00/317.00 342.00/344.00
 1100 255.50/257.50 288.00/290.00 314.00/316.00 341.00/343.00
 1200 253.00/255.00 285.50/287.50 311.50/313.50 338.50/340.50
 1300 254.00/256.00 286.00/288.00 312.00/314.00 339.00/341.00
 1400 252.50/254.50 284.50/286.50 310.50/312.50 337.50/339.50
 1500 251.50/253.50 283.50/285.50 309.50/311.50 336.50/338.50
 1600 251.00/253.00 283.50/285.50 309.50/311.50 336.50/338.50
 1715 253.50/255.50 286.00/288.00 312.00/314.00 339.00/341.00
                         (C1osing Jun 27)
 1715 259.00/261.00 292.00/294.00 318.50/320.50 345.50/347.50
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  6.60%   6.37%    6.17%      6.01%     5.93%   5.88%
 1100  6.50%   6.32%    6.13%      5.98%     5.91%   5.86%
 1200  6.51%   6.31%    6.10%      5.95%     5.88%   5.82%
 1300  6.53%   6.35%    6.14%      5.99%     5.92%   5.87%
 1400  6.53%   6.30%    6.09%      5.94%     5.88%   5.83%
 1500  6.55%   6.35%    6.13%      5.97%     5.90%   5.85%
 1600  6.51%   6.33%    6.12%      5.96%     5.89%   5.83%
 1715  6.55%   6.36%    6.14%      5.98%     5.92%   5.87%
                         (C1osing Jun 27)
 1715  6.71%   6.41%    6.21%      6.05%     5.98%   5.93%
------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  5.84%   5.82%    5.83%      5.86%     5.80%   5.76%
 1100  5.83%   5.81%    5.82%      5.83%     5.78%   5.74%
 1200  5.78%   5.77%    5.78%      5.79%     5.75%   5.71%
 1300  5.83%   5.81%    5.81%      5.82%     5.77%   5.74%
 1400  5.79%   5.78%    5.78%      5.80%     5.75%   5.72%
 1500  5.79%   5.77%    5.78%      5.79%     5.75%   5.72%
 1600  5.78%   5.76%    5.78%      5.80%     5.76%   5.72%
 1715  5.83%   5.81%    5.82%      5.84%     5.79%   5.75%
                         (C1osing Jun 27)
 1715  5.88%   5.86%    5.86%      5.88%     5.83%   5.78%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 59.3850/59.3950 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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