December 17, 2015 / 4:37 AM / in 2 years

India fwd/annualised dlr premia-(closing)-Dec 17

Cash Spot        Cash Tom         Tom Next    
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
 1000         03.60/05.60     00.90/01.40       02.70/04.20
                 04.93%          04.93%            04.93%
                                (Dec 16)               
 1000         01.80/02.80     00.90/01.40       00.90/01.40
                 04.91%          04.91%            04.91%
---------------------------------------------------------------
 TIME      DEC           JAN            FEB           MAR 
---------------------------------------------------------------
 1000  11.00/12.50    44.00/46.00    79.00/81.00   114.00/116.00
 1100  11.00/12.50    44.00/46.00    79.00/81.00   114.00/116.00
 1200  10.50/12.00    43.50/45.50    78.50/80.50   113.50/115.50
 1300  10.50/12.00    43.50/45.50    78.50/80.50   113.50/115.50
 1400  10.50/12.00    43.50/45.50    78.75/80.75   113.75/115.75
 1500  10.50/12.00    43.50/45.50    78.50/80.50   113.50/115.50
 1600  10.50/12.00    43.50/45.50    78.50/80.50   113.50/115.50
 1715  10.50/12.00    43.50/45.50    78.50/80.50   113.50/115.50
                          (C1osing Dec 16)
 1715  14.00/15.50    47.25/49.25    82.50/84.50   117.50/119.50
----------------------------------------------------------------
 TIME     APR            MAY            JUN             JUL
----------------------------------------------------------------
 1000 153.00/155.00  189.00/191.00  222.50/224.50  255.00/257.00
 1100 153.00/155.00  189.00/191.00  222.50/224.50  255.00/257.00
 1200 152.50/154.50  188.25/190.25  221.75/223.75  254.25/256.25
 1300 152.50/154.50  188.25/190.20  221.75/223.70  254.25/256.20
 1400 152.75/154.75  188.50/190.50  222.00/224.00  254.50/256.50
 1500 152.50/154.50  188.00/190.00  221.50/223.50  254.00/256.00
 1600 152.50/154.50  188.25/190.25  221.75/223.75  254.25/256.25
 1715 152.50/154.50  188.00/190.00  221.50/223.50  254.00/256.00
                          (C1osing Dec 16)
 1715 156.50/158.50  192.50/194.50  226.25/228.25  259.00/261.00
--------------------------------------------------------------- 
 TIME      AUG            SEP            OCT            NOV
--------------------------------------------------------------- 
 1000 292.75/294.75  327.50/329.50  359.50/361.50  397.50/399.50
 1100 292.75/294.75  327.50/329.50  359.50/361.50  397.50/399.50
 1200 292.00/294.00  326.75/328.75  359.00/361.00  397.00/399.00
 1300 292.00/294.00  326.75/328.70  359.00/361.00  397.00/399.00
 1400 292.00/294.00  326.75/328.75  359.00/361.00  397.00/399.00
 1500 291.75/293.70  326.50/328.50  358.50/360.50  396.50/398.50
 1600 292.00/294.00  326.75/328.75  359.00/361.00  397.00/399.00
 1715 291.75/293.75  326.50/328.50  358.75/360.75  397.00/399.00
                          (C1osing Dec 16)
 1715 296.75/298.75  331.75/333.75  364.00/366.00  402.00/404.00
----------------------------------------------------------------
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
----------------------------------------------------------------
 1000   6.33%   6.27%    6.24%      6.43%     6.44%   6.39%
 1100   6.33%   6.27%    6.24%      6.43%     6.44%   6.39%
 1200   6.24%   6.22%    6.21%      6.41%     6.41%   6.37%
 1300   6.24%   6.22%    6.21%      6.41%     6.41%   6.36%
 1400   6.25%   6.25%    6.23%      6.43%     6.43%   6.38%
 1500   6.25%   6.23%    6.22%      6.42%     6.42%   6.37%
 1600   6.26%   6.24%    6.23%      6.42%     6.42%   6.43%
 1715   6.26%   6.24%    6.23%      6.43%     6.43%   6.38%
                          (C1osing Dec 16)
 1715   6.27%   6.26%    6.24%      6.40%     6.44%   6.39%
---------------------------------------------------------------
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   6.35%   6.34%    6.33%      6.33%     6.33%   6.31%
 1100   6.35%   6.34%    6.34%      6.33%     6.33%   6.31%
 1200   6.33%   6.32%    6.32%      6.32%     6.32%   6.30%
 1300   6.33%   6.32%    6.32%      6.32%     6.32%   6.30%
 1400   6.35%   6.33%    6.33%      6.33%     6.33%   6.31%
 1500   6.34%   6.32%    6.32%      6.32%     6.32%   6.30%
 1600   6.38%   6.35%    6.33%      6.33%     6.33%   6.32%
 1715   6.35%   6.33%    6.34%      6.34%     6.34%   6.32%
                          (C1osing Dec 16)
 1715   6.36%   6.34%    6.34%      6.34%     6.34%   6.32%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.4225/66.4325 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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