January 29, 2013 / 3:32 AM / 5 years ago

RPT-India fwd/annualised dlr premia-(close)-Jan 28

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        02.00/02.55      01.00/01.30     01.00/01.25
               06.78%           06.78%          06.78%
                              (Jan 24)
1000        05.00/05.85      04.00/04.60     01.00/01.25
               06.78%           06.78%          06.78%
------------------------------------------------------------- 
 TIME      JAN           FEB           MAR           APR
------------------------------------------------------------- 
 1000  01.00/01.25   30.75/31.50  61.50/62.50    99.50/101.00
 1100  00.50/02.00   30.25/32.25  60.75/62.75    98.50/100.50
 1200  00.75/01.75   30.50/32.00  60.75/62.75    98.75/100.75
 1300  01.00/01.25   31.00/32.50  61.50/63.50    99.50/101.50
 1400  00.50/02.00   30.50/32.50  61.25/63.25    99.25/101.25
 1500  00.25/02.25   30.00/32.00  60.50/62.50    98.50/100.50
 1600  00.75/01.75   30.50/32.00  61.00/63.00    99.25/101.25
 1715  00.25/01.75   30.25/32.25  60.75/62.75    99.00/101.00
                          (C1osing Jan 24)
 1715  01.75/02.75   31.75/32.75  62.00/64.00   100.00/102.00
------------------------------------------------------------- 
 TIME      MAY           JUN           JUL           AUG
-------------------------------------------------------------  
 1000 130.00/131.50 156.00/157.50 186.00/188.00 212.00/214.00
 1100 128.50/130.50 155.00/157.00 185.00/187.00 211.00/213.00
 1200 129.00/131.00 155.00/157.00 185.00/187.00 211.00/213.00
 1300 130.00/132.00 156.50/158.50 186.50/188.50 212.50/214.50
 1400 129.50/131.50 156.00/158.00 186.00/188.00 212.00/214.00
 1500 129.50/131.50 156.00/158.00 186.00/188.00 212.00/214.00
 1600 129.75/131.75 156.25/158.25 186.25/188.25 212.50/214.50
 1715 129.50/131.50 156.00/158.00 186.00/188.00 212.00/214.00
                          (C1osing Jan 24)
 1715 130.00/132.00 156.00/158.00 185.50/187.50 211.00/213.00
------------------------------------------------------------- 
 TIME      SEP           OCT           NOV           DEC
-------------------------------------------------------------- 
 1000 236.00/238.00 264.00/266.00 288.00/290.00 313.50/315.50
 1100 235.00/237.00 263.00/265.00 287.00/289.00 312.50/314.50
 1200 235.00/237.00 263.00/265.00 287.00/289.00 312.50/314.50
 1300 237.00/239.00 265.00/267.00 289.00/291.00 315.00/317.00
 1400 236.50/238.50 265.00/267.00 289.00/291.00 315.00/317.00
 1500 236.50/238.50 265.00/267.00 289.00/291.00 315.00/317.00
 1600 237.00/239.00 265.50/267.50 289.50/291.50 315.50/317.50
 1715 236.50/238.50 265.00/267.00 289.50/291.50 315.50/317.50
                          (C1osing Jan 24)
 1715 234.50/236.50 262.50/264.50 286.50/288.50 312.00/314.00
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.28%   7.38%    7.55%      7.33%     7.13%   6.97%
 1100  7.31%   7.35%    7.50%      7.26%     7.10%   6.93%
 1200  7.30%   7.34%    7.51%      7.28%     7.09%   6.92%
 1300  7.42%   7.43%    7.57%      7.34%     7.16%   6.99%
 1400  7.36%   7.40%    7.55%      7.31%     7.14%   6.96%
 1500  7.24%   7.31%    7.49%      7.31%     7.14%   6.97%
 1600  7.29%   7.36%    7.54%      7.32%     7.14%   6.97%
 1715  7.30%   7.33%    7.52%      7.31%     7.13%   6.96%
                          (C1osing Jan 24)
 1715  7.31%   7.39%    7.54%      7.31%     7.12%   6.94%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  6.81%   6.70%    6.56%      6.47%     6.37%   6.28%
 1100  6.78%   6.67%    6.54%      6.45%     6.35%   6.26%
 1200  6.77%   6.66%    6.53%      6.44%     6.34%   6.26%
 1300  6.83%   6.72%    6.58%      6.49%     6.40%   6.31%
 1400  6.81%   6.70%    6.58%      6.48%     6.39%   6.30%
 1500  6.81%   6.70%    6.58%      6.48%     6.39%   6.31%
 1600  6.82%   6.71%    6.59%      6.49%     6.40%   6.31%
 1715  6.80%   6.70%    6.58%      6.49%     6.40%   6.31%      
 
                          (C1osing Jan 24)
 1715  6.77%   6.64%    6.52%      6.43%     6.34%   6.26%
-------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 53.9100/53.9200 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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