December 27, 2016 / 4:41 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 27

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        01.00/03.00      00.25/01.25      00.50/01.50
               02.69%            01.34%          02.69%
                               (Dec 26)            
 1000            N/A              N/A          00.50/01.50     
                 N/A              N/A             02.69% 
---------------------------------------------------------------
 TIME      DEC            JAN           FEB           MAR
---------------------------------------------------------------
 1000  00.25/01.25    25.00/27.00    47.75/49.75    72.50/74.50
 1100  00.25/01.25    25.50/27.50    48.50/50.50    73.50/75.50
 1200  00.25/01.25    25.00/27.00    48.00/50.00    73.00/75.00
 1300  00.00/01.00    24.00/26.00    47.00/49.00    72.00/74.00
 1400  00.00/01.00    23.50/25.50    46.75/48.75    72.00/74.00
 1500  00.00/01.00    24.00/26.00    47.25/48.25    72.50/74.50
 1600  00.00/01.00    23.75/25.75    46.50/48.50    71.50/73.50
 1715  00.00/01.00    23.50/25.50    46.25/48.25    71.25/73.25
                         (Closing Dec 26)
 1715  01.00/02.00    27.00/29.00    50.00/52.00    75.00/77.00
----------------------------------------------------------------
 TIME      APR            MAY           JUN           JUL
----------------------------------------------------------------
 1000 103.50/105.50  130.00/132.00  154.00/156.00  179.00/181.00
 1100 105.00/107.00  131.50/133.50  156.00/158.00  181.00/183.00
 1200 105.00/107.00  131.50/133.50  155.50/157.50  180.50/182.50
 1300 103.00/105.00  129.50/131.50  153.50/155.50  178.00/180.00
 1400 103.00/105.00  129.50/131.50  153.50/155.50  178.00/180.00
 1500 103.00/105.00  129.50/131.50  154.00/156.00  179.00/181.00
 1600 101.50/103.50  128.00/130.00  152.50/154.50  177.50/179.50
 1715 101.25/103.25  128.00/130.00  152.50/154.50  177.50/179.50
                        (Closing Dec 26)
 1715 106.50/108.50  133.00/135.00  157.50/159.50  182.50/184.50
---------------------------------------------------------------
 TIME      AUG        SEP          OCT           NOV
---------------------------------------------------------------
 1000 203.50/205.50  226.50/228.50  252.00/254.00  276.00/278.00
 1100 205.50/207.50  228.50/230.50  254.00/256.00  278.00/280.00
 1200 205.00/207.00  228.50/230.50  254.00/256.00  278.00/280.00
 1300 202.50/204.50  225.50/227.50  251.00/253.00  275.00/277.00
 1400 202.50/204.50  225.50/227.50  251.00/253.00  275.00/277.00
 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 202.00/204.00  225.00/227.00  250.50/252.50  274.50/276.50
                          (Closing Dec 26)
 1715 207.00/209.00  230.00/232.00  255.50/257.50  279.50/281.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.24%    4.30%    4.30%      4.68%     4.61%   4.56%
 1100   4.32%    4.36%    4.35%      4.75%     4.66%   4.61%
 1200   4.23%    4.31%    4.32%      4.74%     4.65%   4.59%
 1300   4.06%    4.22%    4.26%      4.65%     4.58%   4.53%
 1400   3.98%    4.20%    4.26%      4.65%     4.58%   4.53%
 1500   4.07%    4.21%    4.29%      4.66%     4.58%   4.55%
 1600   4.02%    4.18%    4.23%      4.58%     4.53%   4.50%
 1715   3.98%    4.15%    4.21%      4.57%     4.52%   4.50%
                         (Closing Dec 26)
 1715   4.44%    4.43%    4.40%      4.79%     4.69%   4.64%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.52%    4.49%    4.47%      4.45%     4.43%   4.44%
 1100   4.57%    4.53%    4.50%      4.48%     4.46%   4.46%
 1200   4.55%    4.52%    4.50%      4.47%     4.46%   4.46%
 1300   4.49%    4.46%    4.44%      4.42%     4.41%   4.41%
 1400   4.49%    4.46%    4.44%      4.42%     4.41%   4.41%
 1500   4.52%    4.49%    4.46%      4.44%     4.43%   4.43%
 1600   4.48%    4.45%    4.43%      4.41%     4.40%   4.40%
 1715   4.47%    4.44%    4.42%      4.41%     4.40%   4.40%
                         (Closing Dec 26)
 1715   4.60%    4.56%    4.53%      4.50%     4.49%   4.48%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.0650/68.0750 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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