July 16, 2012 / 3:33 AM / 5 years ago

RPT-India fwd/annualised dlr premia-(close)-Jul 13

Cash Spot        Cash Tom        Tom Next   
------------------------------------------------------------ 
             Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        04.25/05.25    03.25/04.00      01.10/01.40
               06.98%         07.11%          07.22%    
                            (Jul 12)
1000        02.20/02.80    01.10/01.40      01.10/01.40
               07.24%         07.24%          07.24%    
------------------------------------------------------------- 
 TIME      JUL           AUG          SEP           OCT 
------------------------------------------------------------- 
 1000  16.00/17.50  50.00/51.50  80.00/82.00  111.50/113.50
 1100  16.00/17.00  50.00/51.50  80.00/82.00  111.50/113.50
 1200  15.50/17.50  49.50/51.50  79.50/81.50  111.00/113.00
 1300  16.00/17.00  50.00/52.00  80.00/82.00  111.50/113.50
 1400  15.00/17.00  50.00/52.00  80.00/82.00  111.50/113.50
 1500  16.00/17.00  49.75/51.75  79.50/81.50  111.00/113.00
 1600  15.75/16.75  49.00/51.00  78.50/80.50  110.00/112.00
 1715  15.25/17.25  49.00/51.00  78.50/80.50  110.00/112.00
                           (C1osing Jul 12)
 1715  16.50/18.50  50.75/52.75  81.00/83.00  112.50/114.50
------------------------------------------------------------- 
 TIME      NOV          DEC           JAN           FEB   
-------------------------------------------------------------  
 1000 137.50/139.50 163.50/165.50 190.00/192.00 212.00/214.00
 1100 137.00/139.00 163.00/165.00 189.00/191.00 211.00/213.00
 1200 137.00/139.00 163.00/165.00 189.50/191.50 211.50/213.50
 1300 137.00/139.00 163.00/165.00 189.00/191.00 211.00/213.00
 1400 137.00/139.00 163.00/165.00 189.00/191.00 211.00/213.00
 1500 136.50/138.50 162.50/164.50 188.50/190.50 210.50/212.50
 1600 135.50/137.50 161.00/163.00 187.00/189.00 208.50/210.50
 1715 135.50/137.50 161.50/163.50 187.00/189.00 209.00/211.00
                           (C1osing Jul 12)
 1715 138.00/140.00 164.00/166.00 190.00/192.00 211.50/213.50
------------------------------------------------------------- 
 TIME      MAR          APR           MAY           JUN   
-------------------------------------------------------------- 
 1000 234.50/236.50 262.00/264.00 284.50/286.50  305.50/307.50
 1100 233.50/235.50 260.50/262.50 283.00/285.00  303.50/305.50
 1200 233.50/235.50 260.50/262.50 283.00/285.00  304.00/306.00
 1300 233.50/235.50 260.50/262.50 283.00/285.00  303.50/305.50
 1400 233.50/235.50 260.50/262.50 283.00/285.00  303.50/305.50
 1500 233.00/235.00 260.00/262.00 282.50/284.50  303.00/305.00
 1600 230.50/232.50 257.50/259.50 279.50/281.50  300.00/302.00
 1715 231.00/233.00 258.00/260.00 280.50/282.50  301.00/303.00
                           (C1osing Jul 12)
 1715 233.50/235.50 260.50/262.50 282.50/284.50  303.00/305.00
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.50%   7.32%    7.08%      6.77%     6.56%   6.39%
 1100  7.47%   7.32%    7.07%      6.75%     6.53%   6.36%
 1200  7.44%   7.27%    7.03%      6.74%     6.53%   6.37%
 1300  7.50%   7.33%    7.07%      6.76%     6.53%   6.36%
 1400  7.49%   7.36%    7.11%      6.79%     6.56%   6.39%
 1500  7.51%   7.32%    7.07%      6.76%     6.55%   6.37%
 1600  7.40%   7.23%    7.00%      6.71%     6.49%   6.32%
 1715  7.42%   7.25%    7.02%      6.73%     6.52%   6.35%
                           (C1osing Jul 12)
 1715  7.40%   7.26%    7.03%      6.74%     6.49%   6.33%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------- 
 1000  6.23%   6.12%    6.04%      5.95%    5.85%   5.73%
 1100  6.20%   6.09%    6.01%      5.91%    5.81%   5.69%
 1200  6.21%   6.09%    6.01%      5.91%    5.81%   5.70%
 1300  6.20%   6.09%    6.01%      5.91%    5.81%   5.69%
 1400  6.23%   6.12%    6.04%      5.94%    5.84%   5.72%
 1500  6.22%   6.11%    6.03%      5.93%    5.83%   5.71%
 1600  6.16%   6.05%    5.97%      5.87%    5.77%   5.66%
 1715  6.19%   6.08%    6.00%      5.91%    5.81%   5.70%
                           (C1osing Jul 12)
 1715  6.15%   6.04%    5.95%      5.86%    5.75%   5.64%
------------------------------------------------------------- 
         (CONVERSION RATE - $1 = 55.1400/55.1500 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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