March 1, 2017 / 4:43 AM / in 8 months

RPT-India fwd/annualised dlr premia-(close)-Mar 1

              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 28)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.73%           02.73%        02.73%
---------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
---------------------------------------------------------------
 1000  23.00/24.50    52.50/54.50    80.50/82.50   107.00/109.00
 1100  23.25/24.75    52.75/54.75    81.00/83.00   107.50/109.50
 1200  23.25/24.75    52.75/54.75    81.00/83.00   107.50/109.50
 1300  23.25/24.75    52.75/54.75    81.00/83.00   107.50/109.50
 1400  23.00/24.50    52.50/54.50    80.50/82.50   107.00/109.00
 1500  23.25/24.75    52.75/54.75    80.75/82.75   107.25/109.25
 1600  23.25/24.75    52.75/54.75    80.75/82.75   107.25/109.25
 1715  23.00/24.50    52.50/54.50    80.50/82.50   107.00/109.00
                     (Closing Feb 28)
 1715  23.50/25.50    53.50/55.50    81.50/83.50   108.00/110.00
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 134.50/136.50  161.50/163.50  186.50/188.50  214.00/216.00
 1100 135.00/137.00  162.00/164.00  187.50/189.50  215.00/217.00
 1200 135.00/137.00  162.00/164.00  187.50/189.50  215.00/217.00
 1300 135.00/137.00  162.00/164.00  187.00/189.00  214.50/216.50
 1400 134.50/136.50  161.50/163.50  186.75/188.70  214.25/216.20
 1500 134.75/136.75  161.75/163.75  187.00/189.00  214.50/216.50
 1600 134.75/136.75  161.75/163.75  187.00/189.00  214.50/216.50
 1715 134.50/136.50  161.50/163.50  186.75/188.75  214.25/216.25
                     (Closing Feb 28)
 1715 135.50/137.50  162.50/164.50  187.50/189.50  215.00/217.00
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 240.00/242.00  265.00/267.00  292.50/294.50  315.50/317.50
 1100 241.25/243.25  266.50/268.50  294.00/296.00  317.00/319.00
 1200 241.25/243.25  266.50/268.50  294.00/296.00  317.00/319.00
 1300 240.75/242.75  266.00/268.00  293.50/295.50  316.50/318.50
 1400 240.25/242.20  265.50/267.50  293.00/295.00  316.00/318.00
 1500 240.75/242.75  266.00/268.00  293.50/295.50  316.50/318.50
 1600 240.75/242.75  266.00/268.00  293.50/295.50  316.50/318.50
 1715 240.50/242.50  265.50/267.50  293.00/295.00  316.00/318.00
                      (Closing Feb 28)
 1715 241.00/243.00  266.00/268.00  293.50/295.50  316.50/318.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.74%    5.17%    4.99%      4.95%     4.93%   4.90%
 1100   4.79%    5.19%    5.02%      4.98%     4.95%   4.91%
 1200   4.79%    5.19%    5.02%      4.97%     4.95%   4.91%
 1300   4.79%    5.19%    5.02%      4.97%     4.94%   4.91%
 1400   4.74%    5.17%    4.99%      4.95%     4.93%   4.90%
 1500   4.79%    5.19%    5.01%      4.96%     4.94%   4.91%
 1600   4.79%    5.19%    5.01%      4.96%     4.94%   4.91%
 1715   4.75%    5.17%    4.99%      4.95%     4.93%   4.90%
                     (Closing Feb 28)
 1715   4.74%    5.19%    5.01%      4.97%     4.94%   4.91%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.87%    4.85%    4.83%      4.82%     4.79%   4.77%
 1100   4.90%    4.87%    4.86%      4.85%     4.82%   4.79%
 1200   4.90%    4.87%    4.86%      4.85%     4.82%   4.79%
 1300   4.88%    4.86%    4.85%      4.84%     4.81%   4.78%
 1400   4.88%    4.85%    4.84%      4.83%     4.80%   4.78%
 1500   4.89%    4.86%    4.85%      4.84%     4.81%   4.79%
 1600   4.88%    4.86%    4.85%      4.84%     4.81%   4.78%
 1715   4.88%    4.86%    4.85%      4.83%     4.80%   4.78%
                     (Closing Feb 28)
 1715   4.89%    4.86%    4.85%      4.83%     4.81%   4.78%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.8250/66.8350 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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