January 10, 2013 / 4:38 AM / 5 years ago

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

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         03.50/04.80     01.00/01.30     02.50/03.50     
                05.85%          06.68%          05.57%
                              (Jan 9)
1000         02.00/02.50     01.00/01.25     01.00/01.25     
                06.63%          06.63%          06.63%
------------------------------------------------------------- 
 TIME      JAN           FEB           MAR           APR
------------------------------------------------------------- 
 1000  17.50/19.50   47.00/49.00  76.50/78.50   112.50/114.50
 1100  17.75/19.75   47.00/49.00  76.00/78.00   112.50/114.50
 1200  18.25/19.75   47.25/48.75  76.25/78.25   112.50/114.50
 1300  17.50/19.50   47.00/49.00  76.50/78.50   113.00/115.00
 1400  18.25/19.25   47.25/48.75  76.00/78.00   112.50/114.50
 1500  18.25/19.25   47.25/48.25  76.50/77.50   113.00/114.00
 1600  17.50/19.50   47.00/49.00  76.50/78.50   113.50/115.50
 1715  18.50/19.00   47.50/48.50  76.25/78.25   113.00/115.00
                          (C1osing Jan 9)
 1715  21.00/23.00   50.25/52.25  79.25/81.25   115.25/117.25
------------------------------------------------------------- 
 TIME      MAY           JUN           JUL           AUG
-------------------------------------------------------------  
 1000 140.50/142.50 165.50/167.50 193.50/195.50 218.00/220.00
 1100 140.50/142.50 165.50/167.50 193.00/195.00 217.50/219.50
 1200 140.50/142.50 165.50/167.50 193.50/195.50 218.00/220.00
 1300 141.00/143.00 166.50/168.50 194.50/196.50 219.00/221.00
 1400 140.50/142.50 165.50/167.50 193.50/195.50 218.00/220.00
 1500 140.50/142.50 165.50/167.50 193.50/195.50 218.00/220.00
 1600 141.50/143.50 166.50/168.50 194.50/196.50 219.00/221.00
 1715 141.00/143.00 166.50/168.50 194.50/196.50 218.50/220.50
                          (C1osing Jan 9)
 1715 143.25/145.25 168.00/170.00 196.00/198.00 220.00/222.00
------------------------------------------------------------- 
 TIME      SEP           OCT           NOV           DEC
-------------------------------------------------------------- 
 1000 241.00/243.00 267.50/269.50 290.00/292.00 314.00/316.00
 1100 240.50/242.50 267.00/269.00 289.50/291.50 313.50/315.50
 1200 240.50/242.50 267.00/269.00 289.50/291.50 313.50/315.50
 1300 242.00/244.00 268.50/270.50 291.00/293.00 315.00/317.00
 1400 241.50/243.50 268.00/270.00 290.50/292.50 314.50/316.50
 1500 241.00/243.00 267.50/269.50 290.50/292.50 314.50/316.50
 1600 242.00/244.00 268.00/270.00 291.00/293.00 315.00/317.00
 1715 242.00/244.00 268.50/270.50 291.00/293.00 315.00/317.00
                          (C1osing Jan 9)
 1715 242.50/244.50 268.50/270.50 291.00/293.00 315.00/317.00
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.17%   7.11%    7.13%      7.02%     6.81%   6.64%
 1100  7.19%   7.07%    7.11%      7.02%     6.81%   6.63%
 1200  7.22%   7.09%    7.12%      7.02%     6.81%   6.64%
 1300  7.17%   7.11%    7.16%      7.06%     6.85%   6.68%
 1400  7.18%   7.06%    7.10%      7.01%     6.80%   6.63%
 1500  7.16%   7.05%    7.11%      7.01%     6.81%   6.63%
 1600  7.17%   7.11%    7.18%      7.08%     6.86%   6.68%
 1715  7.20%   7.10%    7.15%      7.06%     6.86%   6.69%
                          (C1osing Jan 9)
 1715  7.20%   7.08%    7.08%      6.99%     6.80%   6.63%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  6.49%   6.35%    6.24%      6.14%     6.04%   5.95%
 1100  6.47%   6.34%    6.23%      6.12%     6.03%   5.94%
 1200  6.49%   6.34%    6.23%      6.12%     6.03%   5.94%
 1300  6.53%   6.38%    6.27%      6.16%     6.06%   5.97%
 1400  6.48%   6.35%    6.24%      6.13%     6.04%   5.94%
 1500  6.48%   6.34%    6.24%      6.13%     6.04%   5.95%
 1600  6.53%   6.38%    6.27%      6.16%     6.06%   5.97%
 1715  6.52%   6.38%    6.27%      6.17%     6.07%   5.97%
                          (C1osing Jan 9)
 1715  6.47%   6.33%    6.21%      6.09%     6.01%   5.91%
-------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 54.5600/54.5700 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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