July 2, 2012 / 4:41 AM / 5 years ago

India fwd/annualised dlr premia-(closing)-Jul 2

Cash Spot         Cash Tom        Tom Next   
------------------------------------------------------------ 
             Bid/Ask          Bid/Ask         Bid/Ask   
(in IST)   
1000          N/A              N/A          02.10/02.70
              N/A              N/A             06.88%      
                             (Jun 29)
1000      04.75/05.50      04.75/05.50          N/A    
             07.67%           07.67%            N/A        
------------------------------------------------------------ 
 TIME      JUL           AUG          SEP           OCT 
------------------------------------------------------------- 
 1000  30.25/31.25  65.00/66.50  94.00/96.00  124.00/126.00
 1100  30.00/31.50  65.00/67.00  94.50/96.50  125.00/127.00
 1200  31.00/32.00  66.00/67.50  95.50/97.50  126.00/128.00
 1300  31.00/32.00  66.00/67.00  95.50/97.50  126.00/128.00
 1400  31.25/32.00  66.25/67.25  96.00/97.50  126.50/128.00
 1500  31.00/32.50  66.00/68.00  96.00/98.00  127.00/129.00
 1600  31.00/32.00  66.00/67.50  96.00/98.00  127.00/129.00
 1715  31.50/32.25  66.50/67.50  96.50/98.00  127.50/129.50
                          (C1osing Jun 29)
 1715  32.75/33.50  67.25/68.25  96.00/97.50  126.00/127.50
------------------------------------------------------------- 
 TIME      NOV          DEC           JAN           FEB   
-------------------------------------------------------------  
 1000 149.00/151.00 174.50/176.50 200.00/202.00 223.00/225.00
 1100 150.00/152.00 175.00/177.00 200.50/202.50 224.00/226.00
 1200 151.00/153.00 176.50/178.50 202.00/204.00 225.00/227.00
 1300 151.50/153.50 177.00/179.00 202.50/204.50 225.50/227.50
 1400 152.00/154.00 178.00/180.00 203.50/205.50 227.00/229.00
 1500 152.50/154.50 178.00/180.00 204.00/206.00 227.50/229.50
 1600 152.50/154.50 178.00/180.00 204.00/206.00 227.50/229.50
 1715 153.00/155.00 179.00/181.00 204.50/206.50 228.00/230.00
                          (C1osing Jun 29)
 1715 150.50/152.50 175.50/177.50 200.50/202.50 223.50/225.50
-------------------------------------------------------------- 
 TIME      MAR          APR           MAY           JUN   
-------------------------------------------------------------- 
 1000 246.50/248.50 273.50/275.50 297.00/299.00  318.50/320.50
 1100 247.50/249.50 275.00/277.00 298.50/300.50  320.00/322.00
 1200 248.50/250.50 275.50/277.50 299.00/301.00  320.50/322.50
 1300 248.50/250.50 276.00/278.00 299.50/301.50  321.00/323.00
 1400 250.50/252.50 278.00/280.00 301.50/303.50  323.00/325.00
 1500 251.50/253.50 279.00/281.00 303.00/305.00  325.00/327.00
 1600 251.00/253.00 278.50/280.50 302.50/304.50  324.50/326.50
 1715 252.00/254.00 279.50/281.50 303.50/305.50  325.50/327.50
                          (C1osing Jun 29)
 1715 247.00/249.00 273.50/275.50 297.00/299.00  318.50/320.50
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.69%   7.50%    7.22%      6.88%     6.60%   6.39%
 1100  7.69%   7.53%    7.26%      6.93%     6.64%   6.40%
 1200  7.83%   7.60%    7.32%      6.98%     6.67%   6.44%
 1300  7.82%   7.58%    7.32%      6.98%     6.69%   6.46%
 1400  7.87%   7.63%    7.36%      7.01%     6.74%   6.51%
 1500  7.92%   7.67%    7.39%      7.06%     6.77%   6.53%
 1600  7.87%   7.64%    7.39%      7.06%     6.77%   6.53%
 1715  7.96%   7.69%    7.43%      7.11%     6.81%   6.58%
                         (C1osing Jun 29)
 1715  7.72%   7.49%    7.23%      6.87%     6.60%   6.38%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------- 
 1000  6.25%   6.16%    6.08%      6.00%    5.91%   5.82%
 1100  6.27%   6.18%    6.10%      6.02%    5.93%   5.84%
 1200  6.30%   6.20%    6.11%      6.03%    5.93%   5.84%
 1300  6.31%   6.21%    6.11%      6.04%    5.94%   5.85%
 1400  6.36%   6.26%    6.18%      6.10%    6.00%   5.90%
 1500  6.39%   6.29%    6.21%      6.13%    6.04%   5.94%
 1600  6.39%   6.29%    6.20%      6.12%    6.03%   5.94%
 1715  6.42%   6.32%    6.24%      6.16%    6.06%   5.97%
                         (C1osing Jun 29)
 1715  6.22%   6.13%    6.06%      5.98%    5.88%   5.80%
------------------------------------------------------------- 
         (CONVERSION RATE - $1 = 55.4300/55.4400 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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