India fwd/annualised dlr premia-(closing)-Jul 25

Thu Jul 25, 2013 5:20pm IST

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         05.20/06.40     01.20/01.40     04.00/05.00 
                08.02%          07.40%          08.22% 
                              (Jul 24)
1000         02.00/03.50     01.00/01.75     01.00/01.75 
                06.14%          06.14%          06.14% 
------------------------------------------------------------- 
 TIME      JUL           AUG           SEP           OCT
------------------------------------------------------------- 
 1000  02.00/04.00    51.00/53.00 100.00/103.00 149.00/153.00
 1100  01.50/03.50    49.50/52.50  98.00/102.00 146.00/151.00
 1200  01.50/03.50    49.00/52.00  97.50/102.50 145.00/150.00
 1300  02.00/04.00    49.75/52.75  98.00/102.00 146.00/150.00
 1400  02.00/04.00    49.75/52.75  98.00/102.00 146.00/150.00
 1500  02.00/04.00    49.00/52.00  96.50/100.50 143.50/147.50
 1600  02.00/03.50    49.50/51.50  97.00/100.00 141.00/146.00
 1715  01.50/03.50    50.00/52.00  99.00/101.00 146.00/148.00
                         (C1osing Jul 24)
 1715  07.00/09.00    55.50/58.50 104.50/107.50 153.50/157.50
-------------------------------------------------------------  
 TIME      NOV           DEC           JAN           FEB
-------------------------------------------------------------  
 1000 194.00/199.00 242.00/247.00 289.00/294.00 326.00/331.00
 1100 189.00/194.00 235.00/240.00 280.00/285.00 317.00/322.00
 1200 188.50/193.40 234.00/239.00 278.00/283.00 314.50/319.50
 1300 189.00/194.00 235.00/240.00 279.50/284.50 316.00/321.00
 1400 189.00/194.00 235.00/240.00 279.50/284.50 316.00/321.00
 1500 184.50/189.50 228.00/233.00 270.50/275.50 305.50/310.50
 1600 182.00/187.00 224.00/229.00 266.00/271.00 300.00/305.00
 1715 185.00/190.00 228.00/233.00 270.00/275.00 305.00/310.00
                         (C1osing Jul 24)
 1715 199.50/205.50 248.00/254.00 295.00/301.00 332.50/338.50
------------------------------------------------------------- 
 TIME      MAR           APR           MAY           JUN
-------------------------------------------------------------- 
 1000 363.00/368.00 409.00/414.00 444.00/449.00 480.00/485.00
 1100 354.00/359.00 399.00/404.00 434.00/439.00 469.00/474.00
 1200 351.50/356.50 396.50/401.50 431.50/436.50 467.00/472.00
 1300 353.00/358.00 398.00/403.00 433.00/438.00 468.00/473.00
 1400 353.00/358.00 398.00/403.00 433.00/438.00 468.00/473.00
 1500 341.50/346.50 384.50/389.50 418.50/423.50 453.00/458.00
 1600 335.00/340.00 377.00/382.00 410.00/415.00 444.00/449.00
 1715 341.00/346.00 384.00/389.00 417.00/422.00 451.00/456.00
                         (C1osing Jul 24)
 1715 370.00/376.00 417.00/423.00 452.50/458.50 489.00/495.00
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  10.02%   9.94%    9.91%      9.85%     9.73%   9.67%
 1100   9.88%   9.85%    9.80%      9.66%     9.51%   9.43%
 1200   9.77%   9.83%    9.72%      9.62%     9.45%   9.35%
 1300   9.91%   9.82%    9.75%      9.63%     9.48%   9.39%
 1400   9.90%   9.81%    9.74%      9.62%     9.48%   9.38%
 1500   9.75%   9.67%    9.57%      9.40%     9.20%   9.08%
 1600   9.75%   9.66%    9.44%      9.27%     9.03%   8.92%
 1715   9.84%   9.80%    9.66%      9.41%     9.19%   9.05%
                         (C1osing Jul 24)
 1715  10.05%   9.92%    9.90%      9.92%     9.82%   9.74%
------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  9.47%   9.32%    9.23%      9.04%     8.86%   8.68%
 1100  9.26%   9.14%    9.06%      8.88%     8.71%   8.54%
 1200  9.17%   9.06%    8.99%      8.82%     8.65%   8.49%
 1300  9.21%   9.09%    9.01%      8.84%     8.66%   8.50%
 1400  9.20%   9.08%    9.00%      8.83%     8.66%   8.50%
 1500  8.90%   8.79%    8.70%      8.54%     8.38%   8.24%
 1600  8.73%   8.62%    8.53%      8.36%     8.21%   8.08%
 1715  8.87%   8.76%    8.68%      8.50%     8.33%   8.20%
                         (C1osing Jul 24)
 1715  9.55%   9.41%    9.33%      9.15%     8.98%   8.78%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 59.1100/59.1200 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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