December 22, 2016 / 4:42 AM / a year ago

RPT-India fwd/annualised dlr premia-(close)-Dec 22

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000         02.50/05.50     00.50/01.50      02.00/04.00      
                02.69%           02.69%           02.69% 
                               (Dec 21)            
 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  01.00/02.50    26.00/28.00    48.00/50.00    72.00/74.00
 1100  01.00/02.50    25.50/27.50    47.50/49.50    71.50/73.50
 1200  01.00/02.50    26.00/28.00    48.00/50.00    72.00/74.00
 1300  01.50/02.50    26.50/28.50    48.50/50.50    72.50/74.50
 1400  01.50/02.50    26.50/28.50    48.50/50.50    72.50/74.50
 1500  01.50/02.50    26.00/28.00    48.00/50.00    72.50/74.50
 1600  01.25/02.75    26.25/28.25    48.50/50.50    73.00/75.00
 1715  01.25/02.25    26.25/28.25    48.50/50.50    73.00/75.00
                        (Closing Dec 21)
 1715  04.00/05.00    29.50/31.50    51.50/53.50    75.50/77.50
----------------------------------------------------------------
 TIME      APR            MAY           JUN           JUL
----------------------------------------------------------------
 1000 100.50/102.50  126.50/128.50  150.50/152.50  175.00/177.00
 1100 100.00/102.00  126.00/128.00  150.00/152.00  174.50/176.50
 1200 100.50/102.50  126.75/128.75  150.50/152.50  175.00/177.00
 1300 101.50/103.50  128.00/130.00  151.50/153.50  176.00/178.00
 1400 101.50/103.50  128.00/130.00  151.50/153.50  176.00/178.00
 1500 101.50/103.50  128.00/130.00  151.50/153.50  176.00/178.00
 1600 102.00/104.00  128.00/130.00  151.50/153.50  176.00/178.00
 1715 102.00/104.00  128.50/130.50  152.50/154.50  177.00/179.00
                        (Closing Dec 21)
 1715 104.00/106.00  130.00/132.00  154.00/156.00  178.50/180.50
---------------------------------------------------------------
 TIME      AUG        SEP          OCT           NOV
---------------------------------------------------------------
 1000 199.50/201.50  222.50/224.50  248.00/250.00  272.00/274.00
 1100 199.00/201.00  222.00/224.00  247.50/249.50  271.50/273.50
 1200 199.50/201.50  223.00/225.00  248.50/250.50  272.50/274.50
 1300 200.50/202.50  223.50/225.50  249.00/251.00  273.00/275.00
 1400 200.50/202.50  223.50/225.50  249.00/251.00  273.00/275.00
 1500 200.50/202.50  223.50/225.50  249.00/251.00  273.00/275.00
 1600 200.50/202.50  223.50/225.50  249.00/251.00  273.00/275.00
 1715 201.50/203.50  225.00/227.00  250.50/252.50  274.50/276.50
                         (Closing Dec 21)
 1715 203.00/205.00  226.00/228.00  251.50/253.50  275.50/277.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.14%    4.18%    4.18%      4.47%     4.42%   4.41%
 1100   4.06%    4.14%    4.15%      4.44%     4.41%   4.39%
 1200   4.14%    4.18%    4.18%      4.46%     4.43%   4.41%
 1300   4.22%    4.22%    4.20%      4.51%     4.47%   4.43%
 1400   4.21%    4.22%    4.20%      4.50%     4.47%   4.43%
 1500   4.14%    4.18%    4.20%      4.51%     4.47%   4.43%
 1600   4.17%    4.22%    4.23%      4.52%     4.47%   4.43%
 1715   4.17%    4.22%    4.23%      4.52%     4.49%   4.46%
                        (Closing Dec 21)
 1715   4.16%    4.21%    4.20%      4.45%     4.44%   4.41%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.38%    4.37%    4.36%      4.35%     4.34%   4.35%
 1100   4.37%    4.35%    4.34%      4.34%     4.33%   4.34%
 1200   4.38%    4.37%    4.36%      4.36%     4.35%   4.36%
 1300   4.41%    4.39%    4.37%      4.36%     4.36%   4.36%
 1400   4.41%    4.38%    4.37%      4.36%     4.36%   4.36%
 1500   4.41%    4.38%    4.37%      4.36%     4.36%   4.36%
 1600   4.40%    4.38%    4.37%      4.36%     4.35%   4.36%
 1715   4.43%    4.40%    4.40%      4.39%     4.38%   4.38%
                        (Closing Dec 21)
 1715   4.39%    4.37%    4.36%      4.35%     4.35%   4.35%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.9850/67.9950 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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