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RPT-India fwd/annualised dlr premia-(close)-May 29
May 30, 2012 / 3:32 AM / 6 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      02.30/02.40      01.15/01.20      01.15/01.20
             07.55%           07.55%           07.55%       
                             (May 28)
1000         N/A              N/A           01.15/01.20
             N/A              N/A              07.61%       
------------------------------------------------------------ 	
 TIME      JUN           JUL          AUG           SEP 	
------------------------------------------------------------- 
 1000  32.50/34.50  65.50/67.50   97.50/99.50  121.00/123.00
 1100  33.00/34.00  66.00/68.00   97.00/99.00  120.00/122.00
 1200  32.50/34.00  65.50/67.00   97.50/99.50  120.50/122.50
 1300  32.50/34.50  65.50/67.50   97.50/99.50  120.50/122.50
 1400  32.00/34.00  65.00/67.00   96.00/98.00  119.00/121.00
 1500  32.00/34.00  65.00/67.00   96.50/98.50  119.50/121.50
 1600  31.00/33.00  63.50/65.50   94.50/96.50  116.50/118.50
 1715  31.50/33.50  64.00/66.00   94.50/96.50  116.50/118.50
                          (C1osing May 28)
 1715  34.00/36.00  67.00/69.00   98.50/100.50 122.00/124.00
------------------------------------------------------------- 	
 TIME      OCT          NOV           DEC           JAN   	
-------------------------------------------------------------  
 1000 146.00/148.00 166.00/168.00 186.50/188.50 207.00/209.00
 1100 144.50/146.50 164.50/166.50 184.50/186.50 205.00/207.00
 1200 145.50/147.50 165.50/167.50 185.50/187.50 206.00/208.00
 1300 145.50/147.50 165.50/167.50 186.00/188.00 207.00/209.00
 1400 143.50/145.50 163.50/165.50 183.50/185.50 204.00/206.00
 1500 144.00/146.00 164.00/166.00 184.00/186.00 204.50/206.50
 1600 140.00/142.00 159.00/161.00 178.00/180.00 197.50/199.50
 1715 140.00/142.00 159.00/161.00 178.50/180.50 198.00/200.00
                          (C1osing May 28)
 1715 147.00/149.00 167.00/169.00 188.00/190.00 209.00/211.00
-------------------------------------------------------------- 	
 TIME      FEB          MAR           APR           MAY   	
-------------------------------------------------------------- 
 1000 227.00/229.00 247.00/249.00 271.00/273.00 291.00/293.00
 1100 225.00/227.00 245.00/247.00 269.00/271.00 289.50/291.50
 1200 226.00/228.00 246.00/248.00 270.00/272.00 290.00/292.00
 1300 227.00/229.00 247.00/249.00 271.50/273.50 291.50/293.50
 1400 223.50/225.50 243.00/245.00 267.00/269.00 286.50/288.50
 1500 224.25/226.25 244.00/246.00 268.00/270.00 288.00/290.00
 1600 216.50/218.50 235.50/237.50 259.00/261.00 278.50/280.50
 1715 217.00/219.00 236.00/238.00 259.50/261.50 279.00/281.00
                          (C1osing May 28)
 1715 229.00/231.00 249.00/251.00 273.50/275.50  01.00/01.50 
--------------------------------------------------------------	
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   	
-------------------------------------------------------------- 
 1000  7.58%   7.16%    7.03%      6.67%     6.31%   5.99%
 1100  7.59%   7.21%    7.00%      6.62%     6.25%   5.94%
 1200  7.53%   7.13%    7.03%      6.65%     6.29%   5.97%
 1300  7.60%   7.18%    7.05%      6.66%     6.30%   5.99%
 1400  7.48%   7.11%    6.93%      6.57%     6.21%   5.91%
 1500  7.48%   7.11%    6.97%      6.60%     6.23%   5.93%
 1600  7.22%   6.92%    6.79%      6.41%     6.03%   5.72%
 1715  7.35%   6.99%    6.81%      6.42%     6.04%   5.73%
                          (C1osing May 28)
 1715  7.72%   7.26%    7.08%      6.72%     6.36%   6.04%
-------------------------------------------------------------- 	
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  	
-------------------------------------------------------------- 
 1000  5.75%   5.57%    5.48%      5.41%    5.35%   5.25%
 1100  5.69%   5.52%    5.44%      5.37%    5.31%   5.23%
 1200  5.72%   5.55%    5.46%      5.39%    5.33%   5.23%
 1300  5.75%   5.59%    5.50%      5.42%    5.37%   5.28%
 1400  5.67%   5.50%    5.40%      5.33%    5.27%   5.18%
 1500  5.68%   5.51%    5.42%      5.35%    5.29%   5.20%
 1600  5.47%   5.30%    5.21%      5.14%    5.09%   5.01%
 1715  5.50%   5.32%    5.24%      5.16%    5.11%   5.03%
                          (C1osing May 28)
 1715  5.81%   5.65%    5.55%      5.47%    5.42%   5.34%
------------------------------------------------------------- 	
         (CONVERSION RATE - $1 = 55.6700/55.6800 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 or E-mail: rru.data@thomsonreuters.com

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