March 20, 2012 / 4:37 AM / 6 years ago

India fwd/annualised dlr premia-(closing)-Mar 20

Cash Spot         Cash Tom        Tom Next   	
------------------------------------------------------------ 	
             Bid/Ask          Bid/Ask         Bid/Ask   	
(in IST)   	
1000      02.30/02.60      01.15/01.30      01.15/01.30 	
             08.35%           08.35%           08.35%
                             (Mar 19)
1000      02.20/02.80      01.10/01.40      01.10/01.40 	
             08.01%           08.01%           08.01%
------------------------------------------------------------- 	
 TIME      MAR          APR          MAY           JUN    	
------------------------------------------------------------- 
 1000  09.75/10.75  50.00/51.50   84.00/86.00  115.50/117.50
 1100  09.25/11.25  50.00/52.00   84.00/86.00  115.50/117.50
 1200  09.75/10.75  50.00/52.00   84.00/86.00  115.00/117.00
 1300  09.75/10.75  50.25/51.25   84.50/85.50  115.00/117.00
 1400  09.00/10.00  49.00/51.00   83.00/85.00  114.50/116.50
 1500  09.75/10.75  50.75/52.25   85.50/87.50  117.00/119.00
 1600  10.00/11.00  50.50/52.50   85.00/87.00  116.50/118.50
 1715  10.00/10.50  51.00/52.00   85.50/87.00  117.00/118.50
                           (C1osing Mar 19)
 1715  11.00/12.00  51.50/52.50   85.00/87.00  116.00/118.00
------------------------------------------------------------- 	
 TIME      JUL          AUG          SEP           OCT   	
-------------------------------------------------------------  
 1000 146.00/148.00 174.00/176.00 198.50/200.50 223.50/225.50 
 1100 146.00/148.00 174.00/176.00 199.00/201.00 224.00/226.00 
 1200 145.00/147.00 174.00/176.00 198.50/200.50 223.50/225.50 
 1300 145.00/147.00 174.00/176.00 198.50/200.50 223.50/225.50 
 1400 145.00/147.00 174.00/176.00 198.00/200.00 223.00/225.00 
 1500 147.50/149.50 176.50/178.50 201.50/203.50 227.00/229.00 
 1600 147.00/149.00 176.00/178.00 201.00/203.00 226.50/228.50 
 1715 147.50/149.50 177.00/179.00 202.00/204.00 227.50/229.50 
                           (C1osing Mar 19)
 1715 146.00/148.00 174.50/176.50 199.00/201.00 223.50/225.50 
-------------------------------------------------------------- 	
 TIME      NOV          DEC          JAN           FEB   	
-------------------------------------------------------------- 
 1000 246.50/248.50 269.00/271.00 290.50/292.50 309.50/311.50 
 1100 247.00/249.00 269.50/271.50 291.00/293.00 310.00/312.00 
 1200 246.50/248.50 269.00/271.00 291.00/293.00 310.00/312.00 
 1300 247.00/249.00 269.50/271.50 291.50/293.50 310.50/312.50 
 1400 246.00/248.00 268.50/270.50 290.50/292.50 309.50/311.50 
 1500 250.50/252.50 273.00/275.00 295.00/297.00 314.00/316.00 
 1600 250.00/252.00 272.50/274.50 294.50/296.50 313.50/315.50 
 1715 251.00/253.00 274.00/276.00 296.00/298.00 315.00/317.00 
                           (C1osing Mar 19)
 1715 247.00/249.00 269.50/271.50 291.50/293.50 310.00/312.00 
------------------------------------------------------------- 	
 TIME  1 MTH    2 MTH     3MTH      4 MTH     5 MTH   6 MTH   	
-------------------------------------------------------------- 
 1000  9.44%    8.93%    8.59%      8.23%     7.92%   7.65% 
 1100  9.49%    8.95%    8.60%      8.23%     7.92%   7.67% 
 1200  9.49%    8.95%    8.57%      8.18%     7.91%   7.65% 
 1300  9.44%    8.94%    8.57%      8.18%     7.91%   7.65% 
 1400  9.26%    8.81%    8.51%      8.16%     7.90%   7.63% 
 1500  9.55%    9.06%    8.69%      8.30%     8.00%   7.75% 
 1600  9.56%    9.02%    8.65%      8.27%     7.98%   7.73% 
 1715  9.55%    9.04%    8.67%      8.29%     8.02%   7.77% 
                           (C1osing Mar 19)
 1715  9.44%    8.94%    8.56%      8.17%     7.90%   7.66% 
-------------------------------------------------------------- 	
 TIME  7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH  	
-------------------------------------------------------------- 
 1000  7.39%    7.15%    6.94%      6.77%     6.60%   6.47%
 1100  7.41%    7.16%    6.96%      6.78%     6.62%   6.48%
 1200  7.39%    7.15%    6.95%      6.78%     6.61%   6.48%
 1300  7.39%    7.16%    6.96%      6.79%     6.62%   6.49%
 1400  7.36%    7.12%    6.92%      6.76%     6.59%   6.46%
 1500  7.48%    7.24%    7.03%      6.86%     6.68%   6.54%
 1600  7.46%    7.23%    7.02%      6.84%     6.67%   6.53%
 1715  7.50%    7.26%    7.05%      6.88%     6.70%   6.56%
                           (C1osing Mar 19)
 1715  7.36%    7.15%    6.96%      6.77%     6.61%   6.47% 
------------------------------------------------------------- 	
         (CONVERSION RATE - $1 = 50.3900/50.4000 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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