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RPT-India fwd/annualised dlr premia-(close)-May 29
May 30, 2013 / 3:32 AM / 4 years ago

RPT-India fwd/annualised dlr premia-(close)-May 29

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        02.00/02.40     01.00/01.20      01.00/01.20
               06.50%          06.50%           06.50%
                              (May 28)
1000        02.00/02.30     01.00/01.15      01.00/01.15
               06.55%          06.55%           06.55%
------------------------------------------------------------- 
 TIME      JUN           JUL           AUG           SEP
------------------------------------------------------------- 
 1000  30.00/32.00    62.50/64.50   91.00/93.00 116.00/118.00
 1100  30.50/32.50    63.00/65.00   91.50/93.50 116.50/118.50
 1200  29.50/31.50    62.50/64.50   91.50/93.50 116.50/118.50
 1300  29.50/31.50    62.50/64.50   91.50/93.50 116.50/118.50
 1400  29.50/31.50    62.50/64.50   91.50/93.50 116.50/118.50
 1500  29.50/31.50    62.50/64.50   91.50/93.50 116.50/118.50
 1600  29.50/31.50    62.50/64.50   91.50/93.50 116.50/118.50
 1715  29.50/31.50    62.50/64.50   91.50/93.50 116.50/118.50
                        (C1osing May 28)
 1715  30.50/32.50    62.50/64.50   91.00/93.00 115.50/117.50
-------------------------------------------------------------  
 TIME      OCT           NOV           DEC           JAN
-------------------------------------------------------------  
 1000 146.00/148.00 170.50/172.50 199.00/201.00 227.00/229.00
 1100 145.50/147.50 170.50/172.50 199.00/201.00 226.50/228.50
 1200 146.00/148.00 171.00/173.00 200.00/202.00 228.00/230.00
 1300 146.00/148.00 171.00/173.00 200.00/202.00 228.00/230.00
 1400 146.50/148.50 171.50/173.50 200.50/202.50 228.50/230.50
 1500 146.50/148.50 171.50/173.50 200.50/202.50 228.50/230.50
 1600 146.00/148.00 171.00/173.00 200.00/202.00 228.00/230.00
 1715 146.00/148.00 171.00/173.00 200.00/202.00 228.00/230.00
                        (C1osing May 28)
 1715 145.00/147.00 169.50/171.50 197.50/199.50 224.50/226.50
------------------------------------------------------------- 
 TIME      FEB           MAR           APR           MAY
-------------------------------------------------------------- 
 1000 252.00/254.00 277.00/279.00 307.50/309.50 333.50/335.50
 1100 251.00/253.00 276.50/278.50 307.00/309.00 333.00/335.00
 1200 252.50/254.50 278.00/280.00 308.50/310.50 334.50/336.50
 1300 252.50/254.50 278.00/280.00 308.50/310.50 334.50/336.50
 1400 253.00/255.00 278.50/280.50 309.00/311.00 335.00/337.00
 1500 253.00/255.00 278.50/280.50 309.00/311.00 335.00/337.00
 1600 252.50/254.50 278.00/280.00 308.50/310.50 334.50/336.50
 1715 252.50/254.50 278.00/280.00 308.50/310.50 334.50/336.50
                        (C1osing May 28) 
 1715 249.00/251.00 274.50/276.50 304.50/306.50  00.50/01.50 
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.20%   6.77%    6.57%      6.39%     6.25%   6.13%
 1100  7.31%   6.82%    6.61%      6.42%     6.22%   6.13%
 1200  7.07%   6.76%    6.60%      6.41%     6.23%   6.13%
 1300  7.07%   6.76%    6.60%      6.41%     6.24%   6.13%
 1400  7.07%   6.76%    6.60%      6.41%     6.26%   6.15%
 1500  7.06%   6.75%    6.59%      6.40%     6.25%   6.14%
 1600  7.07%   6.76%    6.60%      6.41%     6.23%   6.13%
 1715  7.08%   6.76%    6.60%      6.42%     6.24%   6.14%
                        (C1osing May 28)
 1715  7.08%   6.69%    6.52%      6.33%     6.19%   6.08%
------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
------------------------------------------------------------- 
 1000  6.08%   6.05%    6.03%      6.01%     6.01%   5.98%
 1100  6.08%   6.04%    6.00%      5.99%     5.99%   5.97%
 1200  6.09%   6.07%    6.03%      6.01%     6.01%   5.98%
 1300  6.10%   6.07%    6.03%      6.02%     6.01%   5.98%
 1400  6.11%   6.08%    6.04%      6.03%     6.03%   5.99%
 1500  6.10%   6.07%    6.03%      6.02%     6.02%   5.98%
 1600  6.10%   6.07%    6.03%      6.02%     6.01%   5.98%
 1715  6.10%   6.07%    6.03%      6.02%     6.02%   5.99%
                        (C1osing May 28)
 1715  6.02%   5.98%    5.95%      5.95%     5.95%   5.92%
------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 56.1700/56.1800 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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