August 5, 2013 / 4:37 AM / 4 years ago

India fwd/annualised dlr premia-(closing)-Aug 5

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         02.40/03.40     01.20/01.70     01.20/01.70 
                07.20%          07.20%          07.20% 
                              (Aug 2)
1000         05.50/06.50     04.25/04.75     01.25/01.75 
                08.26%          08.51%          07.51% 
------------------------------------------------------------- 
 TIME       AUG           SEP           OCT          NOV
------------------------------------------------------------- 
 1000  36.00/38.00  84.00/86.00  129.50/132.50  169.50/172.50
 1100  35.50/37.50  84.00/86.00  130.00/133.00  171.00/174.00
 1200  36.00/38.00  84.00/86.00  129.00/131.00  169.00/171.00
 1300  35.00/38.00  83.00/86.00  128.50/131.50  168.50/171.50
 1400  36.00/37.00  83.50/85.50  128.00/131.00  168.00/172.00
 1500  35.50/36.50  83.50/85.00  129.00/131.00  169.00/171.00
 1600  35.50/37.50  83.50/85.50  129.00/132.00  169.00/172.00
 1715  35.50/37.50  84.00/86.00  129.50/131.50  169.50/172.50
                      (C1osing Aug 2)
 1715  38.50/40.50  88.00/90.00  134.00/136.00  175.00/177.00
-------------------------------------------------------------  
 TIME       DEC          JAN           FEB           MAR
-------------------------------------------------------------  
 1000 212.50/216.50 254.00/258.00 288.00/292.00 322.50/326.50
 1100 214.50/217.50 256.50/259.50 291.50/294.50 326.50/329.50
 1200 212.00/215.00 253.50/256.50 288.50/291.50 323.00/326.00
 1300 211.50/214.50 253.50/258.50 288.00/293.00 323.00/328.00
 1400 211.00/216.00 252.50/257.50 286.50/291.50 321.00/326.00
 1500 211.50/213.50 252.50/257.50 286.50/291.50 321.00/326.00
 1600 212.50/215.50 254.50/258.50 289.50/293.50 324.50/328.50
 1715 213.00/216.00 255.00/258.00 290.00/293.00 325.00/328.00
                      (C1osing Aug 2)
 1715 218.00/222.00 260.00/265.00 294.50/299.50 329.00/334.00
------------------------------------------------------------- 
 TIME      APR           MAY           JUN           JUL
-------------------------------------------------------------- 
 1000 364.50/368.50 397.00/401.00 430.50/434.50 463.00/467.00
 1100 369.50/373.50 402.50/406.50 436.00/440.00 468.50/473.50
 1200 366.00/370.00 398.50/402.50 432.00/436.00 464.50/468.50
 1300 365.50/370.50 398.50/403.50 432.00/437.00 464.50/469.50
 1400 363.50/368.50 396.00/401.00 429.50/434.50 462.00/467.00
 1500 363.50/368.50 396.00/401.00 429.50/434.50 462.00/467.00
 1600 367.50/371.50 401.00/405.00 435.00/439.00 468.00/472.00
 1715 368.00/371.00 401.00/404.00 435.00/438.00 468.00/471.00
                      (C1osing Aug 2)
 1715 372.00/377.00 405.00/410.00 439.00/444.00 472.00/477.00
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000   9.53%   9.38%    9.17%      8.93%     8.78%   8.62%
 1100   9.46%   9.38%    9.20%      8.99%     8.83%   8.68%
 1200   9.54%   9.36%    9.11%      8.89%     8.74%   8.60%
 1300   9.45%   9.33%    9.12%      8.88%     8.74%   8.64%
 1400   9.46%   9.32%    9.09%      8.89%     8.75%   8.60%
 1500   9.36%   9.29%    9.10%      8.86%     8.70%   8.58%
 1600   9.43%   9.31%    9.12%      8.89%     8.75%   8.63%
 1715   9.47%   9.36%    9.14%      8.92%     8.78%   8.64%
                      (C1osing Aug 2)
 1715   9.76%   9.58%    9.32%      9.09%     8.91%   8.76%
------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  8.45%   8.32%    8.22%      8.03%     7.90%   7.77%
 1100  8.52%   8.41%    8.32%      8.13%     7.99%   7.85%
 1200  8.45%   8.34%    8.26%      8.07%     7.93%   7.80%
 1300  8.48%   8.36%    8.26%      8.08%     7.94%   7.81%
 1400  8.43%   8.31%    8.22%      8.03%     7.90%   7.77%
 1500  8.41%   8.30%    8.20%      8.02%     7.88%   7.75%
 1600  8.48%   8.37%    8.28%      8.10%     7.97%   7.84%
 1715  8.49%   8.38%    8.28%      8.10%     7.97%   7.84%
                      (C1osing Aug 2)
 1715  8.58%   8.43%    8.34%      8.16%     8.01%   7.87%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 60.8800/60.8900 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 andask 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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