January 9, 2017 / 4:45 AM / 7 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 9

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        01.00/02.50      00.50/01.25      00.50/01.25
                02.68%           02.68%           02.68%  
                               (Jan 6)            
 1000        02.00/05.00      01.50/03.50      00.50/01.50
                02.69%           02.69%           02.69%  
---------------------------------------------------------------
 TIME      JAN           FEB           MAR            APR
---------------------------------------------------------------
 1000  16.50/18.50    40.00/42.00    66.00/68.00   98.00/100.00
 1100  17.00/18.00    41.25/43.25    67.75/69.75  100.00/102.00
 1200  17.00/18.00    41.50/43.50    68.25/70.25  100.50/102.50
 1300  17.25/18.25    41.75/43.75    68.50/70.50  101.00/103.00
 1400  17.00/19.00    41.50/43.50    68.50/70.50  101.00/103.00
 1500  16.50/18.00    41.00/43.00    67.50/69.50  100.00/102.00
 1600  16.50/18.50    41.00/43.00    68.00/70.00  100.25/102.25
 1715  17.25/18.25    41.50/43.50    67.75/69.75  100.00/102.00
                         (Closing Jan 6)
 1715  16.50/18.00    40.00/42.00    65.50/67.50   97.00/99.00
----------------------------------------------------------------
 TIME      MAY           JUN           JUL            AUG
----------------------------------------------------------------
 1000 124.50/126.50  149.00/151.00  172.50/174.50  195.50/197.50
 1100 126.50/128.50  150.00/152.00  174.00/176.00  197.50/199.50
 1200 127.50/129.50  151.50/153.50  175.50/177.50  199.00/201.00
 1300 128.00/130.00  152.00/154.00  176.00/178.00  199.50/201.50
 1400 128.00/130.00  152.00/154.00  176.00/178.00  200.50/202.50
 1500 126.75/128.75  150.50/152.50  174.50/176.50  198.00/200.00
 1600 127.00/129.00  151.00/153.00  175.00/177.00  199.00/201.00
 1715 126.50/128.50  150.50/152.50  174.50/176.50  198.00/200.00
                         (Closing Jan 6)
 1715 124.00/126.00  147.50/149.50  171.50/173.50  195.00/197.00
----------------------------------------------------------------
 TIME      SEP          OCT           NOV            DEC
----------------------------------------------------------------
 1000 218.00/220.00  242.50/244.50  265.50/267.50  288.50/290.50
 1100 219.50/221.50  244.00/246.00  267.50/269.50  290.50/292.50
 1200 221.00/223.00  245.50/247.50  269.00/271.00  292.00/294.00
 1300 221.50/223.50  246.00/248.00  269.50/271.50  292.50/294.50
 1400 222.50/224.50  247.00/249.00  270.00/272.00  292.50/294.50
 1500 220.50/222.50  245.00/247.00  268.00/270.00  291.00/293.00
 1600 221.25/223.25  245.25/247.25  268.25/270.25  291.00/293.00
 1715 220.50/222.50  245.00/247.00  268.00/270.00  291.00/293.00
                         (Closing Jan 6)
 1715 217.00/219.00  241.50/243.50  265.00/267.00  288.00/290.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.61%    4.55%    4.73%      4.88%     4.76%   4.68%
 1100   4.70%    4.68%    4.84%      4.97%     4.82%   4.72%
 1200   4.72%    4.71%    4.87%      5.00%     4.86%   4.76%
 1300   4.76%    4.73%    4.89%      5.02%     4.88%   4.78%
 1400   4.77%    4.72%    4.89%      5.03%     4.88%   4.78%
 1500   4.66%    4.66%    4.83%      4.97%     4.83%   4.73%
 1600   4.68%    4.67%    4.85%      4.98%     4.84%   4.74%
 1715   4.74%    4.69%    4.84%      4.97%     4.83%   4.73%
                         (Closing Jan 6)
 1715   4.46%    4.48%    4.64%      4.82%     4.72%   4.64%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.59%    4.52%    4.47%      4.43%     4.41%   4.40%
 1100   4.63%    4.55%    4.50%      4.46%     4.44%   4.43%
 1200   4.67%    4.59%    4.53%      4.49%     4.47%   4.45%
 1300   4.68%    4.60%    4.54%      4.50%     4.48%   4.46%
 1400   4.69%    4.62%    4.56%      4.51%     4.48%   4.46%
 1500   4.64%    4.57%    4.52%      4.48%     4.45%   4.44%
 1600   4.66%    4.59%    4.53%      4.48%     4.45%   4.43%
 1715   4.64%    4.57%    4.52%      4.48%     4.45%   4.44%
                         (Closing Jan 6)
 1715   4.56%    4.50%    4.45%      4.42%     4.40%   4.40%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.2050/68.2150 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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