June 20, 2013 / 3:32 AM / 4 years ago

RPT-India fwd/annualised dlr premia-(close)-Jun 19

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        02.20/02.30     01.10/01.15      01.10/01.15
               06.82%          06.82%           06.82%
                              (Jun 18)
1000        02.00/02.40     01.00/01.20      01.00/01.20
               06.25%          06.25%           06.25%
------------------------------------------------------------- 
 TIME      JUN           JUL           AUG           SEP
------------------------------------------------------------- 
 1000  07.00/08.00    41.50/43.50   69.50/71.50  95.50/97.50 
 1100  07.25/08.25    42.00/43.00   70.00/72.00  95.50/97.50
 1200  06.75/08.75    41.75/43.75   70.25/72.25  95.50/97.50
 1300  07.25/08.25    42.25/44.25   70.25/72.25  95.75/97.75
 1400  07.50/08.50    42.00/44.00   70.25/72.25  96.00/98.00
 1500  07.25/08.25    42.50/44.00   70.50/72.50  96.50/98.50
 1600  07.00/08.00    42.25/44.25   70.25/72.25  95.75/97.75
 1715  07.00/08.00    42.00/44.00   70.25/72.25  95.75/97.75
                           (C1osing Jun 18)
 1715  08.25/09.25    42.50/44.50   71.00/73.00  96.75/98.75
-------------------------------------------------------------  
 TIME      OCT           NOV           DEC           JAN
-------------------------------------------------------------  
 1000 124.50/126.50 150.00/152.00 177.00/179.00 203.00/205.00
 1100 125.00/127.00 150.50/152.50 177.50/179.50 203.50/205.50
 1200 124.50/126.50 150.00/152.00 177.00/179.00 203.00/205.00
 1300 124.75/126.75 150.25/152.25 177.25/179.25 202.75/204.75
 1400 125.00/127.00 150.50/152.50 177.50/179.50 203.00/205.00
 1500 126.00/128.00 151.50/153.50 178.50/180.50 204.00/206.00
 1600 124.50/126.50 150.00/152.00 177.00/179.00 202.50/204.50
 1715 124.75/126.75 150.25/152.25 176.75/178.75 202.25/204.25
                           (C1osing Jun 18)
 1715 126.00/128.00 151.50/153.50 178.50/180.50 204.50/206.50
------------------------------------------------------------- 
 TIME      FEB           MAR           APR           MAY
-------------------------------------------------------------- 
 1000 227.00/229.00 251.50/253.50 281.00/283.00 305.50/307.50
 1100 227.50/229.50 252.00/254.00 281.50/283.50 306.00/308.00
 1200 226.50/228.50 250.50/252.50 280.00/282.00 304.50/306.50
 1300 226.50/228.50 251.00/253.00 280.50/282.50 305.00/307.00
 1400 227.00/229.00 251.00/253.00 280.50/282.50 305.00/307.00
 1500 227.50/229.50 251.50/253.50 281.00/283.00 305.50/307.50
 1600 226.00/228.00 250.50/252.50 280.00/282.00 304.50/306.50
 1715 225.75/227.75 250.00/252.00 279.50/281.50 304.00/306.00
                           (C1osing Jun 18)
 1715 228.50/230.50 253.00/255.00 282.50/284.50 307.00/309.00
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  6.60%   6.32%    6.12%      5.95%     5.84%   5.74%
 1100  6.61%   6.35%    6.13%      5.97%     5.86%   5.76%
 1200  6.65%   6.39%    6.14%      5.96%     5.85%   5.75%
 1300  6.72%   6.40%    6.15%      5.97%     5.85%   5.76%
 1400  6.71%   6.40%    6.17%      5.98%     5.87%   5.77%
 1500  6.72%   6.41%    6.19%      6.02%     5.90%   5.80%
 1600  6.72%   6.40%    6.16%      5.96%     5.85%   5.75%
 1715  6.68%   6.40%    6.16%      5.97%     5.86%   5.75%
                           (C1osing Jun 18)
 1715  6.60%   6.36%    6.16%      5.98%     5.87%   5.78%
------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  5.67%   5.62%    5.60%      5.59%     5.56%   5.51%
 1100  5.69%   5.64%    5.61%      5.60%     5.57%   5.52%
 1200  5.68%   5.62%    5.59%      5.58%     5.55%   5.50%
 1300  5.67%   5.61%    5.59%      5.58%     5.55%   5.50%
 1400  5.69%   5.63%    5.60%      5.59%     5.56%   5.51%
 1500  5.71%   5.64%    5.61%      5.59%     5.56%   5.51%
 1600  5.67%   5.61%    5.59%      5.58%     5.55%   5.50%
 1715  5.67%   5.60%    5.58%      5.57%     5.54%   5.49%
                           (C1osing Jun 18)
 1715  5.69%   5.64%    5.62%      5.61%     5.57%   5.53%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 58.7100/58.7200 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 andask 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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