  High precision radial velocity (RV) measurements in the near infrared are on
high demand, especially in the context of exoplanet search campaigns shifting
their interest to late type stars in order to detect planets with ever lower
mass or targeting embedded pre-main-sequence objects.
  ESO is offering a new spectrograph at the VLT -- CRIRES -- designed for high
resolution near-infrared spectroscopy with a comparably broad wavelength
coverage and the possibility to use gas-cells to provide a stable RV
zero-point.
  We investigate here the intrinsic short-term RV stability of CRIRES, both
with gas-cell calibration data and on-sky measurements using the absorption
lines of the Earth's atmosphere imprinted in the source spectrum as a local RV
rest frame. Moreover, we also investigate for the first time the intrinsic
stability of telluric lines at 4100 nm for features originating in the lower
troposphere.
  Our analysis of nearly 5 hours of consecutive observations of MS Vel, a M2II
bright giant centred at two SiO first overtone band-heads at 4100 nm,
demonstrates that the intrinsic short-term stability of CRIRES is very high,
showing only a slow and fully compensateable drift of up to 60 m/s after 4.5
hours. The radial velocity of the telluric lines is constant down to a level of
approx. +/- 10 m/s (or 7/1000 of one pixel). Utilising the same telluriclines
as a rest frame for our radial velocity measurements of the science target, we
obtain a constant RV with a precision of approx. +/- 20 m/s for MS Vel as
expected for a M-giant.
