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RPT-India fwd/annualised dlr premia-(close)-Feb 27
February 27, 2017 / 4:41 AM / 7 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 27

              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
                02.74%           02.74%        02.74%
                               (Feb 23)            
 1000        03.25/05.25       02.50/04.50    00.50/01.50
                03.55%           03.41%        02.73%
---------------------------------------------------------------
 TIME      MAR            APR            MAY          JUN
---------------------------------------------------------------
 1000  25.00/27.00    55.00/57.00    83.50/85.50 110.00/112.00
 1100  24.50/26.50    54.50/56.50    82.50/84.50 109.00/111.00
 1200  24.50/26.50    54.00/56.00    82.00/84.00 108.50/110.50
 1300  24.50/26.50    54.00/56.00    82.00/84.00 108.50/110.50
 1400  24.50/26.50    54.00/56.00    82.00/84.00 108.50/110.50
 1500  24.50/26.50    54.00/56.00    82.00/84.00 108.50/110.50
 1600  24.50/26.50    54.00/56.00    82.00/84.00 108.50/110.50
 1715  24.50/26.50    54.00/56.00    82.00/84.00 108.50/110.50
                         (Closing Feb 23)
 1715  26.25/27.75    56.50/58.50    85.00/87.00 111.50/113.50
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 137.00/139.00  163.00/165.00  187.50/189.50  214.00/216.00
 1100 136.00/138.00  162.50/164.50  187.00/189.00  214.00/216.00
 1200 136.00/138.00  162.50/164.50  187.00/189.00  214.00/216.00
 1300 135.50/137.50  162.00/164.00  186.50/188.50  213.50/215.50
 1400 136.00/138.00  162.50/164.50  187.00/189.00  214.00/216.00
 1500 136.00/138.00  163.00/165.00  187.50/189.50  214.50/216.50
 1600 136.00/138.00  163.00/165.00  187.75/189.75  214.75/216.75
 1715 136.00/138.00  163.00/165.00  187.75/189.75  214.75/216.75
                        (Closing Feb 23)
 1715 139.00/141.00  165.50/167.50  190.00/192.00  217.00/219.00
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 239.50/241.50  264.00/266.00  291.00/293.00  313.50/315.50
 1100 239.50/241.50  264.00/266.00  291.00/293.00  313.50/315.50
 1200 239.50/241.50  264.00/266.00  291.00/293.00  313.50/315.50
 1300 239.00/241.00  263.50/265.50  290.50/292.50  313.00/315.00
 1400 239.50/241.50  264.00/266.00  291.00/293.00  313.50/315.50
 1500 240.00/242.00  264.50/266.50  292.00/294.00  314.50/316.50
 1600 240.50/242.50  265.25/267.25  292.50/294.50  315.00/317.00
 1715 240.50/242.50  265.25/267.25  292.50/294.50  315.00/317.00
                         (Closing Feb 23)
 1715 242.50/244.50  267.00/269.00  294.00/296.00  316.50/318.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.84%    5.25%    5.08%      5.01%     4.97%   4.90%
 1100   4.76%    5.20%    5.02%      4.97%     4.93%   4.89%
 1200   4.75%    5.15%    4.99%      4.95%     4.93%   4.89%
 1300   4.75%    5.15%    4.99%      4.95%     4.91%   4.87%
 1400   4.75%    5.15%    4.99%      4.95%     4.93%   4.89%
 1500   4.75%    5.15%    4.99%      4.95%     4.93%   4.90%
 1600   4.75%    5.15%    4.99%      4.95%     4.93%   4.90%
 1715   4.75%    5.15%    4.99%      4.95%     4.93%   4.90%
                        (Closing Feb 23)
 1715   4.76%    5.32%    5.11%      5.04%     5.00%   4.94%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.86%    4.82%    4.80%      4.78%     4.75%   4.73%
 1100   4.85%    4.82%    4.80%      4.78%     4.76%   4.73%
 1200   4.85%    4.82%    4.80%      4.78%     4.75%   4.73%
 1300   4.83%    4.81%    4.79%      4.77%     4.75%   4.72%
 1400   4.85%    4.82%    4.80%      4.78%     4.75%   4.73%
 1500   4.86%    4.83%    4.81%      4.79%     4.77%   4.74%
 1600   4.87%    4.84%    4.82%      4.80%     4.78%   4.75%
 1715   4.87%    4.84%    4.82%      4.80%     4.78%   4.75%
                        (Closing Feb 23)
 1715   4.90%    4.86%    4.84%      4.81%     4.78%   4.75%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.7000/66.7100 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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