January 29, 2013 / 4:42 AM / 5 years ago

India fwd/annualised dlr premia-(closing)-Jan 29

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
               06.77%           06.77%          06.77%
                              (Jan 28)
1000        02.00/02.55      01.00/01.30     01.00/01.25
               06.78%           06.78%          06.78%
------------------------------------------------------------- 
 TIME      FEB           MAR           APR           MAY
------------------------------------------------------------- 
 1000  29.50/30.50  60.50/62.50    98.50/100.50 129.00/131.00
 1100  29.50/30.50  60.25/61.75    98.50/100.50 129.25/131.25
 1200  29.00/31.00  59.50/61.50    97.50/99.50  128.00/130.00
 1300  29.25/30.50  59.50/61.00    97.50/99.50  128.00/130.00
 1400  29.00/31.00  59.25/61.25    97.00/99.00  127.50/129.50
 1500  29.00/31.00  59.50/61.50    97.50/99.50  127.50/129.50
 1600  29.75/30.75  60.00/61.50    98.00/100.00 128.50/130.50
 1715  29.50/30.50  60.00/61.50    98.50/100.50 129.50/131.50
                           (C1osing Jan 28)
 1715  30.25/32.25  60.75/62.75    99.00/101.00 129.50/131.50
------------------------------------------------------------- 
 TIME      JUN           JUL           AUG           SEP
-------------------------------------------------------------  
 1000 156.00/158.00 186.50/188.50 213.00/215.00 237.50/239.50
 1100 156.00/158.00 186.00/188.00 212.50/214.50 237.00/239.00
 1200 154.50/156.50 184.50/186.50 211.00/213.00 235.50/237.50
 1300 154.50/156.50 185.00/187.00 211.50/213.50 235.50/237.50
 1400 154.00/156.00 184.00/186.00 210.50/212.50 235.00/237.00
 1500 154.00/156.00 184.00/186.00 210.50/212.50 235.00/237.00
 1600 155.50/157.50 186.00/188.00 212.50/214.50 237.00/239.00
 1715 156.50/158.50 187.00/189.00 213.50/215.50 238.00/240.00
                           (C1osing Jan 28)
 1715 156.00/158.00 186.00/188.00 212.00/214.00 236.50/238.50
------------------------------------------------------------- 
 TIME      OCT           NOV           DEC           JAN
-------------------------------------------------------------- 
 1000 266.00/268.00 291.00/293.00 317.00/319.00 342.50/344.50
 1100 265.50/267.50 290.00/292.00 316.50/318.50 342.00/344.00
 1200 263.50/265.50 288.00/290.00 314.50/316.50 339.50/341.50
 1300 264.50/266.50 288.50/290.50 314.50/316.50 339.50/341.50
 1400 263.00/265.00 287.50/289.50 313.50/315.50 338.50/340.50
 1500 263.00/265.00 287.50/289.50 313.50/315.50 338.50/340.50
 1600 265.50/267.50 290.00/292.00 316.50/318.50 341.50/343.50
 1715 266.50/268.50 291.25/293.25 317.50/319.50 342.50/344.50
                           (C1osing Jan 28)
 1715 265.00/267.00 289.50/291.50 315.50/317.50  00.25/01.75
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.25%   7.44%    7.57%      7.34%     7.18%   7.01%
 1100  7.27%   7.39%    7.59%      7.37%     7.20%   7.01%
 1200  7.28%   7.34%    7.52%      7.30%     7.14%   6.96%
 1300  7.26%   7.32%    7.53%      7.31%     7.15%   6.99%
 1400  7.29%   7.32%    7.49%      7.29%     7.13%   6.96%
 1500  7.29%   7.35%    7.53%      7.28%     7.12%   6.95%
 1600  7.34%   7.37%    7.56%      7.33%     7.18%   7.02%
 1715  7.27%   7.36%    7.59%      7.38%     7.22%   7.05%
                           (C1osing Jan 28)
 1715  7.30%   7.33%    7.52%      7.31%     7.13%   6.96%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  6.87%   6.76%    6.62%      6.55%     6.45%   6.37%
 1100  6.87%   6.76%    6.63%      6.54%     6.45%   6.38%
 1200  6.83%   6.72%    6.58%      6.50%     6.42%   6.34%
 1300  6.85%   6.73%    6.61%      6.52%     6.42%   6.34%
 1400  6.82%   6.72%    6.58%      6.50%     6.41%   6.33%
 1500  6.82%   6.72%    6.58%      6.50%     6.40%   6.33%
 1600  6.87%   6.77%    6.63%      6.55%     6.46%   6.38%
 1715  6.90%   6.79%    6.65%      6.57%     6.47%   6.39%
                           (C1osing Jan 28)
 1715  6.80%   6.70%    6.58%      6.49%     6.40%   6.31%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 53.7600/53.7700 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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