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RPT-India fwd/annualised dlr premia-(close)-Dec 9
December 9, 2016 / 4:52 AM / 9 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 9

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000         02.25/05.25     02.00/04.00      00.25/01.25      
                02.43%           02.70%           01.35% 
                               (Dec 8)            
 1000         03.50/06.50     00.50/01.50      03.00/05.00      
                03.79%           02.71%           04.06% 
---------------------------------------------------------------
 TIME      DEC            JAN           FEB           MAR
---------------------------------------------------------------
 1000  11.00/13.00    38.00/40.00    59.50/61.50    83.00/85.00
 1100  11.00/13.00    38.00/40.00    59.50/61.50    83.00/85.00
 1200  10.00/12.00    37.00/39.00    58.00/60.00    81.00/83.00
 1300  10.50/12.50    37.00/39.00    58.00/60.00    81.00/83.00
 1400  10.50/12.50    37.00/39.00    58.50/60.50    81.50/83.50
 1500  10.50/12.50    37.00/39.00    58.50/60.50    82.00/84.00
 1600  10.50/12.50    37.00/39.00    58.50/60.50    82.00/84.00
 1715  10.50/12.50    36.50/38.50    58.00/60.00    81.50/83.50
                           (Closing Dec 8)
 1715  13.50/14.50    40.50/42.50    62.50/64.50    86.00/88.00
----------------------------------------------------------------
 TIME      APR            MAY           JUN           JUL
----------------------------------------------------------------
 1000 109.50/111.50  135.00/137.00  159.00/161.00  184.00/186.00
 1100 109.50/111.50  135.00/137.00  158.50/160.50  183.25/185.25
 1200 107.00/109.00  132.50/134.50  156.50/158.50  181.00/183.00
 1300 107.50/109.50  133.00/135.00  157.00/159.00  181.50/183.50
 1400 108.00/110.00  133.50/135.50  157.50/159.50  182.00/184.00
 1500 108.50/110.50  134.00/136.00  158.00/160.00  182.50/184.50
 1600 108.50/110.50  134.00/136.00  158.00/160.00  182.50/184.50
 1715 107.50/109.50  132.50/134.50  156.00/158.00  180.50/182.50
                          (Closing Dec 8)
 1715 113.00/115.00  139.50/141.50  164.00/166.00  189.50/191.50
---------------------------------------------------------------
 TIME      AUG        SEP          OCT           NOV
---------------------------------------------------------------
 1000 209.00/211.00  232.50/234.50  258.00/260.00  282.50/284.50
 1100 208.00/210.00  231.50/233.50  257.00/259.00  281.00/283.00
 1200 205.00/207.00  228.50/230.50  254.00/256.00  278.00/280.00
 1300 206.00/208.00  229.50/231.50  254.50/256.50  278.50/280.50
 1400 206.50/208.50  230.00/232.00  255.00/257.00  279.00/281.00
 1500 207.00/209.00  231.50/232.50  256.00/258.00  280.00/282.00
 1600 207.00/209.00  230.50/232.50  255.50/257.50  279.50/281.50
 1715 204.50/206.50  228.00/230.00  253.00/255.00  277.00/279.00
                          (Closing Dec 8)
 1715 214.50/216.50  238.50/240.50  264.00/266.00  288.50/290.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.32%    4.33%    4.26%      4.36%     4.39%   4.37%
 1100   4.32%    4.33%    4.27%      4.36%     4.39%   4.36%
 1200   4.16%    4.22%    4.16%      4.26%     4.30%   4.29%
 1300   4.19%    4.23%    4.16%      4.27%     4.32%   4.31%
 1400   4.20%    4.25%    4.20%      4.30%     4.34%   4.33%
 1500   4.20%    4.26%    4.22%      4.32%     4.37%   4.35%
 1600   4.20%    4.26%    4.22%      4.32%     4.37%   4.35%
 1715   4.16%    4.21%    4.19%      4.29%     4.32%   4.30%
                          (Closing Dec 8)
 1715   4.55%    4.52%    4.41%      4.46%     4.52%   4.50%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.36%    4.36%    4.36%      4.36%     4.36%   4.37%
 1100   4.35%    4.34%    4.34%      4.34%     4.34%   4.34%
 1200   4.29%    4.29%    4.28%      4.29%     4.29%   4.30%
 1300   4.31%    4.30%    4.30%      4.30%     4.30%   4.31%
 1400   4.32%    4.32%    4.32%      4.32%     4.31%   4.32%
 1500   4.34%    4.33%    4.33%      4.33%     4.33%   4.34%
 1600   4.34%    4.33%    4.33%      4.33%     4.32%   4.33%
 1715   4.29%    4.29%    4.28%      4.29%     4.29%   4.30%
                          (Closing Dec 8)
 1715   4.49%    4.48%    4.47%      4.47%     4.46%   4.46%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.4150/67.4250 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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