August 21, 2012 / 4:42 AM / 5 years ago

India fwd/annualised dlr premia-(closing)-Aug 21

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        02.20/02.60    01.10/01.30      01.10/01.30
               07.22%        07.22%           07.22%    
                             (Aug 17)
1000        05.25/06.75    04.20/05.40      01.05/01.35
               06.88%        06.88%           06.88%    
------------------------------------------------------------- 
 TIME      AUG           SEP          OCT           NOV 
------------------------------------------------------------- 
 1000  09.00/10.00  41.25/42.25  77.00/79.00   108.00/110.00
 1100  09.00/10.00  41.00/42.50  77.00/79.00   108.50/110.50
 1200  09.00/10.50  41.00/43.00  77.50/79.50   109.00/111.00
 1300  09.00/10.00  41.25/42.25  77.00/79.00   108.00/110.00
 1400  09.00/10.00  41.00/42.00  76.50/78.50   107.50/109.50
 1500  09.00/10.00  41.00/42.50  77.00/79.00   107.50/109.50
 1600  09.25/09.75  41.00/42.00  77.00/78.00   107.75/108.75
 1715  08.75/09.75  40.75/42.25  76.00/78.00   107.00/109.00
                          (C1osing Aug 17)
 1715  09.75/11.75  41.50/43.50  78.00/80.00   109.50/111.50
------------------------------------------------------------- 
 TIME      DEC          JAN           FEB           MAR   
-------------------------------------------------------------  
 1000 139.00/141.00 169.50/171.50 195.00/197.00 221.00/223.00
 1100 139.50/141.50 170.00/172.00 195.50/197.50 221.50/223.50
 1200 140.50/142.50 171.00/173.00 196.50/198.50 222.50/224.50
 1300 139.00/141.00 169.00/171.00 194.50/196.50 220.50/222.50
 1400 138.00/140.00 168.00/170.00 193.00/195.00 218.50/220.50
 1500 138.00/140.00 167.50/169.50 192.50/194.50 218.00/220.00
 1600 138.00/139.50 167.50/169.00 192.50/194.00 218.00/219.50
 1715 137.50/139.50 167.00/169.00 192.00/194.00 217.50/219.50
                          (C1osing Aug 17)
 1715 140.50/142.50 171.00/173.00 197.00/199.00 223.00/225.00
------------------------------------------------------------- 
 TIME      APR          MAY           JUN           JUL   
-------------------------------------------------------------- 
 1000 254.00/256.00 278.50/280.50 300.50/302.50  323.50/325.50
 1100 254.00/256.00 278.50/280.50 301.00/303.00  324.00/326.00
 1200 255.50/257.50 280.00/282.00 302.50/304.50  325.50/327.50
 1300 253.00/255.00 277.00/279.00 299.00/301.00  322.00/324.00
 1400 250.50/252.50 274.50/276.50 296.50/298.50  319.50/321.50
 1500 250.00/252.00 274.00/276.00 296.00/298.00  319.00/321.00
 1600 250.00/251.50 274.00/275.50 296.00/297.50  319.00/320.50
 1715 249.50/251.50 273.50/275.50 295.50/297.50  318.50/320.50
                           (C1osing Aug 17)
 1715 255.50/257.50 280.00/282.00 302.50/304.50  326.00/328.00  
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.62%   7.45%    7.26%      7.10%     6.98%   6.82%
 1100  7.62%   7.45%    7.29%      7.13%     7.00%   6.84%
 1200  7.68%   7.50%    7.33%      7.18%     7.05%   6.88%
 1300  7.63%   7.46%    7.27%      7.11%     6.97%   6.81%
 1400  7.59%   7.42%    7.24%      7.07%     6.94%   6.77%
 1500  7.63%   7.46%    7.25%      7.06%     6.91%   6.75%
 1600  7.59%   7.42%    7.23%      7.05%     6.91%   6.74%
 1715  7.57%   7.36%    7.19%      7.03%     6.89%   6.72%
                          (C1osing Aug 17)
 1715  7.53%   7.41%    7.26%      7.10%     6.98%   6.85%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------- 
 1000  6.73%   6.70%    6.57%      6.42%    6.27%   6.14%
 1100  6.74%   6.70%    6.57%      6.43%    6.28%   6.15%
 1200  6.78%   6.75%    6.61%      6.47%    6.31%   6.18%
 1300  6.72%   6.69%    6.55%      6.40%    6.25%   6.12%
 1400  6.67%   6.63%    6.49%      6.35%    6.20%   6.08%
 1500  6.65%   6.61%    6.47%      6.34%    6.19%   6.07%
 1600  6.64%   6.60%    6.47%      6.33%    6.19%   6.07%
 1715  6.62%   6.59%    6.46%      6.32%    6.17%   6.05%
                          (C1osing Aug 17)
 1715  6.75%   6.70%    6.57%      6.43%    6.29%   6.16%
-------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 55.5650/55.5750 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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