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RPT-India fwd/annualised dlr premia-(close)-Jan 5
January 5, 2018 / 4:50 AM / 9 days ago

RPT-India fwd/annualised dlr premia-(close)-Jan 5

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
 1000          01.75/03.75    01.25/02.75      00.50/01.00
                 02.52%          02.40%          02.88%
                              (Jan 4)            
 1000          01.75/04.00    00.50/01.25       01.25/02.75
                 02.51%          02.87%          02.39%
--------------------------------------------------------------
 TIME      JAN            FEB           MAR            APR
---------------------------------------------------------------
 1000  14.75/16.25   35.50/37.50    57.25/59.25    85.50/87.50    
 1100  14.50/16.00   35.50/37.50    57.50/59.50    85.50/87.50
 1200  14.75/16.25   35.75/37.75    57.75/59.75    86.00/88.00
 1300  14.50/16.00   35.50/37.50    57.50/59.50    85.50/87.50
 1400  14.50/16.00   35.50/37.50    57.50/59.50    85.50/87.50
 1500  14.50/16.00   35.75/37.75    58.00/60.00    86.00/88.00
 1600  14.50/16.00   35.50/37.50    57.50/59.50    85.25/87.25
 1715  14.50/16.00   35.75/37.75    57.75/59.75    85.75/87.75
                         (Closing Jan 4)
 1715  15.25/16.75   36.25/38.25    58.50/60.50    86.75/88.75
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 111.50/113.50 133.25/135.25  156.50/158.50 179.00/181.00
 1100 111.25/113.25 132.75/134.75  156.00/158.00 178.50/180.50
 1200 111.75/113.75 133.50/135.50  156.75/158.75 179.50/181.50
 1300 111.25/113.25 133.00/135.00  156.25/158.25 178.75/180.75
 1400 111.25/113.25 133.00/135.00  156.50/158.50 179.00/181.00
 1500 111.75/113.75 133.50/135.50  157.00/159.00 179.50/181.50
 1600 110.75/112.75 132.50/134.50  155.75/157.75 178.25/180.25
 1715 111.25/113.25 133.00/135.00  156.25/158.25 178.75/180.75
                         (Closing Jan 4)
 1715 112.50/114.50 134.00/136.00  157.25/159.25 179.75/181.75
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  199.50/201.50  224.00/226.00 246.00/248.00 269.00/271.00  
 1100  199.25/201.25  223.75/225.75 246.00/248.00 269.00/271.00
 1200  200.25/202.25  224.75/226.75 247.00/249.00 270.00/272.00
 1300  199.50/201.50  224.00/226.00 246.50/248.50 269.50/271.50
 1400  199.75/201.75  224.25/226.25 246.50/248.50 269.50/271.50
 1500  200.50/202.50  225.00/227.00 247.25/249.25 270.00/272.00
 1600  199.00/201.00  223.50/225.50 245.75/247.75 268.50/270.50
 1715  199.50/201.50  224.00/226.00 246.25/248.25 269.00/271.00
                         (Closing Jan 4)
 1715  200.50/202.50  225.00/227.00 247.50/249.50 270.50/272.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.13%    4.25%    4.45%      4.59%     4.55%   4.50%
 1100   4.10%    4.26%    4.46%      4.59%     4.53%   4.49%
 1200   4.15%    4.28%    4.48%      4.61%     4.55%   4.51%
 1300   4.10%    4.25%    4.46%      4.59%     4.54%   4.50%
 1400   4.10%    4.25%    4.46%      4.59%     4.54%   4.50%
 1500   4.12%    4.28%    4.49%      4.61%     4.55%   4.51%
 1600   4.10%    4.25%    4.45%      4.57%     4.52%   4.48%
 1715   4.12%    4.28%    4.48%      4.60%     4.54%   4.50%
                         (Closing Jan 4)
 1715   4.10%    4.25%    4.48%      4.61%     4.55%   4.50%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.46%    4.42%    4.40%      4.39%     4.38%   4.36%
 1100   4.44%    4.41%    4.40%      4.39%     4.38%   4.36%
 1200   4.46%    4.43%    4.42%      4.40%     4.39%   4.37%
 1300   4.45%    4.42%    4.40%      4.39%     4.38%   4.37%
 1400   4.46%    4.42%    4.41%      4.39%     4.38%   4.37%
 1500   4.47%    4.44%    4.42%      4.41%     4.39%   4.37%
 1600   4.43%    4.41%    4.39%      4.38%     4.37%   4.35%
 1715   4.45%    4.42%    4.40%      4.39%     4.38%   4.36%
                         (Closing Jan 4) 
 1715   4.45%    4.42%    4.41%      4.39%     4.38%   4.37%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.3650/63.3750 rupees)
           
  Note: Figures in brackets indicate negative values.    
    
    Premiums have been given in paise and annualised premiums    
            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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