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RPT-India fwd/annualised dlr premia-(close)-Dec 28
December 28, 2016 / 4:54 AM / a year ago

RPT-India fwd/annualised dlr premia-(close)-Dec 28

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000       -00.50/01.50     -00.50/00.50      00.00/01.00
              -01.34%           -02.68%           00.00%
                               (Dec 27)            
 1000        01.00/03.00      00.25/01.25      00.50/01.50     
               02.69%            01.34%          02.69% 
---------------------------------------------------------------
 TIME      JAN           FEB           MAR            APR
---------------------------------------------------------------
 1000  18.00/20.00    40.25/42.25    64.50/66.50   93.50/95.50
 1100  18.50/20.50    41.25/43.25    66.00/68.00   95.50/97.50
 1200  18.00/20.00    41.00/43.00    66.00/68.00   95.50/97.50
 1300  18.50/20.50    41.50/43.50    66.50/68.50   96.50/98.50
 1400  19.00/21.00    42.50/44.50    68.00/70.00   97.50/99.50
 1500  19.00/21.00    42.25/44.25    67.50/69.50   97.25/99.25
 1600  18.00/20.00    40.75/42.75    65.50/67.50   95.50/97.50
 1715  18.50/20.50    41.50/43.50    66.50/68.50   96.50/98.50
                         (Closing Dec 27)
 1715  23.50/25.50    46.25/48.25    71.25/73.25  101.25/103.25
----------------------------------------------------------------
 TIME      MAY           JUN           JUL            AUG
----------------------------------------------------------------
 1000 119.50/121.50  143.50/145.50  168.00/170.00  192.50/194.50
 1100 122.00/124.00  146.50/148.50  171.50/173.50  196.00/198.00
 1200 121.50/123.50  146.00/148.00  171.50/173.50  196.00/198.00
 1300 122.50/124.50  147.00/149.00  172.50/174.50  197.00/199.00
 1400 123.50/125.50  148.00/150.00  174.00/176.00  198.50/200.50
 1500 123.75/125.75  148.00/150.00  173.00/175.00  197.50/199.50
 1600 122.00/124.00  146.50/148.50  171.00/173.00  195.50/197.50
 1715 123.00/125.00  147.50/149.50  172.50/174.50  197.00/199.00
                        (Closing Dec 27)
 1715 128.00/130.00  152.50/154.50  177.50/179.50  202.00/204.00
----------------------------------------------------------------
 TIME      SEP          OCT           NOV            DEC
----------------------------------------------------------------
 1000 215.50/217.50  241.00/243.00  265.00/267.00  289.00/291.00
 1100 219.00/221.00  244.50/246.50  268.50/270.50  292.50/294.50
 1200 219.00/221.00  244.50/246.50  268.50/270.50  292.50/294.50
 1300 220.00/222.00  245.50/247.50  269.50/271.50  293.50/295.50
 1400 221.50/223.50  247.00/249.00  271.00/273.00  294.50/296.50
 1500 220.50/222.50  246.00/248.00  270.00/272.00  294.00/296.00
 1600 218.50/220.50  243.50/245.50  267.50/269.50  291.50/293.50
 1715 220.00/222.00  245.50/247.50  269.50/271.50  293.50/295.50
                          (Closing Dec 27)
 1715 225.00/227.00  250.50/252.50  274.50/276.50   00.00/01.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.18%    3.68%    3.85%      4.25%     4.24%   4.25%
 1100   3.26%    3.77%    3.94%      4.34%     4.33%   4.33%
 1200   3.18%    3.75%    3.94%      4.34%     4.31%   4.32%
 1300   3.26%    3.79%    3.97%      4.38%     4.35%   4.35%
 1400   3.34%    3.88%    4.06%      4.43%     4.38%   4.38%
 1500   3.34%    3.86%    4.03%      4.42%     4.39%   4.38%
 1600   3.18%    3.73%    3.91%      4.34%     4.33%   4.34%
 1715   3.26%    3.79%    3.97%      4.38%     4.36%   4.36%
                         (Closing Dec 27)
 1715   3.98%    4.15%    4.21%      4.57%     4.52%   4.50%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.25%    4.24%    4.24%      4.25%     4.25%   4.26%
 1100   4.33%    4.32%    4.31%      4.31%     4.30%   4.31%
 1200   4.33%    4.32%    4.31%      4.31%     4.30%   4.31%
 1300   4.36%    4.34%    4.33%      4.33%     4.32%   4.33%
 1400   4.40%    4.38%    4.36%      4.35%     4.35%   4.34%
 1500   4.37%    4.35%    4.34%      4.33%     4.33%   4.33%
 1600   4.32%    4.31%    4.31%      4.29%     4.29%   4.30%
 1715   4.36%    4.34%    4.33%      4.32%     4.32%   4.33%
                          (Closing Dec 27)
 1715   4.47%    4.44%    4.42%      4.41%     4.40%   4.40%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.2350/68.2450 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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