December 8, 2016 / 4:53 AM / in a year

RPT-India fwd/annualised dlr premia-(close)-Dec 8

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000         03.50/06.50     00.50/01.50      03.00/05.00      
                03.79%           02.71%           04.06% 
                               (Dec 7)            
 1000         01.00/03.00     00.50/01.50      00.50/01.50      
                02.69%           02.69%           02.69% 
---------------------------------------------------------------
 TIME      DEC            JAN           FEB           MAR
---------------------------------------------------------------
 1000  13.00/15.50    40.00/42.00    60.75/62.75    84.50/86.50
 1100  12.50/14.00    39.50/41.50    61.00/63.00    84.00/86.00
 1200  13.00/14.50    40.00/42.00    61.50/63.50    84.50/86.50
 1300  13.00/14.50    40.00/42.00    62.00/64.00    85.00/87.00
 1400  12.50/14.50    39.50/41.50    61.00/63.00    84.50/86.50
 1500  12.50/14.50    39.00/41.00    60.50/62.50    84.00/86.00
 1600  13.50/14.50    40.50/42.50    62.00/64.00    85.50/87.50
 1715  13.50/14.50    40.50/42.50    62.50/64.50    86.00/88.00
                          (Closing Dec 7)
 1715  14.50/16.00    41.00/43.00    61.50/63.50    84.00/86.00
----------------------------------------------------------------
 TIME      APR            MAY           JUN           JUL
----------------------------------------------------------------
 1000 111.00/113.00  136.00/138.00  160.00/162.00  185.00/187.00
 1100 111.00/113.00  136.50/138.50  160.50/162.50  185.50/187.50
 1200 111.00/113.00  136.50/138.50  160.50/162.50  185.50/187.50
 1300 112.50/114.50  138.50/140.50  162.50/164.50  187.00/189.00
 1400 111.50/113.50  137.50/139.50  161.50/163.50  186.50/188.50
 1500 111.00/113.00  137.00/139.00  161.00/163.00  186.00/188.00
 1600 112.50/114.50  138.50/140.50  162.50/164.50  187.50/189.50
 1715 113.00/115.00  139.50/141.50  164.00/166.00  189.50/191.50
                         (Closing Dec 7)
 1715 110.50/112.50  136.00/138.00  160.00/162.00  184.50/186.50
---------------------------------------------------------------
 TIME      AUG        SEP          OCT           NOV
---------------------------------------------------------------
 1000 210.00/212.00  234.00/236.00  260.00/262.00  284.50/286.50
 1100 210.50/212.50  234.50/236.50  260.00/262.00  284.50/286.50
 1200 210.50/212.50  234.50/236.50  260.00/262.00  284.50/286.50
 1300 212.00/214.00  236.00/238.00  262.00/264.00  286.00/288.00
 1400 211.00/213.50  235.00/237.00  260.50/262.50  285.00/287.00
 1500 211.00/213.00  234.50/236.50  260.00/262.00  284.00/286.00
 1600 212.50/214.50  236.00/238.00  262.00/264.00  286.50/288.50
 1715 214.50/216.50  238.50/240.50  264.00/266.00  288.50/290.50
                         (Closing Dec 7)
 1715 209.00/211.00  232.50/234.50  258.00/260.00  282.50/284.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.53%    4.42%    4.31%      4.37%     4.42%   4.38%
 1100   4.39%    4.41%    4.30%      4.36%     4.43%   4.40%
 1200   4.48%    4.45%    4.34%      4.38%     4.43%   4.40%
 1300   4.48%    4.47%    4.37%      4.42%     4.49%   4.46%
 1400   4.42%    4.41%    4.32%      4.39%     4.46%   4.43%
 1500   4.39%    4.37%    4.29%      4.37%     4.44%   4.42%
 1600   4.55%    4.50%    4.38%      4.44%     4.49%   4.46%
 1715   4.55%    4.52%    4.41%      4.46%     4.52%   4.50%
                         (Closing Dec 7)
 1715   4.11%    4.23%    4.14%      4.18%     4.29%   4.28%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.38%    4.37%    4.38%      4.38%     4.39%   4.39%
 1100   4.39%    4.39%    4.39%      4.39%     4.39%   4.39%
 1200   4.39%    4.39%    4.39%      4.39%     4.39%   4.40%
 1300   4.48%    4.47%    4.37%      4.42%     4.49%   4.46%
 1400   4.42%    4.41%    4.41%      4.40%     4.40%   4.40%
 1500   4.41%    4.40%    4.40%      4.40%     4.39%   4.39%
 1600   4.45%    4.44%    4.43%      4.43%     4.43%   4.43%
 1715   4.49%    4.48%    4.47%      4.47%     4.46%   4.46%
                         (Closing Dec 7)
 1715   4.28%    4.28%    4.28%      4.29%     4.29%   4.30%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.3500/67.3600 rupees)
           
  Note: Figures in brackets indicate negative values.    
    
    Premiums have been given in paise and annualised p4emiums   
 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, Bank of  India, Union Bank of India, Axis
Bank,State Bank Of India, 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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