July 2, 2012 / 3:33 AM / 5 years ago

RPT-India fwd/annualised dlr premia-(close)-Jun 29

Cash Spot         Cash Tom        Tom Next   
------------------------------------------------------------ 
             Bid/Ask          Bid/Ask         Bid/Ask   
(in IST)   
1000      04.75/05.50      04.75/05.50          N/A    
             07.67%           07.67%            N/A        
                             (Jun 28)
1000      05.50/06.75      01.05/01.35      04.50/05.50
             07.04%           06.72%           07.20%      
------------------------------------------------------------ 
 TIME      JUL           AUG          SEP           OCT 
------------------------------------------------------------- 
 1000  33.00/33.75  68.50/70.00  98.00/99.50  128.00/130.00
 1100  31.50/33.50  66.00/68.00  95.00/97.00  125.50/127.50
 1200  32.50/33.50  67.50/69.00  96.50/98.50  126.50/128.50
 1300  32.00/34.00  67.00/69.00  96.50/98.50  128.00/130.00
 1400  32.50/34.50  67.50/69.50  97.00/99.00  128.50/130.50
 1500  32.75/33.75  67.50/69.00  97.00/99.00  128.00/130.00
 1600  32.00/34.00  67.00/69.00  96.50/98.50  127.00/129.00
 1715  32.75/33.50  67.25/68.25  96.00/97.50  126.00/127.50
                            (C1osing Jun 28)
 1715  33.00/34.00  68.00/69.00  97.00/99.00  127.50/129.50
------------------------------------------------------------- 
 TIME      NOV          DEC           JAN           FEB   
-------------------------------------------------------------  
 1000 153.50/155.50 179.00/181.00 204.50/206.50 228.00/230.00
 1100 150.50/152.50 175.50/177.50 201.00/203.00 224.00/226.00
 1200 151.50/153.50 176.50/178.50 201.50/203.50 225.00/227.00
 1300 153.50/155.50 179.00/181.00 204.50/206.50 228.00/230.00
 1400 154.00/156.00 179.50/181.50 205.00/207.00 228.50/230.50
 1500 153.00/155.00 178.50/180.50 204.00/206.00 227.50/229.50
 1600 152.00/154.00 177.50/179.50 203.00/205.00 226.00/228.00
 1715 150.50/152.50 175.50/177.50 200.50/202.50 223.50/225.50
                             (C1osing Jun 28)
 1715 152.50/154.50 177.50/179.50 203.00/205.00 226.50/228.50
-------------------------------------------------------------- 
 TIME      MAR          APR           MAY           JUN   
-------------------------------------------------------------- 
 1000 252.00/254.00 279.50/281.50 303.50/305.50  325.50/327.50
 1100 247.50/249.50 274.00/276.00 297.50/299.50  319.00/321.00
 1200 248.50/250.50 275.50/277.50 299.00/301.00  320.50/322.50
 1300 251.50/253.50 278.50/280.50 302.00/304.00  323.50/325.50
 1400 252.50/254.50 280.00/282.00 304.00/306.00  326.00/328.00
 1500 251.00/253.00 278.00/280.00 301.50/303.50  323.00/325.00
 1600 249.50/251.50 276.50/278.50 300.00/302.00  321.50/323.50
 1715 247.00/249.00 273.50/275.50 297.00/299.00  318.50/320.50
                             (C1osing Jun 28)
 1715 250.00/252.00 277.00/279.00 301.00/303.00  322.50/324.50
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.68%   7.53%    7.25%      6.88%     6.63%   6.40%
 1100  7.48%   7.31%    7.08%      6.77%     6.51%   6.29%
 1200  7.62%   7.45%    7.19%      6.83%     6.57%   6.34%
 1300  7.61%   7.44%    7.21%      6.91%     6.65%   6.43%
 1400  7.72%   7.49%    7.25%      6.94%     6.68%   6.45%
 1500  7.71%   7.51%    7.29%      6.95%     6.67%   6.45%
 1600  7.67%   7.49%    7.25%      6.91%     6.64%   6.42%
 1715  7.72%   7.49%    7.23%      6.87%     6.60%   6.38%
                             (C1osing Jun 28)
 1715  7.65%   7.42%    7.17%      6.82%     6.55%   6.32%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------- 
 1000  6.24%   6.15%    6.08%      6.01%    5.92%   5.83%
 1100  6.15%   6.06%    5.98%      5.90%    5.81%   5.73%
 1200  6.18%   6.09%    6.02%      5.95%    5.85%   5.77%
 1300  6.27%   6.18%    6.09%      6.01%    5.91%   5.82%
 1400  6.29%   6.19%    6.12%      6.04%    5.95%   5.87%
 1500  6.30%   6.20%    6.12%      6.04%    5.94%   5.85%
 1600  6.27%   6.17%    6.09%      6.01%    5.91%   5.83%
 1715  6.22%   6.13%    6.06%      5.98%    5.88%   5.80%
                             (C1osing Jun 28)
 1715  6.17%   6.08%    6.00%      5.93%    5.84%   5.75%
------------------------------------------------------------- 
         (CONVERSION RATE - $1 = 55.6100/55.6200 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@thomsonreuters.com

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