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RPT-India fwd/annualised dlr premia-(close)-Apr 8
April 9, 2013 / 3:32 AM / in 5 years

RPT-India fwd/annualised dlr premia-(close)-Apr 8

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        02.00/02.60      01.00/01.30    01.00/01.30 
               06.67%           06.67%         06.67% 
                              (Apr 5)
1000        04.00/05.00      03.00/03.70    01.00/01.30 
               06.66%           06.66%         06.66% 
------------------------------------------------------------- 
 TIME      APR           MAY           JUN           JUL
------------------------------------------------------------- 
 1000  23.50/25.50  60.00/62.00    92.00/94.00  128.00/130.00
 1100  23.50/25.00  60.00/62.00    92.50/94.50  128.50/130.50
 1200  24.00/25.00  60.50/61.75    93.00/94.50  129.50/131.50
 1300  23.25/25.25  59.75/61.75    92.25/94.25  128.75/130.75
 1400  23.50/25.00  60.00/62.00    92.50/94.50  128.50/130.50
 1500  23.75/24.75  60.00/61.50    92.00/94.00  129.00/131.00
 1600  23.50/25.00  60.00/62.00    92.50/94.50  128.50/130.50
 1715  23.50/24.50  60.00/62.00    92.50/94.50  129.00/131.00
                        (C1osing Apr 5)
 1715  25.00/27.00  61.50/63.50    94.00/96.00  130.50/132.50
-------------------------------------------------------------  
 TIME      AUG           SEP           OCT           NOV
-------------------------------------------------------------  
 1000 160.00/162.00 188.00/190.00 221.00/223.00 249.00/251.00
 1100 161.00/163.00 189.50/191.50 222.50/224.50 250.00/252.00
 1200 161.75/163.75 190.25/192.25 223.50/225.50 251.50/253.50
 1300 160.75/162.75 189.50/191.50 222.50/224.50 250.50/252.50
 1400 160.50/162.50 189.00/191.00 222.00/224.00 250.00/252.00
 1500 161.00/163.00 189.50/191.50 222.75/224.75 250.75/252.75
 1600 160.50/162.50 189.00/191.00 222.00/224.00 250.00/252.00
 1715 161.50/163.50 190.00/192.00 223.00/225.00 251.00/253.00
                        (C1osing Apr 5)
 1715 163.00/165.00 192.00/194.00 225.00/227.00 252.50/254.50
------------------------------------------------------------- 
 TIME      DEC           JAN           FEB           MAR
-------------------------------------------------------------- 
 1000 279.50/281.50 309.00/311.00 334.00/336.00 361.50/363.50
 1100 280.50/282.50 310.00/312.00 335.50/337.50 363.00/365.00
 1200 282.50/284.50 312.00/314.00 337.00/339.00 364.50/366.50
 1300 281.50/283.50 311.00/313.00 337.00/339.00 364.00/366.00
 1400 281.00/283.00 310.50/312.50 336.00/338.00 363.50/365.50
 1500 281.50/283.50 311.00/313.00 336.00/338.00 363.50/365.50
 1600 281.00/283.00 310.50/312.50 336.00/338.00 363.50/365.50
 1715 282.00/284.00 311.50/313.50 337.00/339.00 364.50/366.50
                        (C1osing Apr 5)
 1715 283.50/285.50 313.00/315.00 338.50/340.50 366.00/368.00
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  8.06%   7.92%    7.77%      7.63%     7.50%   7.35%
 1100  8.04%   7.95%    7.82%      7.67%     7.56%   7.41%
 1200  8.07%   7.96%    7.85%      7.71%     7.58%   7.43%
 1300  8.02%   7.92%    7.82%      7.68%     7.55%   7.41%
 1400  8.04%   7.95%    7.83%      7.67%     7.54%   7.40%
 1500  8.03%   7.92%    7.82%      7.70%     7.57%   7.43%
 1600  8.05%   7.96%    7.83%      7.67%     7.55%   7.40%
 1715  8.01%   7.96%    7.85%      7.71%     7.59%   7.44%
                        (C1osing Apr 5)
 1715  8.12%   7.96%    7.84%      7.70%     7.58%   7.45%
------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  7.21%   7.12%    7.03%      6.95%     6.88%   6.86%
 1100  7.26%   7.15%    7.07%      6.98%     6.92%   6.90%
 1200  7.29%   7.19%    7.11%      7.02%     6.95%   6.92%
 1300  7.27%   7.17%    7.09%      7.01%     6.95%   6.92%
 1400  7.26%   7.17%    7.08%      7.00%     6.94%   6.91%
 1500  7.29%   7.19%    7.10%      7.01%     6.95%   6.92%
 1600  7.26%   7.17%    7.09%      7.01%     6.94%   6.92%
 1715  7.30%   7.20%    7.12%      7.03%     6.97%   6.94%
                        (C1osing Apr 5)
 1715  7.28%   7.18%    7.10%      7.01%     6.94%   6.92%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 54.5600/54.5700 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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