May 30, 2012 / 4:37 AM / in 5 years

India fwd/annualised dlr premia-(closing)-May 30

Cash Spot         Cash Tom        Tom Next   	
------------------------------------------------------------ 	
             Bid/Ask          Bid/Ask         Bid/Ask   	
(in IST)   	
1000      02.30/02.40      01.15/01.20      01.15/01.20
             07.48%           07.48%           07.48%       
                             (May 29)
1000      02.30/02.40      01.15/01.20      01.15/01.20
             07.55%           07.55%           07.55%       
------------------------------------------------------------ 	
 TIME      JUN           JUL          AUG           SEP 	
------------------------------------------------------------- 
 1000  31.00/31.75  63.00/64.50   93.50/95.00  115.50/117.50
 1100  30.50/32.50  63.50/65.50   94.50/96.50  117.00/119.00
 1200  31.50/32.50  64.00/66.00   95.00/97.00  117.50/119.50
 1300  31.75/32.75  64.50/66.00   95.50/97.50  118.00/120.00
 1400  31.75/32.75  64.25/66.25   95.50/97.50  118.00/120.00
 1500  32.00/34.00  65.00/67.00   96.00/98.00  119.00/121.00
 1600  32.00/34.00  65.00/67.00   96.00/98.00  118.50/120.50
 1715  32.00/33.50  65.00/67.00   96.50/98.50  119.00/121.00	
                            (C1osing May 29)
 1715  31.50/33.50  64.00/66.00   94.50/96.50  116.50/118.50
------------------------------------------------------------- 	
 TIME      OCT          NOV           DEC           JAN   	
-------------------------------------------------------------  
 1000 139.00/141.00 158.00/160.00 177.50/179.50 197.00/199.00
 1100 141.00/143.00 160.50/162.50 180.00/182.00 200.00/202.00
 1200 142.00/144.00 162.00/164.00 182.00/184.00 202.50/204.50
 1300 142.00/144.00 161.50/163.50 181.50/183.50 201.50/203.50
 1400 142.50/144.50 162.50/164.50 182.50/184.50 202.50/204.50
 1500 143.50/145.50 163.50/165.50 183.50/185.50 204.00/206.00
 1600 142.50/144.50 162.00/164.00 182.00/184.00 202.00/204.00
 1715 143.50/145.50 163.50/165.50 183.50/185.50 204.00/206.00
                           (C1osing May 29)
 1715 140.00/142.00 159.00/161.00 178.50/180.50 198.00/200.00
-------------------------------------------------------------- 	
 TIME      FEB          MAR           APR           MAY   	
-------------------------------------------------------------- 
 1000 216.00/218.00 235.00/237.00 259.00/261.00 278.00/280.00
 1100 219.50/221.50 239.00/241.00 263.00/265.00 282.50/284.50
 1200 222.00/224.00 241.50/243.50 265.50/267.50 285.50/287.50
 1300 221.00/223.00 240.50/242.50 264.50/266.50 284.50/286.50
 1400 222.00/224.00 241.50/243.50 265.50/267.50 285.00/287.00
 1500 224.00/226.00 244.00/246.00 268.00/270.00 288.00/290.00
 1600 221.50/223.50 241.00/243.00 265.00/267.00 285.00/287.00
 1715 224.00/226.00 244.00/246.00 268.00/270.00 288.00/290.00
                           (C1osing May 29)
 1715 217.00/219.00 236.00/238.00 259.50/261.50 279.00/281.00
--------------------------------------------------------------	
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   	
-------------------------------------------------------------- 
 1000  7.20%   6.91%    6.67%      6.33%     5.98%   5.66%
 1100  7.24%   6.98%    6.76%      6.41%     6.06%   5.74%
 1200  7.35%   7.04%    6.80%      6.44%     6.11%   5.80%
 1300  7.40%   7.07%    6.83%      6.46%     6.11%   5.78%
 1400  7.38%   7.06%    6.82%      6.45%     6.12%   5.81%
 1500  7.55%   7.15%    6.87%      6.52%     6.17%   5.85%
 1600  7.55%   7.14%    6.86%      6.49%     6.13%   5.80%
 1715  7.49%   7.13%    6.88%      6.50%     6.16%   5.84%
                           (C1osing May 29)
 1715  7.35%   6.99%    6.81%      6.42%     6.04%   5.73%
-------------------------------------------------------------- 	
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  	
-------------------------------------------------------------- 
 1000  5.44%   5.28%    5.19%      5.11%    5.08%   4.99%
 1100  5.51%   5.35%    5.27%      5.20%    5.15%   5.06% 
 1200  5.58%   5.43%    5.33%      5.26%    5.21%   5.12% 
 1300  5.56%   5.40%    5.31%      5.23%    5.19%   5.10% 
 1400  5.58%   5.41%    5.32%      5.24%    5.19%   5.10%
 1500  5.62%   5.46%    5.38%      5.31%    5.25%   5.16%
 1600  5.58%   5.41%    5.32%      5.24%    5.19%   5.11% 
 1715  5.61%   5.45%    5.37%      5.29%    5.24%   5.15%    
                           (C1osing May 29)
 1715  5.50%   5.32%    5.24%      5.16%    5.11%   5.03%
------------------------------------------------------------- 	
         (CONVERSION RATE - $1 = 56.2300/56.2400 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@thomsonreuters.com

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