March 14, 2012 / 3:32 AM / 5 years ago

RPT-India fwd/annualised dlr premia-(close)-Mar 13

Cash Spot         Cash Tom        Tom Next   	
------------------------------------------------------------ 	
             Bid/Ask          Bid/Ask         Bid/Ask   	
(in IST)   	
1000      02.20/02.80      01.10/01.40      01.10/01.40 	
             08.05%           08.05%           08.05%
                             (Mar 12)
1000      02.20/02.60      01.10/01.30      01.10/01.30 	
             08.03%           08.03%           08.03% 
------------------------------------------------------------- 	
 TIME      MAR          APR          MAY           JUN    	
------------------------------------------------------------- 
 1000  19.00/21.00  59.50/61.50   92.50/94.50  123.00/125.00
 1100  18.00/20.00  59.00/61.00   92.00/94.00  122.00/124.00
 1200  18.50/20.50  59.00/61.00   92.00/94.00  122.00/124.00
 1300  18.50/19.50  59.00/60.50   92.00/94.00  122.50/124.50
 1400  19.00/20.00  59.50/61.50   92.50/94.50  123.00/125.00
 1500  18.50/20.00  59.00/61.00   91.50/93.50  121.50/123.50
 1600  18.50/20.00  59.00/61.00   91.50/93.50  122.00/124.00
 1715  18.75/19.50  59.00/60.00   91.50/93.00  121.50/123.00
                           (C1osing Mar 12)
 1715  19.50/21.50  60.00/62.00   92.00/94.00  122.00/124.00
------------------------------------------------------------- 	
 TIME      JUL          AUG          SEP           OCT   	
-------------------------------------------------------------  
 1000 150.50/152.50 176.50/178.50 199.50/201.50 222.50/224.50 
 1100 149.00/151.00 175.00/177.00 198.00/200.00 222.00/224.00 
 1200 149.00/151.00 175.00/177.00 198.50/200.50 222.00/224.00 
 1300 150.00/152.00 176.00/178.00 199.00/201.00 222.50/224.50 
 1400 150.50/152.50 176.50/178.50 199.50/201.50 223.00/225.00 
 1500 149.00/151.00 175.00/177.00 198.00/200.00 221.00/223.00 
 1600 149.50/151.50 175.00/177.00 198.00/200.00 221.00/223.00 
 1715 149.00/151.00 175.00/177.00 197.50/199.50 220.50/222.50 
                           (C1osing Mar 12)
 1715 149.00/151.00 174.00/176.00 196.00/198.00 218.00/220.00 
-------------------------------------------------------------- 	
 TIME      NOV          DEC          JAN           FEB   	
-------------------------------------------------------------- 
 1000 244.50/246.50 266.00/268.00 287.00/289.00 305.50/307.50 
 1100 244.00/246.00 265.00/267.00 286.00/288.00 305.00/307.00 
 1200 244.00/246.00 265.50/267.50 286.50/288.50 305.00/307.00 
 1300 244.50/246.50 266.00/268.00 287.00/289.00 305.50/307.50 
 1400 245.00/247.00 266.50/268.50 287.50/289.50 306.00/308.00 
 1500 243.00/245.00 264.50/266.50 285.00/287.00 303.50/305.50 
 1600 242.50/244.50 264.00/266.00 285.00/287.00 303.50/305.50 
 1715 242.50/244.50 264.00/266.00 284.50/286.50 303.00/305.00 
                           (C1osing Mar 12)
 1715 239.50/241.50 260.50/262.50 281.50/283.50 299.50/301.50 
------------------------------------------------------------- 	
 TIME  1 MTH    2 MTH     3MTH      4 MTH     5 MTH   6 MTH   	
-------------------------------------------------------------- 
 1000  9.65%    9.17%    8.69%      8.25%     7.84%   7.53% 
 1100  9.50%    9.12%    8.64%      8.18%     7.77%   7.48% 
 1200  9.54%    9.12%    8.64%      8.18%     7.77%   7.49% 
 1300  9.46%    9.10%    8.66%      8.22%     7.82%   7.52% 
 1400  9.60%    9.17%    8.69%      8.25%     7.84%   7.53% 
 1500  9.52%    9.09%    8.60%      8.16%     7.77%   7.48% 
 1600  9.52%    9.09%    8.62%      8.19%     7.78%   7.48% 
 1715  9.43%    9.03%    8.56%      8.14%     7.76%   7.45% 
                           (C1osing Mar 12)
 1715  9.45%    9.03%    8.53%      8.09%     7.70%   7.38%  
-------------------------------------------------------------- 	
 TIME  7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH  	
-------------------------------------------------------------- 
 1000  7.26%    7.01%    6.80%      6.63%     6.47%   6.34% 
 1100  7.24%    7.00%    6.78%      6.61%     6.46%   6.34% 
 1200  7.24%    6.99%    6.79%      6.62%     6.46%   6.34% 
 1300  7.26%    7.01%    6.80%      6.63%     6.47%   6.35% 
 1400  7.27%    7.02%    6.81%      6.64%     6.48%   6.35% 
 1500  7.21%    6.96%    6.76%      6.59%     6.43%   6.31% 
 1600  7.21%    6.95%    6.75%      6.58%     6.43%   6.31% 
 1715  7.19%    6.94%    6.74%      6.57%     6.41%   6.29% 
                           (C1osing Mar 12)
 1715  7.08%    6.82%    6.64%      6.47%     6.32%   6.20% 
------------------------------------------------------------- 	
         (CONVERSION RATE - $1 = 49.9200/49.9300 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 or E-mail: rru.data@reuters.com

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