August 21, 2012 / 3:31 AM / 5 years ago

RPT-India fwd/annualised dlr premia-(close)-Aug 17

Cash Spot      Cash Tom        Tom Next   
------------------------------------------------------------ 
              Bid/Ask         Bid/Ask         Bid/Ask   
(in IST)   
1000        05.25/06.75    04.20/05.40      01.05/01.35
               06.88%        06.88%           06.88%    
                             (Aug 16)
1000        05.40/06.75    01.05/01.35      04.05/05.40
               07.04%        06.84%           06.60%    
------------------------------------------------------------- 
 TIME      AUG           SEP          OCT           NOV 
------------------------------------------------------------- 
 1000  10.00/11.50  42.00/44.00  78.50/80.50   110.00/112.00
 1100  09.50/11.00  41.50/43.50  77.50/79.50   109.00/111.00
 1200  09.50/11.00  41.50/43.50  77.50/79.50   109.00/111.00
 1300  10.00/11.50  42.00/44.00  78.00/80.00   109.50/111.50
 1400  10.00/11.50  42.00/44.00  78.00/80.00   109.50/111.50
 1500  10.00/11.00  42.00/43.50  77.50/79.50   109.00/111.00
 1600  10.50/11.50  42.50/44.00  78.00/80.00   109.50/111.50
 1715  09.75/11.75  41.50/43.50  78.00/80.00   109.50/111.50
                          (C1osing Aug 16)
 1715  11.00/12.50  43.00/45.00  79.50/81.50   111.50/113.50
------------------------------------------------------------- 
 TIME      DEC          JAN           FEB           MAR   
-------------------------------------------------------------  
 1000 141.50/143.50 172.50/174.50 198.50/200.50 225.00/227.00
 1100 140.50/142.50 171.50/173.50 197.50/199.50 223.50/225.50
 1200 140.00/142.00 171.00/173.00 196.50/198.50 222.50/224.50
 1300 140.50/142.50 171.00/173.00 196.50/198.50 222.50/224.50
 1400 140.50/142.50 171.00/173.00 196.50/198.50 222.50/224.50
 1500 140.00/142.00 170.50/172.50 196.00/198.00 222.00/224.00
 1600 141.00/143.00 171.50/173.50 197.00/199.00 223.00/225.00
 1715 140.50/142.50 171.00/173.00 197.00/199.00 223.00/225.00
                          (C1osing Aug 16)
 1715 143.00/145.00 174.00/176.00 200.50/202.50 227.00/229.00
------------------------------------------------------------- 
 TIME      APR          MAY           JUN           JUL   
-------------------------------------------------------------- 
 1000 258.00/260.00 283.00/285.00 305.50/307.50  329.00/331.00
 1100 256.50/258.50 281.00/283.00 303.50/305.50  327.00/329.00
 1200 255.50/257.50 280.00/282.00 302.50/304.50  326.00/328.00  
 1300 255.50/257.50 280.00/282.00 302.00/304.00  325.50/327.50  
 1400 255.00/257.00 279.50/281.50 302.00/304.00  325.00/327.00  
 1500 255.00/257.00 279.50/281.50 302.00/304.00  325.00/327.00  
 1600 256.00/258.00 280.50/282.50 303.00/305.00  326.00/328.00  
 1715 255.50/257.50 280.00/282.00 302.50/304.50  326.00/328.00  
                          (C1osing Aug 16)
 1715 260.00/262.00 285.00/287.00 308.00/310.00  331.50/333.50
--------------------------------------------------------------
 TIME  1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH   
-------------------------------------------------------------- 
 1000  7.63%   7.47%    7.30%      7.16%     7.05%   6.91%
 1100  7.52%   7.37%    7.23%      7.10%     7.00%   6.87%
 1200  7.52%   7.38%    7.23%      7.08%     6.98%   6.84%
 1300  7.63%   7.44%    7.28%      7.12%     7.00%   6.85%
 1400  7.63%   7.44%    7.27%      7.11%     6.99%   6.84%
 1500  7.58%   7.39%    7.24%      7.08%     6.97%   6.82%
 1600  7.67%   7.44%    7.27%      7.13%     7.01%   6.86%
 1715  7.53%   7.41%    7.26%      7.10%     6.98%   6.85%
                          (C1osing Aug 16)
 1715  7.59%   7.45%    7.32%      7.18%     7.06%   6.93%
-------------------------------------------------------------- 
 TIME  7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH  
-------------------------------------------------------------- 
 1000  6.81%   6.77%    6.64%      6.50%    6.35%   6.22%
 1100  6.76%   6.73%    6.60%      6.45%    6.31%   6.18%
 1200  6.74%   6.70%    6.57%      6.43%    6.29%   6.16%
 1300  6.75%   6.71%    6.58%      6.43%    6.29%   6.16%
 1400  6.74%   6.70%    6.57%      6.42%    6.28%   6.15%
 1500  6.72%   6.69%    6.57%      6.42%    6.28%   6.15%
 1600  6.75%   6.71%    6.59%      6.44%    6.29%   6.16%
 1715  6.75%   6.70%    6.57%      6.43%    6.29%   6.16%
                          (C1osing Aug 16)
 1715  6.84%   6.79%    6.66%      6.53%    6.37%   6.24%
-------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 55.7300/55.7400 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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