January 10, 2013 / 3:33 AM / 5 years ago

RPT-India fwd/annualised dlr premia-(close)-Jan 9

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         02.00/02.50     01.00/01.25     01.00/01.25     
                06.63%          06.63%          06.63%
                              (Jan 8)
1000         02.00/02.50     01.00/01.25     01.00/01.25     
                06.60%          06.60%          06.60%
------------------------------------------------------------- 
 TIME      JAN           FEB           MAR           APR
------------------------------------------------------------- 
 1000  21.50/22.50   50.00/51.50  78.50/80.50   115.00/117.00
 1100  21.00/23.00   50.50/52.50  79.50/81.50   116.00/118.00
 1200  20.50/22.50   50.00/52.00  79.00/81.00   115.50/117.50
 1300  21.75/22.75   50.75/52.75  79.75/81.75   115.75/117.75
 1400  21.00/22.50   50.00/52.00  79.00/81.00   115.00/117.00
 1500  21.00/23.00   50.00/52.00  79.00/81.00   115.00/117.00
 1600  21.00/22.50   50.00/52.00  79.00/81.00   115.00/117.00
 1715  21.00/23.00   50.25/52.25  79.25/81.25   115.25/117.25
                         (C1osing Jan 8)
 1715  21.75/23.75   50.50/52.50  79.50/81.50   115.50/117.50
------------------------------------------------------------- 
 TIME      MAY           JUN           JUL           AUG
-------------------------------------------------------------  
 1000 143.00/145.00 167.50/169.50 195.00/197.00 219.00/221.00
 1100 144.00/146.00 169.00/171.00 197.00/199.00 221.00/223.00
 1200 143.50/145.50 168.50/170.50 196.50/198.50 220.50/222.50
 1300 143.75/145.75 168.75/170.75 196.75/198.75 221.00/223.00
 1400 143.00/145.00 167.50/169.50 195.00/197.00 219.50/221.50
 1500 143.00/145.00 167.50/169.50 195.00/197.00 219.50/221.50
 1600 143.00/145.00 167.50/169.50 195.00/197.00 219.50/221.50
 1715 143.25/145.25 168.00/170.00 196.00/198.00 220.00/222.00
                         (C1osing Jan 8)
 1715 143.00/145.00 167.50/169.50 195.00/197.00 219.00/221.00
------------------------------------------------------------- 
 TIME      SEP           OCT           NOV           DEC
-------------------------------------------------------------- 
 1000 241.50/243.50 268.00/270.00 290.50/292.50 314.00/316.00
 1100 244.00/246.00 270.00/272.00 292.50/294.50 316.50/318.50
 1200 243.50/245.50 269.50/271.50 292.00/294.00 316.00/318.00
 1300 244.00/246.00 270.00/272.00 292.50/294.50 316.50/318.50
 1400 242.00/244.00 268.00/270.00 290.50/292.50 314.50/316.50
 1500 242.00/244.00 268.00/270.00 290.50/292.50 314.50/316.50
 1600 242.00/244.00 268.50/270.50 291.00/293.00 315.00/317.00
 1715 242.50/244.50 268.50/270.50 291.00/293.00 315.00/317.00
                         (C1osing Jan 8)
 1715 241.50/243.50 267.50/269.50 290.00/292.00 314.00/316.00
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.12%   6.97%    7.00%      6.94%     6.75%   6.57%
 1100  7.21%   7.09%    7.10%      7.02%     6.82%   6.65%
 1200  7.09%   7.02%    7.05%      6.98%     6.79%   6.62%
 1300  7.26%   7.12%    7.10%      7.01%     6.81%   6.64%
 1400  7.15%   7.05%    7.06%      6.98%     6.78%   6.61%
 1500  7.17%   7.03%    7.04%      6.96%     6.77%   6.59%
 1600  7.14%   7.04%    7.05%      6.97%     6.78%   6.60%
 1715  7.20%   7.08%    7.08%      6.99%     6.80%   6.63%
                         (C1osing Jan 8)
 1715  7.06%   6.96%    6.98%      6.93%     6.71%   6.55% 
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  6.40%   6.27%    6.16%      6.05%     5.96%   5.87%
 1100  6.48%   6.35%    6.23%      6.11%     6.02%   5.92%
 1200  6.46%   6.32%    6.21%      6.09%     6.00%   5.91%
 1300  6.48%   6.35%    6.23%      6.11%     6.02%   5.93%
 1400  6.44%   6.31%    6.20%      6.08%     6.00%   5.90%
 1500  6.43%   6.30%    6.18%      6.07%     5.98%   5.89%
 1600  6.43%   6.31%    6.19%      6.09%     6.00%   5.91%
 1715  6.47%   6.33%    6.21%      6.09%     6.01%   5.91%
                         (C1osing Jan 8)
 1715  6.38%   6.25%    6.14%      6.03%     5.95%   5.86%
-------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 54.7500/54.7600 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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