December 20, 2016 / 4:45 AM / a year ago

RPT-India fwd/annualised dlr premia-(close)-Dec 20

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000         01.00/03.00     00.50/01.50      00.50/01.50      
                02.69%           02.69%           02.69% 
                               (Dec 19)            
 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  05.00/06.50    31.50/33.50    53.50/55.50    77.50/79.50
 1100  05.00/06.50    31.00/33.00    53.00/55.00    77.00/79.00
 1200  05.00/06.50    31.00/33.00    53.00/55.00    77.00/79.00
 1300  05.00/06.50    31.00/33.00    53.00/55.00    77.00/79.00
 1400  05.00/06.50    30.75/32.75    52.50/54.50    76.50/78.50
 1500  05.00/06.50    31.00/33.00    53.00/55.00    77.00/79.00
 1600  05.00/06.50    31.00/33.00    53.00/55.00    77.00/79.00
 1715  05.00/06.50    31.00/33.00    53.00/55.00    77.00/79.00
                       (Closing Dec 19)
 1715  06.00/07.50    32.50/34.50    54.75/56.75    79.00/81.00
----------------------------------------------------------------
 TIME      APR            MAY           JUN           JUL
----------------------------------------------------------------
 1000 106.00/108.00  132.00/134.00  156.00/158.00  180.50/182.50
 1100 105.50/107.50  131.50/133.50  155.00/157.00  179.50/181.50
 1200 105.50/107.50  131.50/133.50  155.00/157.00  179.25/181.20
 1300 105.50/107.50  131.50/133.50  155.00/157.00  179.50/181.50
 1400 105.00/107.00  131.00/133.00  154.50/156.50  179.00/181.00
 1500 105.50/107.50  131.50/133.50  155.50/157.50  180.00/182.00
 1600 105.50/107.50  131.50/133.50  155.50/157.50  180.00/182.00
 1715 105.50/107.50  131.50/133.50  155.50/157.50  180.00/182.00
                       (Closing Dec 19)
 1715 108.00/110.00  134.50/136.50  158.50/160.50  183.00/185.00
---------------------------------------------------------------
 TIME      AUG        SEP          OCT           NOV
---------------------------------------------------------------
 1000 205.00/207.00  228.00/230.00  253.50/255.50  277.50/279.50
 1100 204.00/206.00  227.00/229.00  252.00/254.00  276.00/278.00
 1200 203.50/205.50  226.50/228.50  251.50/253.50  275.50/277.50
 1300 204.00/206.00  227.00/229.00  252.00/254.00  276.00/278.00
 1400 203.50/205.50  226.50/228.50  252.00/254.00  276.00/278.00
 1500 204.50/206.50  227.50/229.50  253.00/255.00  277.00/279.00
 1600 204.50/206.50  228.00/230.00  253.50/255.50  277.50/279.50
 1715 204.50/206.50  228.00/230.00  253.50/255.50  277.50/279.50
                       (Closing Dec 19)
 1715 207.50/209.50  230.50/232.50  256.00/258.00  280.00/282.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.34%    4.32%    4.28%      4.50%     4.49%   4.45%
 1100   4.28%    4.28%    4.25%      4.48%     4.47%   4.43%
 1200   4.27%    4.27%    4.24%      4.48%     4.46%   4.42%
 1300   4.27%    4.27%    4.24%      4.48%     4.46%   4.42%
 1400   4.24%    4.23%    4.21%      4.45%     4.45%   4.41%
 1500   4.27%    4.27%    4.24%      4.47%     4.46%   4.43%
 1600   4.26%    4.27%    4.23%      4.47%     4.46%   4.42%
 1715   4.26%    4.26%    4.23%      4.47%     4.46%   4.42%
                       (Closing Dec 19)
 1715   4.37%    4.35%    4.31%      4.52%     4.54%   4.50%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.43%    4.41%    4.39%      4.38%     4.37%   4.38%
 1100   4.40%    4.38%    4.37%      4.35%     4.35%   4.35%
 1200   4.39%    4.37%    4.35%      4.34%     4.33%   4.34%
 1300   4.39%    4.38%    4.36%      4.35%     4.34%   4.35%
 1400   4.38%    4.37%    4.35%      4.35%     4.34%   4.35%
 1500   4.40%    4.38%    4.37%      4.36%     4.35%   4.36%
 1600   4.40%    4.38%    4.37%      4.36%     4.36%   4.36%
 1715   4.40%    4.38%    4.37%      4.36%     4.36%   4.36%
                       (Closing Dec 19)
 1715   4.47%    4.44%    4.42%      4.40%     4.40%   4.40%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.0300/68.0400 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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