December 23, 2016 / 4:47 AM / 7 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 23

6 Min Read

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000         01.00/03.00     01.00/03.00          N/A     
                01.34%           01.34%            N/A 
                               (Dec 22)            
 1000         02.50/05.50     00.50/01.50      02.00/04.00      
                02.69%           02.69%           02.69% 
---------------------------------------------------------------
 TIME      DEC            JAN           FEB           MAR
---------------------------------------------------------------
 1000  01.50/02.50    26.50/28.50    48.50/50.50    73.00/75.00
 1100  01.50/02.50    26.50/28.50    48.50/50.50    73.25/75.00
 1200  01.75/02.75    26.50/28.50    49.00/51.00    73.50/75.50
 1300  01.75/02.75    26.75/28.75    49.00/51.00    73.50/75.50
 1400  01.50/03.50    26.50/28.50    49.50/51.50    74.00/76.00
 1500  01.50/03.50    27.00/29.00    50.00/52.00    74.50/76.50
 1600  01.50/03.50    27.00/29.00    50.00/52.00    74.50/76.50
 1715  02.00/03.00    27.50/29.00    50.00/52.00    74.50/76.50
                        (Closing Dec 22)
 1715  01.25/02.25    26.25/28.25    48.50/50.50    73.00/75.00
----------------------------------------------------------------
 TIME      APR            MAY           JUN           JUL
----------------------------------------------------------------
 1000 102.00/104.00  128.50/130.50  152.50/154.50  177.00/179.00
 1100 102.50/104.50  128.50/130.50  152.00/154.00  176.75/178.75
 1200 102.50/104.50  128.50/130.50  152.00/154.00  176.50/178.50
 1300 102.50/104.50  128.50/130.50  152.50/154.50  177.00/179.00
 1400 104.00/106.00  130.00/132.00  154.00/156.00  178.50/180.50
 1500 104.50/106.50  130.50/132.50  154.50/156.50  179.00/181.00
 1600 105.00/107.00  131.50/133.50  155.50/157.50  181.50/183.50
 1715 104.50/106.50  131.00/133.00  155.00/157.00  180.00/182.00
                        (Closing Dec 22)
 1715 102.00/104.00  128.50/130.50  152.50/154.50  177.00/179.00
---------------------------------------------------------------
 TIME      AUG        SEP          OCT           NOV
---------------------------------------------------------------
 1000 201.50/203.50  224.50/226.50  250.00/252.00  274.00/276.00
 1100 201.00/203.00  224.00/226.00  250.50/252.50  273.75/275.75
 1200 201.00/203.00  224.50/226.50  250.00/252.00  274.00/276.00
 1300 201.50/203.50  225.00/227.00  250.50/252.50  274.50/276.50
 1400 203.00/205.00  226.50/228.50  252.00/254.00  276.00/278.00
 1500 203.50/205.50  227.00/229.00  252.50/254.50  276.50/278.50
 1600 205.00/207.00  228.00/230.00  253.50/255.50  277.50/279.50
 1715 204.50/206.50  227.50/229.50  253.00/255.00  277.00/279.00
                         (Closing Dec 22)
 1715 201.50/203.50  225.00/227.00  250.50/252.50  274.50/276.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.22%    4.22%    4.23%      4.53%     4.49%   4.46%
 1100   4.21%    4.22%    4.24%      4.55%     4.49%   4.45%
 1200   4.22%    4.27%    4.26%      4.55%     4.49%   4.45%
 1300   4.26%    4.27%    4.26%      4.55%     4.49%   4.46%
 1400   4.23%    4.31%    4.29%      4.62%     4.55%   4.51%
 1500   4.31%    4.36%    4.33%      4.65%     4.57%   4.53%
 1600   4.31%    4.36%    4.33%      4.67%     4.60%   4.56%
 1715   4.35%    4.36%    4.33%      4.64%     4.58%   4.54%
                        (Closing Dec 22)
 1715   4.17%    4.22%    4.23%      4.52%     4.49%   4.46%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.43%    4.41%    4.39%      4.38%     4.37%   4.38%
 1100   4.43%    4.40%    4.38%      4.39%     4.37%   4.37%
 1200   4.42%    4.40%    4.39%      4.38%     4.38%   4.38%
 1300   4.44%    4.41%    4.40%      4.39%     4.38%   4.39%
 1400   4.47%    4.45%    4.43%      4.42%     4.41%   4.41%
 1500   4.49%    4.46%    4.45%      4.43%     4.42%   4.42%
 1600   4.55%    4.49%    4.47%      4.45%     4.44%   4.44%
 1715   4.51%    4.48%    4.46%      4.44%     4.43%   4.43%
                        (Closing Dec 22)
 1715   4.43%    4.40%    4.40%      4.39%     4.38%   4.38%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.8150/67.8250 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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