RPT-India fwd/annualised dlr premia-(close)-Aug 22

Fri Aug 23, 2013 8:58am IST

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         06.40/07.60     01.60/01.90    04.80/05.70 
                09.02%          09.02%          09.02% 
                              (Aug 21)
1000         03.00/03.60     01.50/01.80    01.50/01.80 
                08.65%          08.65%          08.65% 
-------------------------------------------------------------
 TIME       AUG           SEP           OCT          NOV
-------------------------------------------------------------
 1000  06.00/08.00  60.00/62.00  111.00/114.00  156.00/159.00
 1100  06.50/07.50  60.50/62.00  111.50/113.50  155.50/158.50
 1200  06.00/08.00  60.00/63.00  111.00/114.00  155.50/158.50
 1300  06.00/08.00  60.00/63.00  111.00/114.00  155.00/158.00
 1400  06.50/08.50  60.00/63.00  110.50/113.50  153.50/156.50
 1500  05.50/07.50  59.50/62.50  110.50/113.50  153.50/156.50
 1600  06.00/08.00  59.50/62.50  110.00/113.00  152.50/156.50
 1715  06.00/08.00  59.50/61.50  110.00/112.00  154.00/157.00
                         (C1osing Aug 21)
 1715  11.00/13.00  65.00/67.00  116.00/118.00  161.00/163.00
-------------------------------------------------------------
 TIME       DEC          JAN           FEB           MAR
-------------------------------------------------------------
 1000 200.00/204.00 242.00/247.00 278.50/283.50 315.00/320.00
 1100 198.50/201.50 240.00/243.00 275.00/278.00 310.50/313.50
 1200 199.00/203.00 241.00/246.00 276.00/281.00 311.50/316.50
 1300 198.00/202.00 239.00/244.00 274.00/279.00 309.00/314.00
 1400 196.00/201.00 236.50/241.50 270.50/275.50 304.50/309.50
 1500 195.50/199.50 236.00/241.00 270.50/275.50 305.00/310.00
 1600 194.00/199.00 234.00/239.00 267.50/272.50 301.50/306.50
 1715 196.00/199.00 236.00/239.00 269.50/272.50 303.00/307.00
                         (C1osing Aug 21)
 1715 204.50/207.50 246.00/251.00 281.50/286.50 317.00/322.00
-------------------------------------------------------------
 TIME      APR           MAY           JUN           JUL
-------------------------------------------------------------
 1000 358.00/363.00 393.00/398.00 429.00/434.00 465.00/470.00
 1100 351.50/356.50 386.50/391.50 421.50/426.50 457.00/462.00
 1200 354.00/359.00 389.50/394.50 425.50/430.50 461.00/466.00
 1300 350.00/355.00 385.00/390.00 420.50/425.50 456.00/461.00
 1400 343.50/348.50 377.50/382.50 412.50/417.50 447.00/452.00
 1500 345.00/350.00 379.00/384.00 414.00/419.00 449.00/454.00
 1600 340.50/345.50 374.50/379.50 409.00/414.00 444.00/449.00
 1715 341.00/345.00 375.00/379.00 410.00/414.00 445.00/449.00
                         (C1osing Aug 21)
 1715 359.00/364.00 394.00/399.00 429.50/434.50 465.00/470.00
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------
 1000   9.82%   9.62%    9.36%      9.01%     8.75%   8.53%
 1100   9.80%   9.56%    9.28%      8.87%     8.59%   8.34%
 1200   9.81%   9.54%    9.25%      8.89%     8.63%   8.38%
 1300   9.85%   9.57%    9.26%      8.87%     8.59%   8.35%
 1400   9.87%   9.53%    9.18%      8.81%     8.51%   8.25%
 1500   9.77%   9.54%    9.18%      8.78%     8.50%   8.25%
 1600   9.79%   9.51%    9.16%      8.75%     8.44%   8.17%
 1715   9.78%   9.52%    9.27%      8.85%     8.53%   8.25%
                         (C1osing Aug 21)
 1715   9.88%   9.69%    9.44%      9.10%     8.84%   8.58%
-------------------------------------------------------------
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------
 1000  8.37%   8.23%    8.06%      7.91%     7.78%   7.65%
 1100  8.18%   8.04%    7.88%      7.73%     7.60%   7.48%
 1200  8.21%   8.07%    7.92%      7.78%     7.65%   7.52%
 1300  8.17%   8.01%    7.85%      7.71%     7.59%   7.47%
 1400  8.06%   7.87%    7.71%      7.57%     7.45%   7.34%
 1500  8.07%   7.90%    7.74%      7.60%     7.48%   7.37%
 1600  7.99%   7.81%    7.66%      7.52%     7.41%   7.30%
 1715  8.07%   7.86%    7.71%      7.58%     7.46%   7.36%
                         (C1osing Aug 21)
 1715  8.40%   8.26%    8.10%      7.94%     7.81%   7.67%
-------------------------------------------------------------
        (CONVERSION RATE - $1 = 64.5500/64.5600 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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