August 27, 2013 / 3:32 AM / 4 years ago

RPT-India fwd/annualised dlr premia-(close)-Aug 26

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000         03.00/03.60     01.50/01.80    01.50/01.80 
                08.55%          08.55%          08.55% 
                              (Aug 23)
1000         06.50/07.30     05.00/05.50    01.50/01.80 
                09.20%          09.43%          08.49% 
-------------------------------------------------------------
 TIME       AUG           SEP           OCT          NOV
-------------------------------------------------------------
 1000  03.00/05.00  57.00/60.00  107.50/110.50  150.00/153.00
 1100  02.50/04.50  57.00/60.00  108.00/111.00  151.00/154.00
 1200  02.00/04.00  56.50/59.50  107.50/110.50  150.50/153.50
 1300  02.50/04.50  57.00/60.00  108.00/111.00  151.00/154.00
 1400  02.00/04.00  57.00/60.00  108.50/111.50  152.00/155.00
 1500  02.50/04.50  57.00/60.00  108.50/111.50  152.00/155.00
 1600  02.50/04.50  57.00/60.00  108.50/111.50  152.00/155.00
 1715  03.00/04.00  57.50/59.50  109.00/111.00  152.50/154.50
                         (C1osing Aug 23)
 1715  04.25/06.25  58.00/60.00  108.50/110.50  151.00/153.00
-------------------------------------------------------------
 TIME       DEC          JAN           FEB           MAR
-------------------------------------------------------------
 1000 190.50/195.50 229.00/234.00 262.00/267.00 295.00/300.00
 1100 192.00/196.00 231.00/236.00 264.00/269.00 297.00/302.00
 1200 191.50/195.50 230.50/235.50 263.50/268.50 296.50/301.50
 1300 192.50/196.50 231.50/235.50 264.50/269.50 297.50/302.50
 1400 194.00/198.00 234.00/239.00 268.00/273.00 302.00/307.00
 1500 194.00/198.00 234.00/239.00 268.00/273.00 302.00/307.00
 1600 194.50/197.50 235.00/240.00 269.00/274.00 303.00/308.00
 1715 195.00/198.00 236.00/241.00 270.00/275.00 304.00/309.00
                         (C1osing Aug 23)
 1715 191.00/194.00 229.00/234.00 261.00/266.00 293.00/298.00
-------------------------------------------------------------
 TIME      APR           MAY           JUN           JUL
-------------------------------------------------------------
 1000 332.50/337.50 367.00/372.00 402.00/407.00 437.00/442.00
 1100 335.50/340.50 370.00/375.00 405.00/410.00 440.00/445.00
 1200 335.00/340.00 369.00/374.00 404.00/409.00 439.00/444.00
 1300 335.50/340.50 369.50/374.50 404.50/409.50 439.50/444.50
 1400 342.00/347.00 377.00/382.00 413.00/418.00 449.00/454.00
 1500 342.00/347.00 377.00/382.00 413.00/418.00 449.00/454.00
 1600 343.00/348.00 378.00/383.00 414.00/419.00 450.00/455.00
 1715 344.00/349.00 379.00/384.00 415.00/420.00 451.00/456.00
                         (C1osing Aug 23)
 1715 330.00/335.00 364.00/369.00 399.00/404.00 434.00/439.00
-------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------
 1000  10.10%   9.72%    9.28%      8.81%     8.48%   8.19%
 1100  10.08%   9.75%    9.32%      8.84%     8.54%   8.24%
 1200  10.00%   9.70%    9.29%      8.81%     8.52%   8.22%
 1300  10.08%   9.75%    9.33%      8.86%     8.54%   8.25%
 1400  10.08%   9.79%    9.38%      8.92%     8.64%   8.36%
 1500  10.09%   9.80%    9.40%      8.94%     8.65%   8.37%
 1600  10.04%   9.75%    9.35%      8.89%     8.64%   8.36%
 1715  10.06%   9.77%    9.37%      8.93%     8.70%   8.41%
                         (C1osing Aug 23)
 1715  10.02%   9.74%    9.36%      8.87%     8.55%   8.23%
-------------------------------------------------------------
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------
 1000  8.00%   7.80%    7.66%      7.53%     7.44%   7.33%
 1100  8.03%   7.85%    7.71%      7.57%     7.48%   7.36%
 1200  8.02%   7.84%    7.69%      7.55%     7.46%   7.35%
 1300  8.05%   7.86%    7.70%      7.56%     7.47%   7.35%
 1400  8.17%   8.00%    7.85%      7.72%     7.63%   7.50%
 1500  8.18%   8.01%    7.86%      7.73%     7.64%   7.51%
 1600  8.16%   8.00%    7.85%      7.71%     7.62%   7.49%
 1715  8.21%   8.04%    7.88%      7.74%     7.65%   7.52%
                         (C1osing Aug 23)
 1715  8.02%   7.82%    7.68%      7.56%     7.47%   7.36%
-------------------------------------------------------------
        (CONVERSION RATE - $1 = 64.3000/64.3100 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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