March 7, 2013 / 3:32 AM / 4 years ago

RPT-India fwd/annualised dlr premia-(close)-Mar 6

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 
               06.67%           06.67%         06.67% 
                              (Mar 5)
1000        01.50/02.50      00.75/01.25    00.75/01.25 
               05.00%           05.00%         05.00% 
------------------------------------------------------------- 
 TIME      MAR           APR           MAY           JUN
------------------------------------------------------------- 
 1000  23.25/25.25  63.75/65.75    96.50/98.50  125.50/127.50
 1100  23.25/25.25  63.50/65.50    96.50/98.50  125.25/127.25
 1200  23.50/25.00  64.00/65.50    96.00/98.00  125.00/127.00
 1300  23.50/25.50  63.50/65.50    96.00/98.00  124.50/126.50
 1400  24.00/26.00  64.00/66.00    96.50/98.50  125.00/127.00
 1500  23.50/25.50  64.00/66.00    96.00/98.00  124.50/126.50
 1600  23.25/25.25  63.75/65.75    95.75/97.75  124.50/126.50
 1715  24.00/25.50  64.50/66.50    97.00/99.00  125.75/127.75
                          (C1osing Mar 5)
 1715  24.50/26.50  64.50/66.50    97.00/99.00  126.00/128.00
------------------------------------------------------------- 
 TIME      JUL           AUG           SEP           OCT
-------------------------------------------------------------  
 1000 157.50/159.50 185.50/187.50 212.50/214.50 242.50/244.50
 1100 157.50/159.50 185.50/187.50 212.00/214.00 242.00/244.00
 1200 156.50/158.50 185.00/187.00 211.75/213.75 242.00/244.00
 1300 156.50/158.50 184.50/186.50 211.00/213.00 241.00/243.00
 1400 157.00/159.00 185.00/187.00 211.50/213.50 241.50/243.50
 1500 156.50/158.50 184.50/186.50 211.00/213.00 241.00/243.00
 1600 156.00/158.00 184.00/186.00 210.50/212.50 240.00/242.00
 1715 157.25/159.25 185.00/187.00 211.50/213.50 242.00/244.00
                          (C1osing Mar 5)
 1715 158.00/160.00 186.00/188.00 213.00/215.00 243.50/245.50
------------------------------------------------------------- 
 TIME      NOV           DEC           JAN           FEB
-------------------------------------------------------------- 
 1000 268.00/270.00 296.00/298.00 323.00/325.00 347.00/349.00
 1100 268.00/270.00 296.00/298.00 322.50/324.50 346.50/348.50
 1200 267.50/269.50 295.50/297.50 322.50/324.50 346.50/348.50
 1300 266.50/268.50 294.50/296.50 321.00/323.00 344.50/346.50
 1400 267.00/269.00 295.00/297.00 321.50/323.50 345.00/347.00
 1500 266.50/268.50 294.50/296.50 321.00/323.00 344.50/346.50
 1600 265.50/267.50 293.50/295.50 320.00/322.00 343.50/345.50
 1715 267.25/269.25 295.00/297.00 321.50/323.50 345.00/347.00
                          (C1osing Mar 5)
 1715 269.00/271.00 297.00/299.00 324.00/326.00 348.00/350.00
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  8.12%   8.01%    7.66%      7.45%     7.24%   7.07%
 1100  8.12%   7.99%    7.66%      7.45%     7.24%   7.07%
 1200  8.13%   8.00%    7.62%      7.42%     7.20%   7.05%
 1300  8.13%   7.96%    7.59%      7.38%     7.18%   7.01%
 1400  8.24%   8.01%    7.63%      7.41%     7.20%   7.03%
 1500  8.15%   7.99%    7.58%      7.37%     7.17%   7.01%
 1600  8.11%   7.97%    7.58%      7.37%     7.16%   7.00%
 1715  8.25%   8.08%    7.68%      7.45%     7.22%   7.04%
                          (C1osing Mar 5)
 1715  8.06%   7.94%    7.60%      7.39%     7.19%   7.02%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  6.96%   6.82%    6.71%      6.63%     6.55%   6.47%
 1100  6.95%   6.82%    6.72%      6.63%     6.54%   6.47%
 1200  6.94%   6.81%    6.70%      6.62%     6.54%   6.47%
 1300  6.90%   6.77%    6.66%      6.58%     6.49%   6.41%
 1400  6.92%   6.79%    6.68%      6.59%     6.50%   6.43%
 1500  6.89%   6.76%    6.66%      6.57%     6.48%   6.41%
 1600  6.88%   6.74%    6.64%      6.56%     6.47%   6.40%
 1715  6.93%   6.81%    6.69%      6.60%     6.51%   6.44%
                          (C1osing Mar 5)
 1715  6.92%   6.80%    6.69%      6.60%     6.53%   6.45%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 54.7150/54.7250 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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