January 10, 2017 / 4:41 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 10

6 Min Read

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.68%           02.68%           02.68%  
                               (Jan 9)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25
                02.68%           02.68%           02.68%  
---------------------------------------------------------------
 TIME      JAN           FEB           MAR            APR
---------------------------------------------------------------
 1000  16.00/18.00    40.50/42.50    67.50/69.50  100.00/102.00
 1100  16.50/18.00    41.00/43.00    68.00/70.00  100.50/102.50 
 1200  16.75/17.75    41.25/43.25    67.75/69.75  100.00/102.00
 1300  16.50/18.50    41.00/43.00    68.00/70.00  100.00/102.00
 1400  16.50/18.00    41.25/43.25    68.00/70.00  100.00/102.00
 1500  16.50/18.00    41.25/43.25    68.00/70.00  100.00/102.00
 1600  16.50/18.50    41.25/43.25    68.00/70.00   99.00/101.00
 1715  16.50/18.00    41.00/43.00    67.50/69.50   99.00/101.00
                         (Closing Jan 9)
 1715  17.25/18.25    41.50/43.50    67.75/69.75  100.00/102.00
----------------------------------------------------------------
 TIME      MAY           JUN           JUL            AUG
----------------------------------------------------------------
 1000 127.00/129.00  151.00/153.00  175.00/177.00  199.00/201.00
 1100 127.50/129.50  151.50/153.50  175.50/177.50  199.50/201.50
 1200 126.75/128.70  150.50/152.50  174.50/176.50  198.00/200.00
 1300 126.50/128.50  150.50/152.50  174.50/176.50  198.50/200.50
 1400 126.75/128.75  150.50/152.50  174.50/176.50  198.00/200.00
 1500 126.50/128.50  150.50/152.50  174.50/176.50  198.25/200.20
 1600 126.00/128.00  149.75/151.75  173.50/175.50  197.50/199.50
 1715 125.50/127.50  149.00/151.00  173.00/175.00  196.50/198.50
                         (Closing Jan 9)
 1715 126.50/128.50  150.50/152.50  174.50/176.50  198.00/200.00
----------------------------------------------------------------
 TIME      SEP          OCT           NOV            DEC
----------------------------------------------------------------
 1000 221.50/223.50  246.00/248.00  269.00/271.00  292.00/294.00
 1100 221.50/223.50  246.00/248.00  269.50/271.50  292.50/294.50
 1200 220.00/222.00  244.50/246.50  268.00/270.00  291.00/293.00
 1300 220.50/222.50  244.50/246.50  267.50/269.50  290.00/292.00
 1400 220.00/222.00  244.50/246.50  268.00/270.00  291.00/293.00
 1500 220.50/222.50  245.00/247.00  268.50/270.50  291.50/293.50
 1600 219.75/221.75  244.00/246.00  266.75/268.75  289.50/291.50
 1715 218.50/220.50  243.00/245.00  266.50/268.50  289.50/291.50
                         (Closing Jan 9)
 1715 220.50/222.50  245.00/247.00  268.00/270.00  291.00/293.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.76%    4.72%    4.91%      5.03%     4.89%   4.78%
 1100   4.82%    4.77%    4.94%      5.05%     4.91%   4.80% 
 1200   4.84%    4.77%    4.92%      5.02%     4.87%   4.76%
 1300   4.84%    4.76%    4.93%      5.01%     4.87%   4.76%
 1400   4.83%    4.77%    4.92%      5.02%     4.87%   4.76%
 1500   4.83%    4.77%    4.92%      5.01%     4.86%   4.76%
 1600   4.85%    4.77%    4.90%      4.97%     4.84%   4.73%
 1715   4.81%    4.74%    4.88%      4.96%     4.82%   4.71%
                         (Closing Jan 9)
 1715   4.74%    4.69%    4.84%      4.97%     4.83%   4.73%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.68%    4.62%    4.57%      4.52%     4.49%   4.48%
 1100   4.70%    4.63%    4.57%      4.52%     4.50%   4.48% 
 1200   4.66%    4.59%    4.54%      4.50%     4.47%   4.46%
 1300   4.67%    4.60%    4.54%      4.49%     4.46%   4.44%
 1400   4.66%    4.59%    4.53%      4.49%     4.47%   4.45%
 1500   4.66%    4.59%    4.54%      4.50%     4.47%   4.46%
 1600   4.64%    4.58%    4.52%      4.47%     4.44%   4.43%
 1715   4.62%    4.55%    4.50%      4.46%     4.44%   4.43%
                         (Closing Jan 9)
 1715   4.64%    4.57%    4.52%      4.48%     4.45%   4.44%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.1800/68.1900 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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