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India fwd/annualised dlr premia-(closing)-Jan 22
January 22, 2013 / 4:39 AM / 5 years ago

India fwd/annualised dlr premia-(closing)-Jan 22

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
               06.82%           06.82%          06.82%
                              (Jan 21)
1000             N/A             N/A         01.00/01.30
                 N/A             N/A            06.79%
------------------------------------------------------------- 
 TIME      JAN           FEB           MAR           APR
------------------------------------------------------------- 
 1000  07.50/08.00   37.00/38.00  67.00/68.00   104.00/105.50
 1100  07.25/08.25   36.75/37.75  66.75/68.75   103.50/105.50
 1200  07.00/08.50   36.50/38.50  67.00/69.00   104.00/106.00 
 1300  07.00/08.50   36.50/38.50  67.00/69.00   104.00/106.00 
 1400  07.50/08.50   37.00/38.50  67.00/69.00   104.00/106.00
 1500  06.75/08.75   36.50/38.50  66.75/68.75   104.00/106.00
 1600  07.50/08.50   37.00/38.50  67.00/68.50   104.50/106.50
 1715  07.25/08.25   37.00/38.00  67.00/69.00   104.50/106.50
                          (C1osing Jan 21)
 1715  08.50/09.50   38.25/39.25  68.50/70.50   106.00/108.00
------------------------------------------------------------- 
 TIME      MAY           JUN           JUL           AUG
-------------------------------------------------------------  
 1000 132.50/134.00 159.00/160.50 188.00/190.00 214.00/216.00
 1100 132.50/134.50 158.50/160.50 187.50/189.50 213.00/215.00
 1200 133.00/135.00 159.00/161.00 188.50/190.50 213.50/215.50
 1300 133.00/135.00 159.00/161.00 188.50/190.50 214.00/216.00
 1400 133.50/135.50 159.50/161.50 189.00/191.00 215.00/217.00
 1500 133.50/135.50 159.50/161.50 189.00/191.00 214.50/216.50
 1600 134.00/136.00 160.00/162.00 189.50/191.50 215.00/217.00
 1715 134.00/136.00 160.00/162.00 189.50/191.50 215.00/217.00
                           (C1osing Jan 21)
 1715 135.00/137.00 161.00/163.00 190.00/192.00 216.00/218.00
------------------------------------------------------------- 
 TIME      SEP           OCT           NOV           DEC
-------------------------------------------------------------- 
 1000 238.00/240.00 265.50/267.50 289.50/291.50 314.50/316.50
 1100 236.50/238.50 264.00/266.00 287.75/289.75 313.00/315.00
 1200 237.50/239.50 265.00/267.00 289.00/291.00 314.00/316.00
 1300 238.00/240.00 265.00/267.00 289.00/291.00 314.00/316.00
 1400 239.00/241.00 266.50/268.50 290.25/292.25 315.50/317.50
 1500 238.00/240.00 265.50/267.50 289.00/291.00 314.50/316.50
 1600 238.50/240.50 266.00/268.00 289.50/291.50 315.00/317.00
 1715 238.50/240.50 266.00/268.00 289.50/291.50 315.00/317.00
                           (C1osing Jan 21)
 1715 240.00/242.00 267.50/269.50 291.25/293.25 316.50/318.50
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.32%   7.31%    7.43%      7.21%     7.05%   6.89%
 1100  7.26%   7.33%    7.41%      7.21%     7.03%   6.87%
 1200  7.31%   7.36%    7.45%      7.24%     7.06%   6.90%
 1300  7.30%   7.35%    7.44%      7.23%     7.05%   6.90%
 1400  7.35%   7.35%    7.43%      7.25%     7.07%   6.91%
 1500  7.28%   7.30%    7.41%      7.23%     7.05%   6.89%
 1600  7.34%   7.31%    7.46%      7.27%     7.08%   6.92%
 1715  7.27%   7.32%    7.44%      7.25%     7.06%   6.90%
                           (C1osing Jan 21)
 1715  7.31%   7.37%    7.47%      7.27%     7.07%   6.90%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  6.75%   6.64%    6.52%      6.43%     6.33%   6.24%
 1100  6.71%   6.59%    6.48%      6.38%     6.30%   6.21%
 1200  6.73%   6.62%    6.50%      6.41%     6.32%   6.23%
 1300  6.74%   6.63%    6.50%      6.40%     6.31%   6.23%
 1400  6.76%   6.65%    6.53%      6.43%     6.34%   6.25%
 1500  6.73%   6.61%    6.49%      6.38%     6.30%   6.21%
 1600  6.76%   6.63%    6.51%      6.40%     6.32%   6.23%
 1715  6.74%   6.61%    6.49%      6.39%     6.30%   6.22%
                           (C1osing Jan 21)
 1715  6.75%   6.64%    6.51%      6.41%     6.32%   6.23%
-------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 53.8100/53.8200 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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