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RPT-India fwd/annualised dlr premia-(close)-Jan 5
January 5, 2017 / 4:48 AM / 9 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 5

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        01.50/04.50      00.50/01.50      01.00/03.00
                02.02%           02.69%           01.79%  
                               (Jan 4)            
 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  16.25/18.25    39.00/41.00    63.50/65.50   93.50/95.50
 1100  16.00/18.00    38.75/40.75    63.25/65.25   93.00/95.00
 1200  16.25/18.25    39.25/41.25    64.25/66.25   94.25/96.25
 1300  16.25/17.75    39.25/41.25    64.00/66.00   93.50/95.50
 1400  16.25/17.75    39.25/41.25    64.00/66.00   94.00/96.00
 1500  16.25/17.75    39.25/41.25    64.00/66.00   94.00/96.00
 1600  16.00/18.00    39.00/41.00    64.00/66.00   94.00/96.00
 1715  16.25/18.25    39.25/41.25    64.25/66.25   94.00/96.00
                            (Closing Jan 4)
 1715  17.50/19.50    40.50/42.50    65.00/67.00   94.50/96.50
----------------------------------------------------------------
 TIME      MAY           JUN           JUL            AUG
----------------------------------------------------------------
 1000 120.00/122.00  143.50/145.50  167.50/169.50  191.00/193.00
 1100 119.50/121.50  143.00/145.00  167.00/169.00  190.50/192.50
 1200 120.50/122.50  144.00/146.00  167.75/169.75  191.50/193.50
 1300 120.00/122.00  143.50/145.50  167.50/169.50  191.00/193.00
 1400 120.50/122.50  144.00/146.00  168.00/170.00  191.50/193.50
 1500 120.50/122.50  144.25/146.25  168.25/170.25  191.75/193.75
 1600 120.50/122.50  144.00/146.00  168.00/170.00  191.50/193.50
 1715 120.50/122.50  144.00/146.00  168.00/170.00  191.50/193.50
                        (Closing Jan 4)
 1715 121.00/123.00  144.50/146.50  168.50/170.50  192.00/194.00
----------------------------------------------------------------
 TIME      SEP          OCT           NOV            DEC
----------------------------------------------------------------
 1000 213.00/215.00  237.50/239.50  260.50/262.50  283.50/285.50
 1100 212.50/214.50  237.00/239.00  260.00/262.00  283.00/285.00
 1200 213.50/215.50  238.00/240.00  261.00/263.00  284.00/286.00
 1300 213.00/215.00  237.50/239.50  260.50/262.50  283.50/285.50
 1400 213.50/215.50  238.00/240.00  261.00/263.00  284.00/286.00
 1500 213.75/215.75  238.25/240.25  261.50/263.50  284.50/286.50
 1600 213.50/215.50  238.00/240.25  261.50/263.50  284.50/286.50
 1715 213.50/215.50  238.00/240.00  261.00/263.00  284.00/286.00
                           (Closing Jan 4)
 1715 214.00/216.00  238.50/240.50  261.50/263.50  284.50/286.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.26%    4.29%    4.44%      4.63%     4.56%   4.50%
 1100   4.22%    4.28%    4.43%      4.61%     4.55%   4.49%
 1200   4.28%    4.33%    4.49%      4.67%     4.58%   4.52%
 1300   4.25%    4.33%    4.47%      4.63%     4.56%   4.50%
 1400   4.25%    4.32%    4.47%      4.65%     4.58%   4.51%
 1500   4.24%    4.32%    4.47%      4.65%     4.58%   4.52%
 1600   4.27%    4.30%    4.47%      4.65%     4.57%   4.51%
 1715   4.27%    4.32%    4.48%      4.65%     4.57%   4.51%
                           (Closing Jan 4)
 1715   4.05%    4.20%    4.31%      4.55%     4.50%   4.45%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.44%    4.39%    4.36%      4.34%     4.32%   4.32%
 1100   4.44%    4.39%    4.36%      4.34%     4.32%   4.32%
 1200   4.46%    4.41%    4.38%      4.35%     4.34%   4.34% 
 1300   4.45%    4.40%    4.37%      4.34%     4.33%   4.33%
 1400   4.46%    4.41%    4.38%      4.35%     4.33%   4.33%
 1500   4.46%    4.41%    4.38%      4.35%     4.34%   4.34%
 1600   4.45%    4.40%    4.37%      4.35%     4.34%   4.33%
 1715   4.45%    4.40%    4.37%      4.34%     4.33%   4.33%
                         (Closing Jan 4)
 1715   4.40%    4.36%    4.33%      4.31%     4.29%   4.29%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.9600/67.9700 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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