December 26, 2016 / 4:37 AM / 9 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 26

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000            N/A              N/A          00.50/01.50
                 N/A              N/A             02.69%
                               (Dec 23)            
 1000         01.00/03.00     01.00/03.00          N/A     
                01.34%           01.34%            N/A 
---------------------------------------------------------------
 TIME      DEC            JAN           FEB           MAR
---------------------------------------------------------------
 1000  01.00/02.00    26.50/28.50    49.00/51.00    73.50/75.50
 1100  01.00/02.00    26.25/28.25    48.50/50.50    73.00/75.00
 1200  01.25/02.25    26.50/28.50    49.50/51.50    73.50/75.50
 1300  01.25/02.25    27.25/29.25    50.00/52.00    74.50/76.50
 1400  01.25/02.25    27.00/29.00    50.00/52.00    75.50/77.50
 1500  01.00/03.00    27.00/29.00    50.00/52.00    75.00/77.00
 1600  01.25/02.25    26.50/28.50    50.00/52.00    75.50/77.50
 1715  01.00/02.00    27.00/29.00    50.00/52.00    75.00/77.00
                        (Closing Dec 23)
 1715  02.00/03.00    27.50/29.00    50.00/52.00    74.50/76.50
----------------------------------------------------------------
 TIME      APR            MAY           JUN           JUL
----------------------------------------------------------------
 1000 103.50/105.50  130.00/132.00  154.00/156.00  179.00/181.00
 1100 103.50/105.50  130.00/132.00  154.00/156.00  179.00/181.00
 1200 104.50/106.50  131.00/133.00  155.00/157.00  180.50/182.50
 1300 105.75/107.75  132.50/134.50  156.50/158.50  181.50/183.50
 1400 106.50/108.50  132.50/134.50  157.50/159.50  182.50/184.50
 1500 106.50/108.50  132.50/134.50  157.50/159.50  182.50/184.50
 1600 107.00/109.00  133.50/135.50  158.00/160.00  183.50/185.50
 1715 106.50/108.50  133.00/135.00  157.50/159.50  182.50/184.50
                        (Closing Dec 23)
 1715 104.50/106.50  131.00/133.00  155.00/157.00  180.00/182.00
---------------------------------------------------------------
 TIME      AUG        SEP          OCT           NOV
---------------------------------------------------------------
 1000 203.50/205.50  226.50/228.50  252.00/254.00  276.00/278.00
 1100 203.50/205.50  226.50/228.50  252.00/254.00  276.00/278.00
 1200 204.50/206.50  227.50/229.50  253.00/255.00  277.00/279.00
 1300 206.50/208.50  229.50/231.50  255.00/257.00  279.00/281.00
 1400 207.50/209.50  230.50/232.50  256.00/258.00  280.00/282.00
 1500 207.00/209.00  230.00/232.00  255.50/257.50  279.50/281.50
 1600 208.00/210.00  230.75/232.75  256.00/258.00  280.00/282.00
 1715 207.00/209.00  230.00/232.00  255.50/257.50  279.50/281.50
                         (Closing Dec 23)
 1715 204.50/206.50  227.50/229.50  253.00/255.00  277.00/279.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.35%    4.34%    4.31%      4.65%     4.58%   4.54%
 1100   4.31%    4.30%    4.28%      4.65%     4.58%   4.53%
 1200   4.35%    4.38%    4.31%      4.69%     4.61%   4.56%
 1300   4.47%    4.43%    4.37%      4.75%     4.67%   4.61%
 1400   4.43%    4.43%    4.43%      4.78%     4.67%   4.64%
 1500   4.44%    4.43%    4.40%      4.78%     4.67%   4.64%
 1600   4.36%    4.43%    4.43%      4.81%     4.71%   4.66%
 1715   4.44%    4.43%    4.40%      4.79%     4.69%   4.64%
                        (Closing Dec 23)
 1715   4.35%    4.36%    4.33%      4.64%     4.58%   4.54%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.51%    4.48%    4.45%      4.44%     4.42%   4.43%
 1100   4.51%    4.48%    4.45%      4.43%     4.42%   4.42%
 1200   4.54%    4.50%    4.47%      4.45%     4.44%   4.44%
 1300   4.57%    4.54%    4.51%      4.49%     4.47%   4.47%
 1400   4.60%    4.57%    4.53%      4.51%     4.49%   4.49%
 1500   4.60%    4.56%    4.52%      4.50%     4.48%   4.48%
 1600   4.62%    4.58%    4.54%      4.51%     4.49%   4.49%
 1715   4.60%    4.56%    4.53%      4.50%     4.49%   4.48%
                        (Closing Dec 23)
 1715   4.51%    4.48%    4.46%      4.44%     4.43%   4.43%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.7350/67.7450 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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