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RPT-India fwd/annualised dlr premia-(close)-Dec 29
December 29, 2016 / 4:53 AM / 9 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 29

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        00.50/03.50      00.00/01.00      00.50/02.50
               00.54%            00.00%           00.67%
                               (Dec 28)            
 1000       -00.50/01.50     -00.50/00.50      00.00/01.00     
               -01.34%          -02.68%           00.00% 
---------------------------------------------------------------
 TIME      JAN           FEB           MAR            APR
---------------------------------------------------------------
 1000  18.00/20.00    41.00/43.00    66.00/68.00   96.50/98.50
 1100  17.50/19.50    40.50/42.50    65.50/67.50   96.00/98.00
 1200  17.50/19.50    40.25/42.25    65.00/67.00   95.00/97.00
 1300  18.00/20.00    40.50/42.50    65.00/67.00   95.50/97.50
 1400  18.00/20.00    40.75/42.75    65.50/67.50   96.00/98.00
 1500  17.50/19.50    40.50/42.50    65.00/67.00   95.50/97.50
 1600  17.50/19.50    40.25/42.25    65.00/67.00   95.50/97.50
 1715  17.50/19.50    40.25/42.25    65.00/67.00   95.50/97.50
                         (Closing Dec 28)
 1715  18.50/20.50    41.50/43.50    66.50/68.50   96.50/98.50
----------------------------------------------------------------
 TIME      MAY           JUN           JUL            AUG
----------------------------------------------------------------
 1000 123.00/125.00  147.50/149.50  172.50/174.50  197.00/199.00
 1100 122.50/124.50  146.50/148.50  171.00/173.00  195.50/197.50
 1200 121.00/123.00  145.00/147.00  169.50/171.50  193.50/195.50
 1300 121.50/123.50  145.50/147.50  170.00/172.00  194.00/196.00
 1400 122.00/124.00  146.00/148.00  170.50/172.50  194.50/196.50
 1500 121.50/123.50  145.00/147.00  169.50/171.50  193.50/195.50
 1600 122.00/124.00  145.50/147.50  170.00/172.00  194.00/196.00
 1715 122.00/124.00  146.00/148.00  170.50/172.50  194.50/196.50
                         (Closing Dec 28)
 1715 123.00/125.00  147.50/149.50  172.50/174.50  197.00/199.00
----------------------------------------------------------------
 TIME      SEP          OCT           NOV            DEC
----------------------------------------------------------------
 1000 220.00/222.00  245.50/247.50  269.50/271.50  293.50/295.50
 1100 218.50/220.50  243.50/245.50  267.50/269.50  291.50/293.50
 1200 216.00/218.00  241.00/243.00  265.00/267.00  289.00/291.00
 1300 217.00/219.00  242.00/244.00  266.00/268.00  290.00/292.00
 1400 217.00/219.00  242.00/244.00  266.00/268.00  290.00/292.00
 1500 216.00/218.00  241.00/243.00  265.00/267.00  289.00/291.00
 1600 216.50/218.50  241.50/243.50  265.50/267.50  289.50/291.50
 1715 217.00/219.00  242.00/244.00  266.00/268.00  290.00/292.00
                         (Closing Dec 28)
 1715 220.00/222.00  245.50/247.50  269.50/271.50  293.50/295.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.71%    4.03%    4.18%      4.53%     4.48%   4.47%
 1100   3.62%    3.99%    4.15%      4.51%     4.46%   4.44%
 1200   3.62%    3.96%    4.12%      4.46%     4.41%   4.39%
 1300   3.70%    3.99%    4.13%      4.49%     4.43%   4.41%
 1400   3.70%    4.01%    4.15%      4.51%     4.45%   4.42%
 1500   3.63%    3.99%    4.13%      4.49%     4.43%   4.40%
 1600   3.62%    3.96%    4.12%      4.49%     4.44%   4.41%
 1715   3.62%    3.96%    4.12%      4.49%     4.45%   4.42%
                         (Closing Dec 28)
 1715   3.26%    3.79%    3.97%      4.38%     4.36%   4.36%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.44%    4.41%    4.40%      4.38%     4.38%   4.37%
 1100   4.41%    4.38%    4.37%      4.35%     4.35%   4.35%
 1200   4.37%    4.34%    4.32%      4.31%     4.31%   4.32%
 1300   4.38%    4.35%    4.34%      4.33%     4.33%   4.33%
 1400   4.39%    4.36%    4.34%      4.32%     4.32%   4.33%
 1500   4.37%    4.34%    4.32%      4.31%     4.31%   4.32%
 1600   4.38%    4.35%    4.33%      4.32%     4.32%   4.32%
 1715   4.39%    4.36%    4.34%      4.33%     4.32%   4.33%
                         (Closing Dec 28)
 1715   4.36%    4.34%    4.33%      4.32%     4.32%   4.33%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.1000/68.1100 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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