March 14, 2012 / 4:37 AM / 6 years ago

India fwd/annualised dlr premia-(closing)-Mar 14

Cash Spot         Cash Tom        Tom Next   	
------------------------------------------------------------ 	
             Bid/Ask          Bid/Ask         Bid/Ask   	
(in IST)   	
1000      02.30/02.60      01.15/01.25      01.15/01.35 	
             08.42%           08.42%           08.42%
                             (Mar 13)
1000      02.20/02.80      01.10/01.40      01.10/01.40 	
             08.05%           08.05%           08.05%
------------------------------------------------------------- 	
 TIME      MAR          APR          MAY           JUN    	
------------------------------------------------------------- 
 1000  17.75/18.25  58.25/59.00   90.50/91.50  120.50/121.50
 1100  17.00/19.00  57.50/59.50   90.00/92.00  120.50/122.50
 1200  17.00/19.00  57.50/59.50   90.00/92.00  120.00/122.00
 1300  17.00/19.00  57.00/59.00   89.50/91.50  120.00/122.00
 1400  17.50/18.25  57.50/58.50   89.75/91.25  120.00/121.50
 1500  16.50/18.50  56.50/58.50   89.00/91.00  119.50/121.50
 1600  16.00/18.00  56.00/58.00   88.50/90.50  118.50/120.50
 1715  16.75/17.75  56.75/58.25   89.00/91.00  119.00/121.00
                           (C1osing Mar 13)
 1715  18.75/19.50  59.00/60.00   91.50/93.00  121.50/123.00
------------------------------------------------------------- 	
 TIME      JUL          AUG          SEP           OCT   	
-------------------------------------------------------------  
 1000 147.50/149.00 173.50/175.00 196.00/197.50 219.00/220.50 
 1100 148.00/150.00 174.00/176.00 197.00/199.00 220.50/222.50 
 1200 147.00/149.00 173.00/175.00 196.00/198.00 219.00/221.00 
 1300 147.00/149.00 172.50/174.50 195.00/197.00 218.00/220.00 
 1400 147.00/149.00 173.00/175.00 196.00/198.00 219.00/221.00 
 1500 146.50/148.50 172.00/174.00 195.00/197.00 218.00/220.00 
 1600 145.50/147.50 171.00/173.00 193.50/195.50 216.00/218.00 
 1715 146.00/148.00 171.00/173.00 193.50/195.50 216.50/218.50 
                           (C1osing Mar 13)
 1715 149.00/151.00 175.00/177.00 197.50/199.50 220.50/222.50 
-------------------------------------------------------------- 	
 TIME      NOV          DEC          JAN           FEB   	
-------------------------------------------------------------- 
 1000 241.00/242.50 262.50/264.00 283.00/284.50 301.50/303.00 
 1100 242.50/244.50 263.50/265.50 284.50/286.50 302.50/304.50 
 1200 240.50/242.50 261.50/263.50 282.50/284.50 300.50/302.50 
 1300 239.50/241.50 260.50/262.50 281.50/283.50 299.50/301.50 
 1400 240.50/242.50 261.50/263.50 282.00/284.00 300.50/302.50 
 1500 239.50/241.50 260.50/262.50 281.50/283.50 299.50/301.50 
 1600 237.50/239.50 258.50/260.50 279.50/281.50 297.50/299.50 
 1715 238.50/240.50 259.50/261.50 280.00/282.00 298.00/300.00 
                           (C1osing Mar 13)
 1715 242.50/244.50 264.00/266.00 284.50/286.50 303.00/305.00 
------------------------------------------------------------- 	
 TIME  1 MTH    2 MTH     3MTH      4 MTH     5 MTH   6 MTH   	
-------------------------------------------------------------- 
 1000  9.51%    9.04%    8.53%      8.13%     7.73%   7.43% 
 1100  9.50%    9.03%    8.56%      8.17%     7.77%   7.48% 
 1200  9.49%    9.03%    8.53%      8.11%     7.72%   7.43% 
 1300  9.41%    8.96%    8.51%      8.11%     7.70%   7.39% 
 1400  9.40%    8.95%    8.49%      8.10%     7.71%   7.42% 
 1500  9.29%    8.90%    8.47%      8.08%     7.67%   7.38% 
 1600  9.18%    8.83%    8.40%      8.01%     7.62%   7.33% 
 1715  9.28%    8.90%    8.45%      8.05%     7.64%   7.34% 
                           (C1osing Mar 13)
 1715  9.43%    9.03%    8.56%      8.14%     7.76%   7.45% 
-------------------------------------------------------------- 	
 TIME  7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH  	
-------------------------------------------------------------- 
 1000  7.16%    6.91%    6.72%      6.55%     6.38%   6.26% 
 1100  7.21%    6.97%    6.76%      6.59%     6.41%   6.29% 
 1200  7.16%    6.91%    6.70%      6.53%     6.36%   6.25% 
 1300  7.12%    6.87%    6.67%      6.50%     6.33%   6.22% 
 1400  7.15%    6.90%    6.70%      6.52%     6.35%   6.24% 
 1500  7.12%    6.87%    6.67%      6.50%     6.33%   6.22% 
 1600  7.06%    6.81%    6.62%      6.45%     6.29%   6.18% 
 1715  7.07%    6.84%    6.65%      6.48%     6.31%   6.19% 
                           (C1osing Mar 13)
 1715  7.19%    6.94%    6.74%      6.57%     6.41%   6.29% 
------------------------------------------------------------- 	
         (CONVERSION RATE - $1 = 49.9100/49.9200 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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