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RPT-India fwd/annualised dlr premia-(close)-Jan 4
January 4, 2017 / 4:41 AM / 10 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 4

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
                01.34%           01.34%           01.34%  
                               (Jan 3)            
 1000        00.50/02.50      00.25/01.25      00.25/01.25     
                01.34%           01.34%           01.34% 
---------------------------------------------------------------
 TIME      JAN           FEB           MAR            APR
---------------------------------------------------------------
 1000  16.00/18.00    38.00/40.00    62.50/64.50   91.00/93.00
 1100  16.50/18.50    39.00/41.00    63.50/65.50   92.50/94.50
 1200  16.75/18.75    39.25/41.25    63.75/65.75   93.00/95.00
 1300  16.75/18.75    39.25/41.25    63.75/65.75   93.00/95.00
 1400  16.75/18.75    39.25/41.25    64.00/66.00   93.50/95.50
 1500  17.25/19.25    39.75/41.75    64.25/66.25   93.75/95.75
 1600  17.25/19.25    39.75/41.75    64.25/66.25   94.00/96.00
 1715  17.50/19.50    40.50/42.50    65.00/67.00   94.50/96.50
                           (Closing Jan 3)
 1715  17.00/19.00    39.25/41.25    63.75/65.75   92.75/94.75
----------------------------------------------------------------
 TIME      MAY           JUN           JUL            AUG
----------------------------------------------------------------
 1000 117.50/119.50  141.00/143.00  164.50/166.50  187.50/189.50
 1100 119.00/121.00  142.50/144.50  166.00/168.00  189.50/191.50
 1200 119.75/121.75  143.50/145.50  167.00/169.00  190.50/192.50
 1300 119.75/121.70  143.50/145.50  167.00/169.00  190.50/192.50
 1400 120.25/122.25  144.00/146.00  167.50/169.50  191.00/193.00
 1500 120.50/122.50  144.00/146.00  167.50/169.50  191.00/193.00
 1600 120.50/122.50  144.25/146.25  168.00/170.00  191.75/193.75
 1715 121.00/123.00  144.50/146.50  168.50/170.50  192.00/194.00
                        (Closing Jan 3)
 1715 119.00/121.00  142.50/144.50  166.50/168.50  190.00/192.00
----------------------------------------------------------------
 TIME      SEP          OCT           NOV            DEC
----------------------------------------------------------------
 1000 210.00/212.00  234.50/236.50  258.00/260.00  281.00/283.00
 1100 211.50/213.50  236.00/238.00  259.50/261.50  282.50/284.50
 1200 212.50/214.50  237.00/239.00  260.50/262.50  283.50/285.50
 1300 212.50/214.50  237.00/239.00  260.50/262.50  283.50/285.50
 1400 213.00/215.00  237.50/239.50  261.00/263.00  284.00/286.00
 1500 213.00/215.00  237.50/239.50  261.00/263.00  284.00/286.00
 1600 214.00/216.00  238.50/240.50  261.50/263.50  284.50/286.50
 1715 214.00/216.00  238.50/240.50  261.50/263.50  284.50/286.50
                          (Closing Jan 3)
 1715 212.50/214.50  237.00/239.00  260.50/262.50  283.50/285.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.75%    3.97%    4.14%      4.39%     4.37%   4.33%
 1100   3.85%    4.06%    4.20%      4.45%     4.42%   4.38%
 1200   3.90%    4.08%    4.22%      4.48%     4.45%   4.41%
 1300   3.90%    4.09%    4.23%      4.49%     4.45%   4.41%
 1400   3.90%    4.09%    4.25%      4.51%     4.47%   4.43%
 1500   3.99%    4.13%    4.26%      4.51%     4.48%   4.42%
 1600   3.99%    4.13%    4.26%      4.52%     4.48%   4.43%
 1715   4.05%    4.20%    4.31%      4.55%     4.50%   4.45%
                          (Closing Jan 3)
 1715   3.80%    4.01%    4.15%      4.42%     4.38%   4.35%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.29%    4.25%    4.24%      4.23%     4.23%   4.23%
 1100   4.33%    4.29%    4.27%      4.25%     4.25%   4.25%
 1200   4.36%    4.32%    4.29%      4.27%     4.27%   4.27%
 1300   4.36%    4.32%    4.30%      4.28%     4.27%   4.27%
 1400   4.37%    4.33%    4.30%      4.29%     4.28%   4.28%
 1500   4.37%    4.33%    4.30%      4.28%     4.28%   4.28%
 1600   4.38%    4.35%    4.32%      4.30%     4.29%   4.29%
 1715   4.40%    4.36%    4.33%      4.31%     4.29%   4.29%
                         (Closing Jan 3)
 1715   4.31%    4.28%    4.27%      4.25%     4.25%   4.25%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.0450/68.0550 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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