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RPT-India fwd/annualised dlr premia-(close)-Mar 19
March 20, 2012 / 3:32 AM / 6 years ago

RPT-India fwd/annualised dlr premia-(close)-Mar 19

Cash Spot         Cash Tom        Tom Next   	
------------------------------------------------------------ 	
             Bid/Ask          Bid/Ask         Bid/Ask   	
(in IST)   	
1000      02.20/02.80      01.10/01.40      01.10/01.40 	
             08.01%           08.01%           08.01%
                             (Mar 16)
1000      04.40/05.20      03.30/04.20      01.10/01.40 	
             07.98%           07.98%           07.98%
------------------------------------------------------------- 	
 TIME      MAR          APR          MAY           JUN    	
------------------------------------------------------------- 
 1000  10.50/11.50  51.00/53.00   84.50/86.50  116.00/118.00
 1100  10.50/12.00  50.50/52.50   84.00/86.00  115.00/117.00
 1200  10.50/12.00  50.50/52.50   84.50/86.50  115.50/117.50
 1300  10.00/12.00  50.00/52.00   84.00/86.00  115.50/117.50
 1400  10.50/12.00  50.50/52.50   84.50/86.50  115.00/117.00
 1500  10.50/12.00  50.50/52.50   84.00/86.00  115.00/117.00
 1600  11.00/12.00  51.00/53.00   85.00/87.00  116.00/118.00
 1715  11.00/12.00  51.50/52.50   85.00/87.00  116.00/118.00
                          (C1osing Mar 16)
 1715  12.00/13.00  52.00/53.50   85.50/87.50  116.50/118.50
------------------------------------------------------------- 	
 TIME      JUL          AUG          SEP           OCT   	
-------------------------------------------------------------  
 1000 145.00/147.00 172.50/174.50 196.50/198.50 221.00/223.00 
 1100 144.00/146.00 171.50/173.50 195.50/197.50 220.00/222.00 
 1200 144.50/146.50 172.00/174.00 196.00/198.00 220.50/222.50 
 1300 144.50/146.50 172.50/174.50 196.50/198.50 221.00/223.00 
 1400 144.00/146.00 171.50/173.50 195.50/197.50 220.00/222.00 
 1500 144.00/146.00 171.50/173.50 195.50/197.50 220.00/222.00 
 1600 145.00/147.00 173.00/175.00 197.00/199.00 221.50/223.50 
 1715 146.00/148.00 174.50/176.50 199.00/201.00 223.50/225.50 
                          (C1osing Mar 16)
 1715 145.00/147.00 171.50/173.50 195.00/197.00 218.50/220.50  
-------------------------------------------------------------- 	
 TIME      NOV          DEC          JAN           FEB   	
-------------------------------------------------------------- 
 1000 243.50/245.50 265.50/267.50 287.50/289.50 306.00/308.00 
 1100 243.00/245.00 265.00/267.00 287.00/289.00 305.50/307.50 
 1200 243.00/245.00 265.00/267.00 287.00/289.00 305.50/307.50 
 1300 243.50/245.50 265.50/267.50 287.50/289.50 306.00/308.00 
 1400 242.50/244.50 264.50/266.50 286.50/288.50 305.00/307.00 
 1500 242.50/244.50 264.50/266.50 286.00/288.00 304.50/306.50 
 1600 244.50/246.50 267.00/269.00 289.00/291.00 307.50/309.50 
 1715 247.00/249.00 269.50/271.50 291.50/293.50 310.00/312.00 
                          (C1osing Mar 16)
 1715 240.50/242.50 262.00/264.00 283.00/285.00 301.50/303.50 
------------------------------------------------------------- 	
 TIME  1 MTH    2 MTH     3MTH      4 MTH     5 MTH   6 MTH   	
-------------------------------------------------------------- 
 1000  9.44%    8.92%    8.58%      8.15%     7.84%   7.58% 
 1100  9.36%    8.86%    8.51%      8.09%     7.79%   7.54% 
 1200  9.36%    8.90%    8.54%      8.12%     7.81%   7.56% 
 1300  9.26%    8.84%    8.53%      8.12%     7.83%   7.58% 
 1400  9.35%    8.89%    8.51%      8.08%     7.78%   7.53% 
 1500  9.35%    8.85%    8.50%      8.08%     7.78%   7.53% 
 1600  9.45%    8.95%    8.57%      8.14%     7.84%   7.59% 
 1715  9.44%    8.94%    8.56%      8.17%     7.90%   7.66% 
                          (C1osing Mar 16)
 1715  9.33%    8.87%    8.53%      8.12%     7.74%   7.48% 
-------------------------------------------------------------- 	
 TIME  7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH  	
-------------------------------------------------------------- 
 1000  7.30%    7.07%    6.87%      6.69%     6.54%   6.40% 
 1100  7.26%    7.05%    6.86%      6.68%     6.52%   6.39% 
 1200  7.28%    7.05%    6.86%      6.68%     6.52%   6.39% 
 1300  7.29%    7.07%    6.87%      6.69%     6.53%   6.40% 
 1400  7.25%    7.03%    6.84%      6.66%     6.51%   6.38% 
 1500  7.25%    7.03%    6.84%      6.65%     6.50%   6.37% 
 1600  7.30%    7.08%    6.90%      6.72%     6.56%   6.42% 
 1715  7.36%    7.15%    6.96%      6.77%     6.61%   6.47% 
                          (C1osing Mar 16)
 1715  7.18%    6.95%    6.75%      6.56%     6.41%   6.29% 
------------------------------------------------------------- 	
         (CONVERSION RATE - $1 = 50.2300/50.2400 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 or E-mail: rru.data@reuters.com

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