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RPT-India fwd/annualised dlr premia-(close)-Dec 14
December 14, 2016 / 4:51 AM / a year ago

RPT-India fwd/annualised dlr premia-(close)-Dec 14

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000         00.50/02.50     00.25/01.25      00.25/01.25      
                01.35%           01.35%           01.35% 
                               (Dec 13)            
 1000         00.50/02.50     00.25/01.25      00.25/01.25      
                01.35%           01.35%           01.35% 
---------------------------------------------------------------
 TIME      DEC            JAN           FEB           MAR
---------------------------------------------------------------
 1000  07.50/09.50    33.00/35.00    54.50/56.50    78.00/80.00
 1100  07.50/09.50    32.50/34.50    54.00/56.00    77.00/79.00
 1200  07.50/09.50    33.00/35.00    54.00/56.00    77.50/79.50
 1300  07.50/09.50    33.00/35.00    54.00/56.00    77.00/79.00
 1400  07.75/09.75    33.00/35.00    54.50/56.50    78.00/80.00
 1500  07.50/09.50    33.00/35.00    54.50/56.50    78.00/80.00
 1600  07.50/09.50    33.00/35.00    54.50/56.50    78.00/80.00
 1715  07.50/09.50    33.00/35.00    54.50/56.50    78.00/80.00
                            (Closing Dec 13)
 1715  07.50/09.50    32.50/34.50    54.00/56.00    77.00/79.00
----------------------------------------------------------------
 TIME      APR            MAY           JUN           JUL
----------------------------------------------------------------
 1000 105.00/107.00  130.50/132.50  154.00/156.00  178.50/180.50
 1100 104.00/106.00  129.50/131.50  153.00/155.00  177.00/179.00
 1200 104.50/106.50  130.00/132.00  153.50/155.50  178.00/180.00
 1300 104.00/106.00  129.50/131.50  153.00/155.00  177.50/179.50
 1400 105.00/107.00  130.50/132.50  153.50/155.50  178.00/180.00
 1500 105.00/107.00  130.50/132.50  154.00/156.00  178.00/180.00
 1600 105.00/107.00  130.50/132.50  154.00/156.00  178.50/180.50
 1715 105.00/107.00  130.50/132.50  154.00/156.00  178.50/180.50
                           (Closing Dec 13)
 1715 103.50/105.50  129.00/131.00  152.50/154.50  176.50/178.50
---------------------------------------------------------------
 TIME      AUG        SEP          OCT           NOV
---------------------------------------------------------------
 1000 203.00/205.00  226.00/228.00  251.50/253.50  275.50/277.50
 1100 201.00/203.00  224.00/226.00  249.50/251.50  273.50/275.50
 1200 202.00/204.00  225.00/227.00  250.50/252.50  274.50/276.50
 1300 202.00/204.00  225.00/227.00  250.50/252.50  274.50/276.50
 1400 202.50/204.50  226.00/228.00  251.50/253.50  275.50/277.50
 1500 202.00/204.00  225.00/227.00  250.50/252.50  274.50/276.50
 1600 202.50/204.50  225.50/227.50  251.00/253.00  275.00/277.00
 1715 202.50/204.50  225.50/227.50  251.00/253.00  275.00/277.00
                           (Closing Dec 13)
 1715 200.50/202.50  223.50/225.50  249.00/251.00  273.00/275.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.86%    4.04%    4.06%      4.23%     4.29%   4.28%
 1100   3.81%    3.99%    4.01%      4.18%     4.25%   4.24%
 1200   3.86%    4.01%    4.03%      4.20%     4.27%   4.26%
 1300   3.86%    4.01%    4.02%      4.18%     4.26%   4.25%
 1400   3.88%    4.03%    4.06%      4.23%     4.29%   4.27%
 1500   3.86%    4.04%    4.06%      4.23%     4.29%   4.28%
 1600   3.86%    4.03%    4.06%      4.22%     4.29%   4.28%
 1715   3.86%    4.04%    4.07%      4.23%     4.30%   4.28%
                           (Closing Dec 13)
 1715   3.69%    3.92%    3.97%      4.13%     4.21%   4.21%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.27%    4.27%    4.28%      4.28%     4.28%   4.29%
 1100   4.24%    4.23%    4.23%      4.24%     4.25%   4.26%
 1200   4.26%    4.26%    4.25%      4.26%     4.26%   4.28%
 1300   4.25%    4.25%    4.26%      4.26%     4.26%   4.28%
 1400   4.26%    4.26%    4.27%      4.28%     4.28%   4.29%
 1500   4.27%    4.26%    4.26%      4.26%     4.27%   4.28%
 1600   4.27%    4.27%    4.26%      4.27%     4.27%   4.28%
 1715   4.28%    4.27%    4.27%      4.27%     4.28%   4.29%
                           (Closing Dec 13)
 1715   4.21%    4.21%    4.21%      4.22%     4.23%   4.24%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.4300/67.4400 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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