December 10, 2012 / 4:37 AM / 5 years ago

India fwd/annualised dlr premia-(closing)-Dec 10

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        02.00/02.60      01.00/01.30      01.00/01.30
               06.71%           06.71%          06.71%  
                              (Dec 7)
1000        04.00/05.20      03.00/03.90      01.00/01.30
               06.74%           06.74%          06.74%  
------------------------------------------------------------- 
 TIME      DEC            JAN           FEB          MAR
------------------------------------------------------------- 
 1000  20.00/22.00    51.75/53.75   77.75/79.75 104.50/106.50
 1100  20.00/22.00    51.00/53.00   77.50/79.50 104.50/106.50
 1200  20.50/21.50    52.25/53.75   78.25/80.25 104.75/106.75
 1300  20.00/21.00    52.00/54.00   78.50/80.50 104.50/106.50
 1400  20.00/22.00    52.50/54.50   78.50/80.50 105.50/107.50
 1500  20.75/21.75    52.75/54.25   79.25/81.25 106.25/108.25
 1600  20.00/22.00    52.50/54.50   79.00/81.00 106.00/108.00
 1715  21.00/22.00    53.00/54.50   79.50/81.50 106.50/108.50
                          (C1osing Dec 7)
 1715  20.25/22.25    52.25/54.25   78.25/80.25 105.00/107.00
------------------------------------------------------------- 
 TIME      APR           MAY           JUN           JUL
-------------------------------------------------------------  
 1000 138.50/140.50 165.50/167.50 189.50/191.50 216.50/218.50
 1100 139.00/141.00 166.00/168.00 190.00/192.00 217.00/219.00
 1200 139.25/141.25 166.00/168.00 190.00/192.00 217.00/219.00
 1300 139.50/141.50 166.00/168.00 190.00/192.00 217.00/219.00
 1400 140.00/142.00 167.00/169.00 191.00/193.00 218.00/220.00
 1500 141.25/143.25 168.25/170.25 192.50/194.50 220.00/222.00
 1600 141.00/143.00 168.00/170.00 192.50/194.50 219.50/221.50
 1715 141.50/143.50 168.50/170.50 193.00/195.00 220.00/222.00
                          (C1osing Dec 7)
 1715 139.00/141.00 165.50/167.50 189.50/191.50 216.50/218.50
------------------------------------------------------------- 
 TIME      AUG           SEP           OCT           NOV
-------------------------------------------------------------- 
 1000 240.50/242.50 264.00/266.00 290.00/292.00 312.50/314.50
 1100 241.00/243.00 264.50/266.50 290.50/292.50 313.00/315.00
 1200 241.00/243.00 264.50/266.50 290.50/292.50 313.00/315.00
 1300 241.00/243.00 264.00/266.00 290.50/292.50 313.00/315.00
 1400 242.00/244.00 265.00/267.00 291.00/293.00 313.50/315.50
 1500 244.00/246.00 267.00/269.00 293.00/295.00 315.50/317.50
 1600 243.50/245.50 266.50/268.50 292.50/294.50 315.00/317.00
 1715 244.00/246.00 267.50/269.50 293.50/295.50 316.00/318.00
                          (C1osing Dec 7)
 1715 240.50/242.50 264.00/266.00 290.00/292.00 312.50/314.50
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.19%   6.92%    6.73%      6.71%     6.66%   6.52%
 1100  7.12%   6.86%    6.72%      6.73%     6.69%   6.54%
 1200  7.21%   6.96%    6.76%      6.74%     6.69%   6.54%
 1300  7.16%   6.97%    6.76%      6.74%     6.70%   6.54%
 1400  7.26%   7.01%    6.80%      6.79%     6.73%   6.58%
 1500  7.29%   7.04%    6.85%      6.83%     6.78%   6.63%
 1600  7.25%   7.01%    6.82%      6.81%     6.76%   6.61%
 1715  7.32%   7.05%    6.85%      6.83%     6.78%   6.62%
                          (C1osing Dec 7)
 1715  7.05%   6.86%    6.68%      6.67%     6.62%   6.48%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------- 
 1000  6.39%   6.27%    6.18%      6.10%     6.02%   5.94%
 1100  6.41%   6.29%    6.20%      6.11%     6.03%   5.95%
 1200  6.41%   6.29%    6.20%      6.11%     6.03%   5.95%
 1300  6.41%   6.29%    6.19%      6.10%     6.03%   5.95%
 1400  6.45%   6.32%    6.22%      6.12%     6.04%   5.96%
 1500  6.50%   6.37%    6.27%      6.16%     6.08%   5.99%
 1600  6.48%   6.35%    6.24%      6.14%     6.06%   5.97%
 1715  6.49%   6.36%    6.26%      6.16%     6.07%   5.99%
                          (C1osing Dec 7)
 1715  6.36%   6.24%    6.15%      6.08%     5.99%   5.91%
-------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 54.4900/54.5000 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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