December 30, 2016 / 4:42 AM / 9 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 30

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        00.00/01.50      00.00/01.50           N/A  
               00.00%            00.00%             N/A  
                               (Dec 29)            
 1000        00.50/03.50      00.00/01.00      00.50/02.50     
               00.54%            00.00%           00.67% 
---------------------------------------------------------------
 TIME      JAN           FEB           MAR            APR
---------------------------------------------------------------
 1000  18.00/19.50    40.50/42.50    65.00/67.00   95.00/97.00
 1100  18.00/19.50    40.50/42.50    65.00/67.00   95.50/97.50
 1200  18.50/20.00    41.00/43.00    65.50/67.50   96.50/98.50
 1300  18.50/20.00    41.00/43.00    65.50/67.50   96.50/98.50
 1400  18.00/20.00    41.00/43.00    66.00/68.00   97.00/99.00
 1500  18.50/20.00    41.00/43.00    65.50/67.50   96.50/98.50
 1600  18.50/20.50    41.25/43.25    66.00/68.00   97.00/99.00
 1715  18.00/20.00    41.00/43.00    66.00/68.00   97.00/99.00
                          (Closing Dec 29)
 1715  17.50/19.50    40.25/42.25    65.00/67.00   95.50/97.50
----------------------------------------------------------------
 TIME      MAY           JUN           JUL            AUG
----------------------------------------------------------------
 1000 121.50/123.50  145.00/147.00  169.50/171.50  193.50/195.50
 1100 122.00/124.00  146.00/148.00  170.50/172.50  194.50/196.50
 1200 123.00/125.00  147.00/149.00  171.50/173.50  195.50/197.50
 1300 123.00/125.00  147.00/149.00  171.50/173.50  195.50/197.50
 1400 123.00/125.00  147.00/149.00  171.00/173.00  195.00/197.00
 1500 123.00/125.00  147.00/149.00  171.50/173.50  195.50/197.50
 1600 123.50/125.50  148.00/150.00  172.00/174.00  196.00/198.00
 1715 123.50/125.50  147.50/149.50  172.00/174.00  196.00/198.00
                         (Closing Dec 29)
 1715 122.00/124.00  146.00/148.00  170.50/172.50  194.50/196.50
----------------------------------------------------------------
 TIME      SEP          OCT           NOV            DEC
----------------------------------------------------------------
 1000 216.00/218.00  241.00/243.00  265.00/267.00  289.00/291.00
 1100 217.00/219.00  242.00/244.00  266.00/268.00  290.00/292.00
 1200 218.00/220.00  243.50/245.50  267.50/269.50  291.50/293.50
 1300 218.00/220.00  243.00/245.00  267.00/269.00  291.00/293.00
 1400 217.00/219.00  243.00/245.00  267.00/269.00  290.00/292.00
 1500 218.00/220.00  243.50/245.50  267.50/269.50  291.50/293.50
 1600 218.50/220.50  243.50/245.50  267.50/269.50  291.50/293.50
 1715 218.50/220.50  244.00/246.00  268.00/270.00  292.00/294.00
                         (Closing Dec 29)
 1715 217.00/219.00  242.00/244.00  266.00/268.00  290.00/292.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.67%    3.99%    4.13%      4.48%     4.44%   4.40% 
 1100   3.67%    3.99%    4.13%      4.50%     4.46%   4.43%
 1200   3.76%    4.04%    4.17%      4.54%     4.49%   4.46%
 1300   3.76%    4.04%    4.17%      4.54%     4.49%   4.46%
 1400   3.72%    4.05%    4.20%      4.57%     4.50%   4.46%
 1500   3.76%    4.04%    4.17%      4.55%     4.50%   4.47%
 1600   3.80%    4.07%    4.20%      4.57%     4.52%   4.49%
 1715   3.72%    4.05%    4.20%      4.57%     4.51%   4.48%
                         (Closing Dec 29)
 1715   3.62%    3.96%    4.12%      4.49%     4.45%   4.42%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.38%    4.35%    4.33%      4.32%     4.32%   4.33% 
 1100   4.40%    4.37%    4.35%      4.34%     4.33%   4.34%
 1200   4.43%    4.39%    4.37%      4.36%     4.36%   4.37%
 1300   4.43%    4.39%    4.37%      4.35%     4.35%   4.36%
 1400   4.42%    4.38%    4.36%      4.36%     4.35%   4.35%
 1500   4.43%    4.40%    4.38%      4.37%     4.36%   4.37%
 1600   4.44%    4.41%    4.38%      4.36%     4.36%   4.37%
 1715   4.44%    4.41%    4.38%      4.37%     4.37%   4.37% 
                          (Closing Dec 29)
 1715   4.39%    4.36%    4.34%      4.33%     4.32%   4.33%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.9200/67.9300 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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