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RPT-India fwd/annualised dlr premia-(close)-Jan 11
January 11, 2017 / 4:42 AM / in 9 months

RPT-India fwd/annualised dlr premia-(close)-Jan 11

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
                02.67%           02.67%           02.67%  
                               (Jan 10)            
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.68%           02.68%           02.68%  
---------------------------------------------------------------
 TIME      JAN           FEB           MAR            APR
---------------------------------------------------------------
 1000  16.00/17.00    40.25/42.25    66.50/68.50   98.00/100.00
 1100  16.00/17.00    40.25/42.25    66.50/68.50    97.50/99.50
 1200  16.00/17.00    40.25/42.25    66.75/68.75    97.75/99.75
 1300  16.00/17.00    40.00/42.00    66.50/68.50    97.75/99.75
 1400  16.00/17.00    40.50/42.50    67.00/69.00   98.25/100.25
 1500  16.00/17.00    40.50/42.50    67.00/69.00   98.50/100.50
 1600  16.50/17.50    40.75/42.75    67.25/69.25   98.50/100.50
 1715  16.50/17.50    40.75/42.75    67.25/69.25   98.50/100.50
                         (Closing Jan 10)
 1715  16.50/18.00    41.00/43.00    67.50/69.50   99.00/101.00
----------------------------------------------------------------
 TIME      MAY           JUN           JUL            AUG
----------------------------------------------------------------
 1000 124.50/126.50  148.25/150.25  172.25/174.25  196.00/198.00
 1100 124.00/126.00  147.50/149.50  171.50/173.50  195.00/197.00
 1200 124.50/126.50  148.00/150.00  172.00/174.00  195.50/197.50
 1300 124.50/126.50  148.00/150.00  172.00/174.00  195.50/197.50
 1400 125.00/127.00  148.50/150.50  172.50/174.50  196.00/198.00
 1500 125.00/127.00  148.50/150.50  172.50/174.50  196.50/198.50
 1600 125.25/127.20  149.00/151.00  173.00/175.00  197.00/199.00
 1715 125.25/127.25  149.00/151.00  173.00/175.00  197.00/199.00
                       (Closing Jan 10)
 1715 125.50/127.50  149.00/151.00  173.00/175.00  196.50/198.50
----------------------------------------------------------------
 TIME      SEP          OCT           NOV            DEC
----------------------------------------------------------------
 1000 218.00/220.00  242.50/244.50  265.50/267.50  288.50/290.50
 1100 217.00/219.00  241.50/243.50  264.75/266.75  287.50/289.50
 1200 217.50/219.50  242.00/244.00  265.25/267.25  288.00/290.00
 1300 217.50/219.50  242.00/244.00  265.25/267.25  288.00/290.00
 1400 218.00/220.00  242.50/244.50  265.75/267.75  288.50/290.50
 1500 218.50/220.50  243.00/245.00  266.25/268.25  289.00/291.00
 1600 219.00/221.00  243.50/245.50  267.00/269.00  290.00/292.00
 1715 219.00/221.00  243.50/245.50  267.00/269.00  290.00/292.00
                         (Closing Jan 10)
 1715 218.50/220.50  243.00/245.00  266.50/268.50  289.50/291.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.83%    4.73%    4.88%      4.94%     4.81%   4.71% 
 1100   4.83%    4.74%    4.87%      4.92%     4.79%   4.69%
 1200   4.83%    4.75%    4.88%      4.94%     4.81%   4.70%
 1300   4.81%    4.72%    4.87%      4.93%     4.81%   4.70%
 1400   4.85%    4.76%    4.90%      4.95%     4.82%   4.71%
 1500   4.84%    4.76%    4.90%      4.95%     4.82%   4.71%
 1600   4.91%    4.78%    4.91%      4.96%     4.83%   4.72%
 1715   4.91%    4.78%    4.91%      4.96%     4.83%   4.72%
                         (Closing Jan 10)
 1715   4.81%    4.74%    4.88%      4.96%     4.82%   4.71%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.62%    4.55%    4.50%      4.46%     4.43%   4.42% 
 1100   4.60%    4.53%    4.48%      4.45%     4.42%   4.41% 
 1200   4.61%    4.54%    4.49%      4.45%     4.43%   4.42%
 1300   4.61%    4.54%    4.49%      4.45%     4.43%   4.41%
 1400   4.62%    4.55%    4.50%      4.46%     4.43%   4.42%
 1500   4.62%    4.56%    4.50%      4.46%     4.44%   4.42%
 1600   4.64%    4.57%    4.51%      4.48%     4.45%   4.44%
 1715   4.64%    4.57%    4.51%      4.48%     4.45%   4.44%
                         (Closing Jan 10)
 1715   4.62%    4.55%    4.50%      4.46%     4.44%   4.43%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.3200/68.3300 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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