March 2, 2017 / 4:47 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 2

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        03.00/05.00       00.75/01.25    02.25/03.75
                04.10%           04.10%        04.10%
                               (Mar 1)            
 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  21.50/22.50    51.25/53.25    79.50/81.50   106.00/108.00
 1100  21.75/22.75    51.50/53.50    80.00/81.00   106.50/107.50
 1200  21.50/22.50    51.00/53.00    79.50/81.50   106.00/108.00
 1300  21.50/22.50    51.00/53.00    79.50/81.50   106.00/108.00
 1400  21.50/22.50    51.00/53.00    79.50/81.50   106.00/108.00
 1500  21.50/22.50    51.50/53.50    80.00/82.00   106.00/108.00
 1600  21.50/22.50    51.00/53.00    79.50/81.50   106.00/108.00
 1715  21.50/22.50    51.00/53.00    79.50/81.50   106.00/108.00
                         (Closing Mar 1)
 1715  23.00/24.50    52.50/54.50    80.50/82.50   107.00/109.00
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 133.50/135.50  160.50/162.50  186.00/188.00  213.50/215.50
 1100 133.50/135.50  161.00/163.00  186.50/188.50  214.50/216.50
 1200 133.50/135.50  160.50/162.50  186.00/188.00  213.50/215.50
 1300 134.00/136.00  161.00/163.00  186.50/188.50  214.50/216.50
 1400 134.00/136.00  161.00/163.00  186.50/188.50  214.50/216.50
 1500 134.00/136.00  161.00/163.00  186.00/188.00  213.50/215.50
 1600 134.00/136.00  161.00/163.00  186.50/188.50  214.50/216.50
 1715 134.00/136.00  161.00/163.00  186.50/188.50  214.50/216.50
                         (Closing Mar 1)
 1715 134.50/136.50  161.50/163.50  186.75/188.75  214.25/216.25
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 240.00/242.00  265.25/267.25  292.75/294.75  316.00/318.00
 1100 241.00/243.00  266.50/268.50  294.25/296.25  317.50/319.50
 1200 239.75/241.70  265.25/267.20  293.00/295.00  316.50/318.50
 1300 240.75/242.75  266.25/268.25  294.00/296.00  317.50/319.50
 1400 240.75/242.75  266.25/268.25  294.00/296.00  317.50/319.50
 1500 240.00/242.00  266.00/268.00  294.00/296.00  317.50/319.50
 1600 241.00/243.00  266.50/268.50  294.00/296.00  317.50/319.50
 1715 241.00/243.00  266.50/268.50  294.50/296.50  318.00/320.00
                         (Closing Mar 1)
 1715 240.50/242.50  265.50/267.50  293.00/295.00  316.00/318.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.02%    5.28%    5.10%      5.03%     4.99%   4.96%
 1100   5.05%    5.26%    5.10%      5.04%     5.00%   4.97%
 1200   5.01%    5.26%    5.10%      5.03%     4.99%   4.96%
 1300   5.02%    5.26%    5.10%      5.04%     5.01%   4.97%
 1400   5.01%    5.26%    5.10%      5.04%     5.01%   4.97%
 1500   5.03%    5.31%    5.12%      5.04%     5.01%   4.97%
 1600   5.02%    5.27%    5.10%      5.04%     5.01%   4.97%
 1715   5.02%    5.27%    5.10%      5.04%     5.01%   4.97%
                         (Closing Mar 1)
 1715   4.75%    5.17%    4.99%      4.95%     4.93%   4.90%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.93%    4.90%    4.89%      4.87%     4.85%   4.82%
 1100   4.95%    4.93%    4.92%      4.90%     4.87%   4.85%
 1200   4.93%    4.90%    4.89%      4.88%     4.85%   4.83%
 1300   4.95%    4.93%    4.91%      4.90%     4.87%   4.85%
 1400   4.95%    4.93%    4.91%      4.89%     4.87%   4.84%
 1500   4.93%    4.90%    4.90%      4.89%     4.87%   4.84%
 1600   4.95%    4.93%    4.92%      4.90%     4.87%   4.85%
 1715   4.95%    4.93%    4.92%      4.90%     4.88%   4.86%
                         (Closing Mar 1)
 1715   4.88%    4.86%    4.85%      4.83%     4.80%   4.78%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.7025/66.7125 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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