September 17, 2012 / 3:33 AM / 5 years ago

RPT-India fwd/annualised dlr premia-(close)-Sep 14

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         04.00/05.20    03.00/03.90     01.00/01.30
                06.67%         06.67%          06.67%  
                             (Sep 13)
1000         04.00/05.20    01.00/01.30     03.00/03.90
                06.59%         06.59%          06.59%  
------------------------------------------------------------- 
 TIME      SEP           OCT          NOV           DEC 
------------------------------------------------------------- 
 1000  10.00/12.00  43.00/45.00    73.00/75.00  102.50/104.50
 1100  09.50/11.00  43.50/45.50    73.50/75.50  103.00/105.00
 1200  09.00/11.00  43.00/45.00    73.00/75.00  102.00/104.00
 1300  09.00/11.00  43.00/45.00    73.50/75.50  102.50/104.50
 1400  09.50/11.00  43.50/45.50    73.50/75.50  102.50/104.50
 1500  09.00/10.50  42.50/44.50    72.50/74.50  101.00/103.00
 1600  09.50/10.50  43.50/44.50    73.00/75.00  102.00/104.00
 1715  09.50/11.50  43.50/45.50    73.50/75.50  103.00/105.00
                         (C1osing Sep 13)
 1715  10.50/12.00  45.50/47.50    76.00/78.00  105.50/107.50
------------------------------------------------------------- 
 TIME      JAN          FEB           MAR           APR   
-------------------------------------------------------------  
 1000 131.00/133.00 156.00/158.00 181.50/183.50 213.50/215.50
 1100 131.50/133.50 157.00/159.00 182.50/184.50 214.50/216.50
 1200 130.00/132.00 155.00/157.00 180.50/182.50 212.50/214.50
 1300 130.50/132.50 155.50/157.50 181.00/183.00 213.00/215.00
 1400 130.00/132.00 154.50/156.50 179.50/181.50 211.50/213.50
 1500 128.50/130.50 153.50/155.50 178.50/180.50 209.50/211.50
 1600 130.00/132.00 155.50/157.50 181.00/183.00 212.50/214.50
 1715 131.50/133.50 157.00/159.00 183.00/185.00 215.00/217.00
                         (C1osing Sep 13)
 1715 134.00/136.00 159.50/161.50 185.50/187.50 217.50/219.50
------------------------------------------------------------- 
 TIME      MAY          JUN           JUL           AUG   
-------------------------------------------------------------- 
 1000 237.50/239.50 260.00/262.00 283.50/285.50 305.00/307.00
 1100 239.00/241.00 261.50/263.50 285.00/287.00 306.50/308.50
 1200 236.50/238.50 259.00/261.00 282.50/284.50 304.00/306.00
 1300 237.50/239.50 260.00/262.00 283.50/285.50 305.00/307.00
 1400 235.50/237.50 258.00/260.00 281.50/283.50 303.00/305.00
 1500 233.50/235.50 255.50/257.50 279.00/281.00 300.00/302.00
 1600 236.50/238.50 259.00/261.00 282.50/284.50 304.00/306.00
 1715 239.00/241.00 261.50/263.50 285.50/287.50 307.00/309.00
                         (C1osing Sep 13)
 1715 242.00/244.00 265.00/267.00 289.50/291.50 311.00/313.00
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  6.90%   6.78%    6.68%      6.57%     6.46%   6.39%
 1100  6.89%   6.83%    6.71%      6.59%     6.49%   6.42%
 1200  6.81%   6.78%    6.66%      6.52%     6.41%   6.35%
 1300  6.81%   6.81%    6.70%      6.55%     6.43%   6.37%
 1400  6.89%   6.83%    6.70%      6.53%     6.39%   6.32%
 1500  6.74%   6.75%    6.62%      6.47%     6.37%   6.31%
 1600  6.86%   6.83%    6.71%      6.57%     6.47%   6.42%
 1715  6.97%   6.88%    6.77%      6.64%     6.54%   6.49%
                         (C1osing Sep 13)
 1715  6.92%   6.88%    6.74%      6.59%     6.47%   6.41%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------- 
 1000  6.39%   6.29%    6.18%      6.06%     5.94%   5.86%
 1100  6.41%   6.32%    6.22%      6.09%     5.96%   5.88%
 1200  6.35%   6.26%    6.16%      6.04%     5.92%   5.84%
 1300  6.37%   6.28%    6.18%      6.06%     5.94%   5.85%
 1400  6.32%   6.23%    6.13%      6.02%     5.90%   5.82%
 1500  6.29%   6.20%    6.10%      5.98%     5.86%   5.78%
 1600  6.41%   6.31%    6.20%      6.08%     5.96%   5.88%
 1715  6.48%   6.38%    6.26%      6.15%     6.02%   5.93%
                         (C1osing Sep 13)
 1715  6.40%   6.31%    6.20%      6.09%     5.96%   5.87%
-------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 54.3000/54.3100 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 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com

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