December 17, 2015 / 3:31 AM / 2 years ago

RPT-India fwd/annualised dlr premia-(close)-Dec 16

Cash Spot        Cash Tom         Tom Next    
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
 1000         01.80/02.80     00.90/01.40       00.90/01.40
                 04.91%          04.91%            04.91%
                                (Dec 15)               
 1000         01.80/02.80     00.90/01.40       00.90/01.40
                 04.90%          04.90%            04.90%
---------------------------------------------------------------
 TIME      DEC           JAN            FEB           MAR 
---------------------------------------------------------------
 1000  14.00/15.50    47.50/49.50    82.75/84.75   118.00/120.00
 1100  14.50/15.50    48.00/49.50    83.25/85.25   118.50/120.50
 1200  14.00/15.50    47.50/49.00    82.75/84.75   118.00/120.00
 1300  14.00/15.50    47.50/49.00    82.75/84.75   118.00/120.00
 1400  14.00/15.50    47.50/49.00    82.75/84.75   118.00/120.00
 1500  14.00/15.50    47.50/49.00    82.50/84.50   117.50/119.50
 1600  14.00/15.50    47.50/49.50    82.50/84.50   117.50/119.50
 1715  14.00/15.50    47.25/49.25    82.50/84.50   117.50/119.50
                         (C1osing Dec 15)
 1715  15.25/16.75    48.75/50.75    84.25/86.25   119.50/121.50
----------------------------------------------------------------
 TIME     APR            MAY            JUN             JUL
----------------------------------------------------------------
 1000 156.50/158.50  192.50/194.50  226.25/228.20  259.00/261.00
 1100 157.00/159.00  193.00/195.00  227.00/229.00  260.00/262.00
 1200 157.00/159.00  193.00/195.00  227.00/229.00  260.00/262.00
 1300 157.00/159.00  193.00/195.00  227.00/229.00  260.00/262.00
 1400 157.00/159.00  193.00/195.00  227.00/229.00  260.00/262.00
 1500 156.50/158.50  192.50/194.50  226.50/228.50  259.25/261.20
 1600 156.50/158.50  192.50/194.50  226.25/228.20  259.00/261.00
 1715 156.50/158.50  192.50/194.50  226.25/228.25  259.00/261.00
                         (C1osing Dec 15)
 1715 158.50/160.50  194.50/196.50  228.25/230.25  261.00/263.00
--------------------------------------------------------------- 
 TIME      AUG            SEP            OCT            NOV
--------------------------------------------------------------- 
 1000 297.00/299.00  332.00/334.00  364.00/366.00  402.00/404.00
 1100 297.75/299.75  332.25/334.25  364.50/366.50  402.50/404.50
 1200 298.00/300.00  333.00/335.00  365.00/367.00  403.00/405.00
 1300 298.00/300.00  333.00/335.00  365.00/367.00  403.00/405.00
 1400 298.00/300.00  333.00/335.00  365.00/367.00  403.00/405.00
 1500 297.25/299.20  332.25/334.20  364.50/366.50  402.50/404.50
 1600 297.00/299.00  332.00/334.00  364.00/366.00  402.00/404.00
 1715 296.75/298.75  331.75/333.75  364.00/366.00  402.00/404.00
                         (C1osing Dec 15)
 1715 299.00/301.00  334.00/336.00  366.00/368.00  404.00/406.00
----------------------------------------------------------------
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
----------------------------------------------------------------
 1000   6.29%   6.27%    6.25%      6.39%     6.42%   6.37%
 1100   6.33%   6.31%    6.28%      6.42%     6.44%   6.39%
 1200   6.26%   6.27%    6.25%      6.41%     6.44%   6.39%
 1300   6.26%   6.27%    6.25%      6.41%     6.44%   6.39%
 1400   6.26%   6.26%    6.25%      6.41%     6.44%   6.39%
 1500   6.26%   6.25%    6.23%      6.39%     6.42%   6.38%
 1600   6.30%   6.27%    6.24%      6.39%     6.43%   6.38%
 1715   6.27%   6.26%    6.24%      6.40%     6.44%   6.39%
                         (C1osing Dec 15)
 1715   6.30%   6.29%    6.27%      6.42%     6.45%   6.40%
---------------------------------------------------------------
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   6.34%   6.33%    6.33%      6.33%     6.32%   6.30%
 1100   6.37%   6.35%    6.34%      6.33%     6.33%   6.31%
 1200   6.37%   6.36%    6.35%      6.35%     6.34%   6.32%
 1300   6.37%   6.36%    6.35%      6.35%     6.34%   6.32%
 1400   6.37%   6.35%    6.35%      6.35%     6.34%   6.32%
 1500   6.35%   6.34%    6.34%      6.34%     6.33%   6.31%
 1600   6.35%   6.34%    6.34%      6.34%     6.33%   6.31%
 1715   6.36%   6.34%    6.34%      6.34%     6.34%   6.32%
                         (C1osing Dec 15)
 1715   6.36%   6.34%    6.34%      6.34%     6.33%   6.31%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.7300/66.7400 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 Andhra Bank, Bank Of Baroda,Canara Bank, Syndicate Bank,
ICICI Bank, Credit Agricole CIB, Standard Chartered, HDFC Bank,
Indusind Bank,Corporation Bank, Bank of  India, 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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