December 16, 2016 / 4:48 AM / 7 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 16

6 Min Read

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000         02.50/05.50     02.00/04.00      00.50/01.50      
                03.36%           03.59%           02.69% 
                               (Dec 15)            
 1000         01.75/04.75     00.50/01.50      01.50/03.50      
                02.36%           02.69%           02.69% 
---------------------------------------------------------------
 TIME      DEC            JAN           FEB           MAR
---------------------------------------------------------------
 1000  05.50/07.00    31.00/33.00    53.00/55.00    77.00/79.00
 1100  06.00/07.25    32.00/34.00    53.50/55.50    77.50/79.50
 1200  06.00/07.50    31.50/33.50    53.50/55.50    77.50/79.50
 1300  06.00/07.50    31.50/33.50    53.50/55.50    77.50/79.50
 1400  06.00/07.50    31.50/33.50    53.50/55.50    77.50/79.50
 1500  05.75/07.25    31.50/33.50    53.50/55.50    77.50/79.50
 1600  06.00/08.00    32.00/34.00    54.00/56.00    78.00/80.00
 1715  06.50/07.50    33.00/35.00    55.00/57.00    79.00/81.00
                         (Closing Dec 15)
 1715  06.50/08.00    32.00/34.00    54.00/56.00    77.50/79.50
----------------------------------------------------------------
 TIME      APR            MAY           JUN           JUL
----------------------------------------------------------------
 1000 104.50/106.50  130.50/132.50  154.00/156.00  178.00/180.00
 1100 105.00/107.00  130.50/132.50  153.50/155.50  177.50/179.50
 1200 105.00/107.00  130.50/132.50  154.00/156.00  178.00/180.00
 1300 105.00/107.00  130.50/132.50  154.00/156.00  178.00/180.00
 1400 105.00/107.00  130.50/132.50  154.00/156.00  178.00/180.00
 1500 105.00/107.00  130.50/132.50  154.00/156.00  178.00/180.00
 1600 106.00/108.00  132.00/134.00  155.50/157.50  180.00/182.00
 1715 107.00/109.00  133.00/135.00  157.00/159.00  181.50/183.50
                        (Closing Dec 15)
 1715 105.00/107.00  130.50/132.50  153.50/155.50  177.25/179.25
---------------------------------------------------------------
 TIME      AUG        SEP          OCT           NOV
---------------------------------------------------------------
 1000 202.00/204.00  225.00/227.00  250.00/252.00  274.00/276.00
 1100 201.50/203.50  224.50/226.50  250.00/252.00  274.00/276.00
 1200 202.00/204.00  225.00/227.00  250.00/252.00  274.00/276.00
 1300 202.00/204.00  225.00/227.00  250.00/252.00  274.00/276.00
 1400 202.00/204.00  225.00/227.00  250.00/252.00  274.00/276.00
 1500 202.00/204.00  225.00/227.00  250.00/252.00  274.00/276.00
 1600 204.50/206.50  228.00/230.00  253.50/255.50  277.50/279.50
 1715 206.00/208.00  229.00/231.00  254.50/256.50  279.00/281.00
                        (Closing Dec 15)
 1715 201.00/203.00  223.50/225.50  248.50/250.50  272.50/274.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.02%    4.14%    4.15%      4.34%     4.37%   4.35%
 1100   4.15%    4.20%    4.18%      4.36%     4.38%   4.34%
 1200   4.11%    4.19%    4.19%      4.37%     4.38%   4.35%
 1300   4.11%    4.19%    4.19%      4.37%     4.38%   4.35%
 1400   4.11%    4.19%    4.19%      4.37%     4.38%   4.35%
 1500   4.09%    4.19%    4.18%      4.36%     4.38%   4.35%
 1600   4.18%    4.23%    4.22%      4.41%     4.43%   4.40%
 1715   4.29%    4.32%    4.28%      4.45%     4.47%   4.44%
                        (Closing Dec 15)
 1715   4.05%    4.16%    4.15%      4.32%     4.36%   4.32%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.33%    4.30%    4.30%      4.29%     4.29%   4.30%
 1100   4.31%    4.29%    4.29%      4.29%     4.29%   4.30%
 1200   4.33%    4.31%    4.30%      4.29%     4.29%   4.30%
 1300   4.33%    4.31%    4.30%      4.29%     4.29%   4.30%
 1400   4.33%    4.31%    4.30%      4.29%     4.29%   4.30%
 1500   4.33%    4.31%    4.30%      4.29%     4.29%   4.30%
 1600   4.38%    4.36%    4.36%      4.35%     4.35%   4.36%
 1715   4.42%    4.40%    4.38%      4.37%     4.37%   4.38%
                        (Closing Dec 15)
 1715   4.29%    4.27%    4.26%      4.25%     4.25%   4.26%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.7600/67.7700 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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