April 9, 2013 / 4:37 AM / 4 years ago

India fwd/annualised dlr premia-(closing)-Apr 9

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        03.00/03.90      01.00/01.30    02.00/02.60 
               06.71%           06.71%         06.71% 
                              (Apr 8)
1000        02.00/02.60      01.00/01.30    01.00/01.30 
               06.67%           06.67%         06.67% 
------------------------------------------------------------- 
 TIME      APR           MAY           JUN           JUL
------------------------------------------------------------- 
 1000  20.50/22.50  57.00/59.00    89.50/91.50  126.00/128.00
 1100  20.50/22.00  56.50/58.50    89.00/91.00  125.50/127.50
 1200  20.50/22.50  57.00/59.00    89.50/91.50  126.00/128.00
 1300  20.50/22.00  56.50/58.50    89.00/91.00  125.50/127.50
 1400  20.50/22.50  56.75/58.75    89.00/91.00  125.50/127.50
 1500  20.50/22.50  56.75/58.75    89.00/91.00  125.50/127.50
 1600  20.50/22.50  56.75/58.75    89.00/91.00  125.50/127.50
 1715  20.50/22.50  56.75/58.75    89.00/91.00  125.50/127.50
                         (C1osing Apr 8)
 1715  23.50/24.50  60.00/62.00    92.50/94.50  129.00/131.00
-------------------------------------------------------------  
 TIME      AUG           SEP           OCT           NOV
-------------------------------------------------------------  
 1000 158.50/160.50 187.00/189.00 220.50/222.50 248.50/250.50
 1100 158.00/160.00 187.00/189.00 220.00/222.00 248.00/250.00
 1200 158.50/160.50 187.00/189.00 220.00/222.00 248.00/250.00
 1300 158.00/160.00 186.50/188.50 219.50/221.50 247.50/249.50
 1400 158.00/160.00 187.00/189.00 220.50/222.50 248.50/250.50
 1500 158.00/160.00 187.00/189.00 220.50/222.50 248.50/250.50
 1600 158.00/160.00 187.00/189.00 220.00/222.00 248.00/250.00
 1715 158.00/160.00 187.00/189.00 220.00/222.00 248.00/250.00
                         (C1osing Apr 8)
 1715 161.50/163.50 190.00/192.00 223.00/225.00 251.00/253.00
------------------------------------------------------------- 
 TIME      DEC           JAN           FEB           MAR
-------------------------------------------------------------- 
 1000 279.50/281.50 309.00/311.00 334.50/336.50 362.00/364.00
 1100 279.00/281.00 308.50/310.50 334.00/336.00 361.50/363.50
 1200 279.00/281.00 308.50/310.50 334.00/336.00 361.50/363.50
 1300 278.50/280.50 308.00/310.00 333.50/335.50 361.00/363.00
 1400 279.50/281.50 309.50/311.50 335.00/337.00 362.50/364.50
 1500 279.50/281.50 309.50/311.50 335.00/337.00 362.50/364.50
 1600 279.00/281.00 309.00/311.00 334.50/336.50 362.00/364.00
 1715 279.00/281.00 309.00/311.00 334.50/336.50 362.00/364.00
                         (C1osing Apr 8)
 1715 282.00/284.00 311.50/313.50 337.00/339.00 364.50/366.50
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.96%   7.91%    7.81%      7.70%     7.57%   7.42%
 1100  7.88%   7.85%    7.77%      7.66%     7.56%   7.41%
 1200  7.95%   7.90%    7.80%      7.69%     7.56%   7.40%
 1300  7.87%   7.84%    7.76%      7.66%     7.54%   7.38%
 1400  7.93%   7.86%    7.77%      7.66%     7.55%   7.41%
 1500  7.92%   7.84%    7.75%      7.64%     7.54%   7.39%
 1600  7.91%   7.84%    7.74%      7.64%     7.53%   7.38%
 1715  7.92%   7.85%    7.75%      7.65%     7.54%   7.39%
                         (C1osing Apr 8)
 1715  8.01%   7.96%    7.85%      7.71%     7.59%   7.44%
------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  7.30%   7.20%    7.12%      7.03%     6.97%   6.94%
 1100  7.29%   7.19%    7.10%      7.02%     6.96%   6.93%
 1200  7.28%   7.18%    7.10%      7.01%     6.96%   6.93%
 1300  7.26%   7.16%    7.08%      7.00%     6.94%   6.91%
 1400  7.30%   7.20%    7.12%      7.04%     6.98%   6.95%
 1500  7.28%   7.18%    7.10%      7.02%     6.96%   6.93%
 1600  7.26%   7.16%    7.08%      7.01%     6.95%   6.92%
 1715  7.27%   7.17%    7.09%      7.01%     6.95%   6.92%
                         (C1osing Apr 8)
 1715  7.30%   7.20%    7.12%      7.03%     6.97%   6.94%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 54.5800/54.5900 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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