December 13, 2016 / 4:47 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 13

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000         00.50/02.50     00.25/01.25      00.25/01.25      
                01.35%           01.35%           01.35% 
                               (Dec 9)            
 1000         02.25/05.25     02.00/04.00      00.25/01.25      
                02.43%           02.70%           01.35% 
---------------------------------------------------------------
 TIME      DEC            JAN           FEB           MAR
---------------------------------------------------------------
 1000  07.00/09.00    32.50/34.50    53.50/55.50    76.50/78.50
 1100  07.50/09.50    33.00/35.00    54.50/56.50    77.50/79.50
 1200  07.50/09.50    33.00/35.00    54.50/56.50    77.50/79.50
 1300  07.50/09.00    33.50/35.50    55.00/57.00    78.00/80.00
 1400  07.50/09.00    33.00/35.00    54.50/56.50    77.50/79.50
 1500  07.50/09.50    33.50/35.50    55.00/57.00    78.50/80.50
 1600  07.50/09.50    32.50/34.50    54.00/56.00    77.00/79.00
 1715  07.50/09.50    32.50/34.50    54.00/56.00    77.00/79.00
                           (Closing Dec 9)
 1715  10.50/12.50    36.50/38.50    58.00/60.00    81.50/83.50
----------------------------------------------------------------
 TIME      APR            MAY           JUN           JUL
----------------------------------------------------------------
 1000 102.00/104.00  127.00/129.00  150.50/152.50  174.50/176.50
 1100 103.50/105.50  128.50/130.50  152.00/154.00  176.00/178.00
 1200 103.50/105.50  128.50/130.50  152.00/154.00  176.00/178.00
 1300 104.00/106.00  129.50/131.50  153.00/155.00  177.00/179.00
 1400 104.00/106.00  129.50/131.50  153.00/155.00  177.50/179.50
 1500 105.50/107.50  131.50/133.50  155.00/157.00  179.50/181.50
 1600 104.00/106.00  130.00/132.00  153.50/155.50  178.00/180.00
 1715 103.50/105.50  129.00/131.00  152.50/154.50  176.50/178.50
                          (Closing Dec 9)
 1715 107.50/109.50  132.50/134.50  156.00/158.00  180.50/182.50
---------------------------------------------------------------
 TIME      AUG        SEP          OCT           NOV
---------------------------------------------------------------
 1000 198.50/200.50  222.00/224.00  247.00/249.00  270.50/272.50
 1100 200.00/202.00  223.00/225.00  248.00/250.00  272.00/274.00
 1200 200.00/202.00  223.00/225.00  248.00/250.00  272.00/274.00
 1300 201.00/203.00  224.00/226.00  249.00/251.00  273.00/275.00
 1400 201.50/203.50  224.50/226.50  249.50/251.50  273.50/275.50
 1500 203.50/205.50  226.50/228.50  252.00/254.00  276.00/278.00
 1600 202.00/204.00  225.00/227.00  250.50/252.50  274.50/276.50
 1715 200.50/202.50  223.50/225.50  249.00/251.00  273.00/275.00
                          (Closing Dec 9)
 1715 204.50/206.50  228.00/230.00  253.00/255.00  277.00/279.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.66%    3.91%    3.95%      4.09%     4.15%   4.15%
 1100   3.74%    3.97%    4.00%      4.15%     4.20%   4.20%
 1200   3.74%    3.97%    4.00%      4.15%     4.20%   4.20%
 1300   3.77%    4.01%    4.03%      4.17%     4.23%   4.23%
 1400   3.73%    3.97%    4.00%      4.16%     4.23%   4.23%
 1500   3.79%    4.01%    4.05%      4.22%     4.29%   4.29%
 1600   3.70%    3.93%    3.97%      4.15%     4.24%   4.24%
 1715   3.69%    3.92%    3.97%      4.13%     4.21%   4.21%
                          (Closing Dec 9)
 1715   4.16%    4.21%    4.19%      4.29%     4.32%   4.30%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.16%    4.17%    4.18%      4.19%     4.20%   4.21%
 1100   4.20%    4.20%    4.20%      4.21%     4.21%   4.23% 
 1200   4.20%    4.20%    4.20%      4.21%     4.21%   4.23% 
 1300   4.22%    4.22%    4.22%      4.23%     4.23%   4.24% 
 1400   4.23%    4.23%    4.23%      4.23%     4.24%   4.25%
 1500   4.28%    4.28%    4.27%      4.27%     4.28%   4.29%
 1600   4.24%    4.24%    4.24%      4.25%     4.25%   4.26%
 1715   4.21%    4.21%    4.21%      4.22%     4.23%   4.24%
                          (Closing Dec 9)
 1715   4.29%    4.29%    4.28%      4.29%     4.29%   4.30%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.5350/67.5450 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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