September 17, 2012 / 4:43 AM / 5 years ago

India fwd/annualised dlr premia-(closing)-Sep 17

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         03.00/03.90    01.00/01.30     02.00/02.30
                06.78%         06.78%          06.78%  
                             (Sep 14)
1000         04.00/05.20    03.00/03.90     01.00/01.30
                06.67%         06.67%          06.67%  
------------------------------------------------------------- 
 TIME      SEP           OCT          NOV           DEC 
------------------------------------------------------------- 
 1000  08.00/08.75  42.00/43.00    72.00/73.00  101.00/102.50
 1100  07.50/09.00  41.00/43.00    70.50/72.50   99.00/101.00
 1200  08.00/09.50  42.00/44.00    72.50/74.50  102.00/104.00
 1300  08.50/09.00  43.00/44.00    73.00/74.50  102.50/104.00
 1400  08.00/09.50  42.50/44.50    73.00/75.00  103.00/105.00
 1500  08.25/09.75  42.50/44.50    73.00/75.00  102.50/104.50
 1600  08.25/09.00  42.75/43.75    73.00/74.00  102.50/104.00
 1715  08.00/09.50  42.25/44.25    72.50/74.50  101.50/103.50
                         (C1osing Sep 14)
 1715  09.50/11.50  43.50/45.50    73.50/75.50  103.00/105.00
------------------------------------------------------------- 
 TIME      JAN          FEB           MAR           APR   
-------------------------------------------------------------  
 1000 128.50/130.00 153.50/155.00 179.00/180.50 210.50/212.00
 1100 126.50/128.50 151.00/153.00 176.00/178.00 207.00/209.00
 1200 130.50/132.50 156.00/158.00 181.50/183.50 214.00/216.00
 1300 130.50/132.50 155.50/157.50 181.00/183.00 213.50/215.50
 1400 131.00/133.00 156.50/158.50 182.00/184.00 214.50/216.50
 1500 130.50/132.50 156.00/158.00 182.00/184.00 214.00/216.00
 1600 130.00/132.00 155.00/157.00 180.00/182.00 212.00/214.00
 1715 129.50/131.50 154.50/156.50 179.50/181.50 211.50/213.50
                         (C1osing Sep 14)
 1715 131.50/133.50 157.00/159.00 183.00/185.00 215.00/217.00
------------------------------------------------------------- 
 TIME      MAY          JUN           JUL           AUG   
-------------------------------------------------------------- 
 1000 234.00/235.50 256.00/257.50 280.00/281.50 301.50/303.00
 1100 230.50/232.50 252.00/254.00 275.00/277.00 296.00/298.00
 1200 238.00/240.00 260.00/262.00 284.00/286.00 306.00/308.00
 1300 238.00/240.00 260.50/262.50 284.50/286.50 306.00/308.00
 1400 238.50/240.50 260.50/262.50 284.50/286.50 306.50/308.50
 1500 238.50/240.50 260.50/262.50 284.50/286.50 306.00/308.00
 1600 236.00/238.00 258.00/260.00 282.00/284.00 303.50/305.50
 1715 235.50/237.50 257.50/259.50 281.50/283.50 303.00/305.00
                         (C1osing Sep 14)
 1715 239.00/241.00 261.50/263.50 285.50/287.50 307.00/309.00
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.04%   6.95%    6.81%      6.63%     6.52%   6.46%
 1100  6.96%   6.87%    6.71%      6.55%     6.44%   6.37%
 1200  7.11%   7.02%    6.88%      6.72%     6.62%   6.55%
 1300  7.19%   7.06%    6.89%      6.72%     6.60%   6.53%
 1400  7.18%   7.07%    6.93%      6.75%     6.63%   6.56%
 1500  7.20%   7.07%    6.91%      6.72%     6.61%   6.55%
 1600  7.16%   7.04%    6.90%      6.72%     6.59%   6.51%
 1715  7.15%   7.03%    6.85%      6.67%     6.55%   6.47%
                         (C1osing Sep 14)
 1715  6.97%   6.88%    6.77%      6.64%     6.54%   6.49%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------- 
 1000  6.45%   6.35%    6.22%      6.10%     5.99%   5.91%
 1100  6.36%   6.26%    6.14%      6.01%     5.90%   5.82%
 1200  6.55%   6.44%    6.31%      6.17%     6.07%   5.98%
 1300  6.53%   6.43%    6.32%      6.18%     6.07%   5.98%
 1400  6.55%   6.45%    6.32%      6.18%     6.07%   5.98%
 1500  6.54%   6.44%    6.31%      6.18%     6.06%   5.97%
 1600  6.50%   6.40%    6.27%      6.14%     6.03%   5.94%
 1715  6.47%   6.37%    6.24%      6.11%     6.01%   5.92%
                         (C1osing Sep 14)
 1715  6.48%   6.38%    6.26%      6.15%     6.02%   5.93%
-------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 54.0100/54.0200 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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