January 13, 2017 / 4:41 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 13

6 Min Read

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        03.00/05.00      03.00/05.00          N/A    
                04.01%           04.01%            N/A    
                               (Jan 12)            
 1000        03.50/06.50      00.50/01.50      03.00/05.00
                03.75%           02.68%           04.02%  
---------------------------------------------------------------
 TIME      JAN           FEB           MAR            APR
---------------------------------------------------------------
 1000  12.50/13.50    36.75/38.75    63.00/65.00   93.50/95.50 
 1100  12.50/14.50    37.25/39.25    64.00/66.00   94.75/96.75
 1200  13.00/14.00    37.00/39.00    63.50/65.50   94.00/96.00
 1300  13.00/14.00    37.00/39.00    63.25/65.25   93.75/95.75
 1400  13.00/14.00    37.00/39.00    63.50/65.50   93.50/95.50
 1500  13.00/14.50    37.00/39.00    63.25/65.25   93.50/95.50
 1600  13.00/14.00    37.00/39.00    63.50/65.50   93.50/95.50
 1715  12.50/14.50    37.00/39.00    63.50/65.50   94.00/96.00
                         (Closing Jan 12)
 1715  12.50/13.50    36.75/38.75    62.75/64.75   93.00/95.00
----------------------------------------------------------------
 TIME      MAY           JUN           JUL            AUG
----------------------------------------------------------------
 1000 120.00/122.00  144.00/146.00  168.00/170.00  192.00/194.00
 1100 121.25/123.25  145.00/147.00  169.00/171.00  193.25/195.25
 1200 121.00/123.00  144.50/146.50  168.50/170.50  192.50/194.50
 1300 120.50/122.50  144.00/146.00  168.00/170.00  192.00/194.00
 1400 120.00/122.00  143.50/145.50  167.50/169.50  191.50/193.50
 1500 120.25/122.25  143.75/145.75  167.75/169.75  191.75/193.75
 1600 120.50/122.50  144.25/146.25  168.50/170.50  192.50/194.50
 1715 120.50/122.50  144.50/146.50  168.50/170.50  192.50/194.50
                       (Closing Jan 12)
 1715 119.50/121.50  143.25/145.25  167.25/169.25  191.25/193.25
----------------------------------------------------------------
 TIME      SEP          OCT           NOV            DEC
----------------------------------------------------------------
 1000 214.50/216.50  239.00/241.00  262.50/264.50  285.50/287.50
 1100 215.75/217.75  240.25/242.25  263.50/265.50  286.50/288.50
 1200 215.00/217.00  239.50/241.50  263.00/265.00  286.00/288.00
 1300 214.50/216.50  239.00/241.00  262.50/264.50  285.50/287.50
 1400 213.50/215.50  238.00/240.00  261.50/263.50  284.50/286.50
 1500 214.00/216.00  238.50/240.50  262.25/264.25  285.00/287.00
 1600 215.00/217.00  239.50/241.50  263.00/265.00  286.00/288.00
 1715 215.00/217.00  239.75/241.75  263.00/265.00  286.00/288.00
                         (Closing Jan 12)
 1715 213.50/215.50  238.00/240.00  261.50/263.50  284.50/286.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.84%    4.73%    4.91%      4.89%     4.76%   4.68% 
 1100   4.92%    4.80%    4.97%      4.95%     4.80%   4.70%
 1200   4.90%    4.76%    4.93%      4.93%     4.79%   4.69%
 1300   4.90%    4.75%    4.92%      4.91%     4.77%   4.67%
 1400   4.90%    4.76%    4.92%      4.89%     4.75%   4.66%
 1500   4.91%    4.75%    4.91%      4.90%     4.76%   4.67%
 1600   4.90%    4.77%    4.92%      4.91%     4.78%   4.69%
 1715   4.90%    4.77%    4.94%      4.92%     4.78%   4.69%
                         (Closing Jan 12)
 1715   4.85%    4.73%    4.89%      4.88%     4.75%   4.66%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.60%    4.54%    4.49%      4.46%     4.44%   4.43% 
 1100   4.62%    4.56%    4.52%      4.48%     4.45%   4.44%
 1200   4.61%    4.55%    4.50%      4.47%     4.44%   4.43%
 1300   4.59%    4.54%    4.49%      4.46%     4.44%   4.43%
 1400   4.58%    4.52%    4.47%      4.44%     4.42%   4.41%
 1500   4.59%    4.53%    4.48%      4.45%     4.43%   4.42%
 1600   4.61%    4.55%    4.51%      4.47%     4.45%   4.44%
 1715   4.61%    4.55%    4.51%      4.47%     4.45%   4.44% 
                         (Closing Jan 12)
 1715   4.59%    4.53%    4.48%      4.45%     4.43%   4.42%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.1500/68.1500 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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