January 12, 2017 / 4:42 AM / 7 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 12

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        03.50/06.50      00.50/01.50      03.00/05.00
                03.75%           02.68%           04.02%  
                               (Jan 11)            
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.67%           02.67%           02.67%  
---------------------------------------------------------------
 TIME      JAN           FEB           MAR            APR
---------------------------------------------------------------
 1000  12.75/13.75    37.00/39.00    63.50/65.50   94.50/96.50 
 1100  12.75/13.75    37.00/39.00    63.50/65.50   94.50/96.50 
 1200  12.50/14.00    36.75/38.75    63.25/65.25   94.50/96.50 
 1300  12.50/14.00    37.00/39.00    63.50/65.50   94.75/96.75
 1400  12.50/14.00    37.00/39.00    63.50/65.50   94.25/96.25
 1500  12.50/14.50    37.00/39.00    63.75/65.75   94.75/96.75
 1600  12.25/14.25    36.50/38.50    63.00/65.00   93.50/95.50
 1715  12.50/13.50    36.75/38.75    62.75/64.75   93.00/95.00
                         (Closing Jan 11)
 1715  16.50/17.50    40.75/42.75    67.25/69.25   98.50/100.50
----------------------------------------------------------------
 TIME      MAY           JUN           JUL            AUG
----------------------------------------------------------------
 1000 121.25/123.25  145.00/147.00  169.00/171.00  193.00/195.00
 1100 121.25/123.25  145.00/147.00  169.00/171.00  193.00/195.00
 1200 121.50/123.50  145.50/147.50  169.50/171.50  193.50/195.50
 1300 121.50/123.50  145.50/147.50  169.50/171.50  193.50/195.50
 1400 121.00/123.00  145.00/147.00  169.00/171.00  193.00/195.00
 1500 121.50/123.50  145.25/147.25  169.00/171.00  193.00/195.00
 1600 120.00/122.00  143.50/145.50  167.50/169.50  191.50/193.50
 1715 119.50/121.50  143.25/145.25  167.25/169.25  191.25/193.25
                       (Closing Jan 11)
 1715 125.25/127.25  149.00/151.00  173.00/175.00  197.00/199.00
----------------------------------------------------------------
 TIME      SEP          OCT           NOV            DEC
----------------------------------------------------------------
 1000 215.00/217.00  239.50/241.50  263.00/265.00  286.00/288.00
 1100 215.00/217.00  239.50/241.50  263.00/265.00  286.00/288.00
 1200 216.00/218.00  240.50/242.50  263.75/265.75  286.50/288.50
 1300 216.00/218.00  240.50/242.50  263.75/265.75  286.50/288.50
 1400 215.50/217.50  240.00/242.00  263.25/265.25  286.00/288.00
 1500 215.50/217.50  240.00/242.00  263.25/265.25  286.00/288.00
 1600 214.00/216.00  238.50/240.50  261.50/263.50  284.50/286.50
 1715 213.50/215.50  238.00/240.00  261.50/263.50  284.50/286.50
                         (Closing Jan 11)
 1715 219.00/221.00  243.50/245.50  267.00/269.00  290.00/292.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.89%    4.77%    4.96%      4.95%     4.81%   4.71% 
 1100   4.89%    4.77%    4.96%      4.95%     4.81%   4.71% 
 1200   4.86%    4.75%    4.96%      4.96%     4.82%   4.73% 
 1300   4.89%    4.78%    4.98%      4.97%     4.83%   4.73%
 1400   4.89%    4.78%    4.96%      4.95%     4.81%   4.72%
 1500   4.91%    4.79%    4.98%      4.97%     4.82%   4.72%
 1600   4.84%    4.73%    4.91%      4.90%     4.76%   4.67%
 1715   4.85%    4.73%    4.89%      4.88%     4.75%   4.66%
                         (Closing Jan 11)
 1715   4.91%    4.78%    4.91%      4.96%     4.83%   4.72%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.63%    4.56%    4.51%      4.47%     4.45%   4.44% 
 1100   4.63%    4.56%    4.51%      4.47%     4.45%   4.44% 
 1200   4.64%    4.58%    4.53%      4.49%     4.46%   4.45% 
 1300   4.65%    4.58%    4.54%      4.49%     4.47%   4.45%
 1400   4.63%    4.57%    4.53%      4.49%     4.46%   4.45%
 1500   4.63%    4.57%    4.53%      4.49%     4.46%   4.45%
 1600   4.59%    4.54%    4.49%      4.45%     4.43%   4.42%
 1715   4.59%    4.53%    4.48%      4.45%     4.43%   4.42%
                         (Closing Jan 11)
 1715   4.64%    4.57%    4.51%      4.48%     4.45%   4.44%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.0850/68.0950 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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