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RPT-India fwd/annualised dlr premia-(close)-Jan 21
January 22, 2013 / 3:32 AM / 5 years ago

RPT-India fwd/annualised dlr premia-(close)-Jan 21

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000             N/A             N/A         01.00/01.30
                 N/A             N/A            06.79%
                              (Jan 18)
1000         04.20/05.00     04.20/05.00         N/A         
                07.10%          07.10%           N/A  
------------------------------------------------------------- 
 TIME      JAN           FEB           MAR           APR
------------------------------------------------------------- 
 1000  08.00/09.50   38.00/40.00  68.50/70.50   106.00/108.00
 1100  08.25/09.25   38.50/40.50  69.00/71.00   106.00/108.00
 1200  08.00/09.50   38.00/40.00  68.50/70.50   106.00/108.00
 1300  08.00/09.50   38.00/40.00  68.50/70.50   105.50/107.50
 1400  08.00/09.50   37.75/39.75  68.00/70.00   105.00/107.00
 1500  08.00/09.50   37.75/39.75  68.00/70.00   105.00/107.00
 1600  08.00/10.00   37.50/39.50  68.00/70.00   105.00/107.00
 1715  08.50/09.50   38.25/39.25  68.50/70.50   106.00/108.00
                         (C1osing Jan 18)
 1715  09.00/10.50   38.50/40.50  69.00/71.00   107.00/109.00
------------------------------------------------------------- 
 TIME      MAY           JUN           JUL           AUG
-------------------------------------------------------------  
 1000 135.50/137.50 162.00/164.00 192.00/194.00 218.50/220.50
 1100 136.00/138.00 162.00/164.00 192.00/194.00 218.50/220.50
 1200 135.50/137.50 162.00/164.00 192.00/194.00 218.50/220.50
 1300 135.00/137.00 161.50/163.50 191.00/193.00 217.50/219.50
 1400 134.50/136.50 161.00/163.00 190.50/192.50 216.50/218.50
 1500 134.00/136.00 160.00/162.00 189.00/191.00 215.00/217.00
 1600 134.50/136.50 161.00/163.00 190.50/192.50 216.50/218.50
 1715 135.00/137.00 161.00/163.00 190.00/192.00 216.00/218.00
                         (C1osing Jan 18)
 1715 137.00/139.00 163.00/165.00 193.00/195.00 219.50/221.50
------------------------------------------------------------- 
 TIME      SEP           OCT           NOV           DEC
-------------------------------------------------------------- 
 1000 243.00/245.00 271.00/273.00 295.00/297.00 320.50/322.50
 1100 243.00/245.00 271.00/273.00 295.00/297.00 320.50/322.50
 1200 243.00/245.00 271.00/273.00 295.00/297.00 320.50/322.50
 1300 242.00/244.00 270.00/272.00 294.00/296.00 319.50/321.50
 1400 240.50/242.50 268.50/270.50 292.50/294.50 318.00/320.00
 1500 239.00/241.00 266.00/268.00 290.00/292.00 315.50/317.50
 1600 241.00/243.00 268.00/270.00 292.00/294.00 317.50/319.50
 1715 240.00/242.00 267.50/269.50 291.25/293.25 316.50/318.50
                         (C1osing Jan 18)
 1715 244.50/246.50 272.50/274.50 296.50/298.50 322.00/324.00
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.36%   7.37%    7.47%      7.29%     7.11%   6.97%
 1100  7.43%   7.41%    7.46%      7.29%     7.09%   6.95%
 1200  7.34%   7.36%    7.46%      7.28%     7.10%   6.95%
 1300  7.34%   7.35%    7.42%      7.24%     7.07%   6.92%
 1400  7.31%   7.31%    7.40%      7.23%     7.06%   6.91%
 1500  7.30%   7.31%    7.40%      7.21%     7.02%   6.86%
 1600  7.25%   7.30%    7.39%      7.22%     7.05%   6.90%
 1715  7.31%   7.37%    7.47%      7.27%     7.07%   6.90%
                         (C1osing Jan 18)
 1715  7.26%   7.31%    7.46%      7.32%     7.12%   6.98%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  6.83%   6.72%    6.60%      6.49%     6.41%   6.30%
 1100  6.81%   6.70%    6.58%      6.48%     6.39%   6.29%
 1200  6.82%   6.71%    6.59%      6.48%     6.39%   6.29%
 1300  6.78%   6.67%    6.56%      6.45%     6.37%   6.27%
 1400  6.77%   6.65%    6.53%      6.43%     6.35%   6.25%
 1500  6.72%   6.60%    6.48%      6.38%     6.30%   6.21%
 1600  6.75%   6.65%    6.52%      6.41%     6.33%   6.23%
 1715  6.75%   6.64%    6.51%      6.41%     6.32%   6.23%
                         (C1osing Jan 18)
 1715  6.84%   6.74%    6.62%      6.52%     6.42%   6.32%
-------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 53.7700/53.7800 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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