February 28, 2017 / 4:44 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 28

              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
                02.73%           02.73%        02.73%
                               (Feb 27)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.74%           02.74%        02.74%
---------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
---------------------------------------------------------------
 1000  23.50/25.50    53.00/55.00    81.00/83.00   107.50/109.50
 1100  23.50/25.50    53.00/55.00    81.00/83.00   107.50/109.50
 1200  23.50/25.50    53.00/55.00    81.00/83.00   107.50/109.50
 1300  23.50/25.50    53.00/55.00    81.00/83.00   107.50/109.50
 1400  23.50/25.50    53.00/55.00    81.00/83.00   107.50/109.50
 1500  23.50/25.50    53.50/55.50    81.50/83.50   108.00/110.00
 1600  23.50/25.50    53.50/55.50    81.50/83.50   108.00/110.00
 1715  23.50/25.50    53.50/55.50    81.50/83.50   108.00/110.00
                     (Closing Feb 27)
 1715  24.50/26.50    54.00/56.00    82.00/84.00   108.50/110.50
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 135.00/137.00  162.00/164.00  187.00/189.00  214.00/216.00
 1100 135.00/137.00  162.00/164.00  187.00/189.00  214.00/216.00
 1200 135.00/137.00  162.00/164.00  187.00/189.00  214.25/216.20
 1300 135.00/137.00  162.00/164.00  187.00/189.00  214.00/216.00
 1400 135.00/137.00  162.00/164.00  187.00/189.00  214.25/216.25
 1500 135.50/137.50  162.50/164.50  187.50/189.50  215.00/217.00
 1600 135.50/137.50  162.50/164.50  187.50/189.50  215.00/217.00
 1715 135.50/137.50  162.50/164.50  187.50/189.50  215.00/217.00
                     (Closing Feb 27)
 1715 136.00/138.00  163.00/165.00  187.75/189.75  214.75/216.75
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 239.75/241.75  264.75/266.75  292.25/294.25  315.00/317.00
 1100 239.75/241.75  264.50/266.50  291.75/293.75  314.50/316.50
 1200 240.00/242.00  265.00/267.00  292.50/294.50  315.50/317.50
 1300 239.75/241.70  264.75/266.70  292.00/294.00  315.00/317.00
 1400 240.00/242.00  265.00/267.00  292.50/294.50  315.50/317.50
 1500 241.00/243.00  266.00/268.00  293.50/295.50  316.50/318.50
 1600 241.00/243.00  266.00/268.00  293.50/295.50  316.50/318.50
 1715 241.00/243.00  266.00/268.00  293.50/295.50  316.50/318.50
                     (Closing Feb 27)
 1715 240.50/242.50  265.25/267.25  292.50/294.50  315.00/317.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.73%    5.14%    4.98%      4.94%     4.92%   4.89%
 1100   4.73%    5.15%    4.98%      4.94%     4.92%   4.89%
 1200   4.73%    5.15%    4.98%      4.94%     4.92%   4.89%
 1300   4.73%    5.15%    4.98%      4.94%     4.92%   4.89%
 1400   4.73%    5.15%    4.98%      4.94%     4.92%   4.89%
 1500   4.74%    5.19%    5.01%      4.96%     4.94%   4.91%
 1600   4.74%    5.19%    5.01%      4.96%     4.94%   4.91%
 1715   4.74%    5.19%    5.01%      4.97%     4.94%   4.91%
                     (Closing Feb 27)
 1715   4.75%    5.15%    4.99%      4.95%     4.93%   4.90%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.87%    4.84%    4.82%      4.81%     4.78%   4.75%
 1100   4.87%    4.84%    4.82%      4.80%     4.78%   4.75%
 1200   4.87%    4.84%    4.83%      4.81%     4.79%   4.76%
 1300   4.87%    4.84%    4.82%      4.81%     4.78%   4.76%
 1400   4.87%    4.84%    4.83%      4.81%     4.79%   4.76%
 1500   4.88%    4.86%    4.85%      4.83%     4.81%   4.78%
 1600   4.88%    4.86%    4.85%      4.83%     4.81%   4.78%
 1715   4.89%    4.86%    4.85%      4.83%     4.81%   4.78%
                     (Closing Feb 27)
 1715   4.87%    4.84%    4.82%      4.80%     4.78%   4.75%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.6900/66.7000 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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