March 3, 2017 / 4:45 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 3

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.00/05.00       01.50/03.50    00.50/01.50
                02.73%           02.73%        02.73%
                               (Mar 2)            
 1000        03.00/05.00       00.75/01.25    02.25/03.75
                04.10%           04.10%        04.10%
---------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
---------------------------------------------------------------
 1000  20.75/21.75    50.25/52.25    78.50/80.50   105.00/107.00
 1100  20.50/21.50    50.25/52.25    78.50/80.50   105.00/107.00
 1200  21.00/21.50    50.50/51.50    79.00/80.00   105.50/106.50
 1300  20.75/21.75    50.25/52.25    78.50/80.50   105.00/107.00
 1400  20.75/21.75    50.00/52.00    78.00/80.00   104.50/106.50
 1500  20.75/21.75    50.25/52.25    78.50/80.50   105.00/107.00
 1600  20.75/21.75    50.25/52.25    78.50/80.50   105.00/107.00
 1715  20.75/21.75    50.25/52.25    78.50/80.50   105.00/107.00
                        (Closing Mar 2)
 1715  21.50/22.50    51.00/53.00    79.50/81.50   106.00/108.00
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 132.50/134.50  159.50/161.50  185.00/187.00  212.75/214.70
 1100 132.50/134.50  159.50/161.50  185.00/187.00  212.50/214.50
 1200 132.00/134.00  159.25/161.25  184.50/186.50  212.00/214.00
 1300 132.50/134.50  159.50/161.50  185.00/187.00  212.50/214.50
 1400 132.00/134.00  159.00/161.00  184.50/186.50  212.00/214.00
 1500 132.50/134.50  159.50/161.50  185.00/187.00  212.50/214.50
 1600 132.50/134.50  159.50/161.50  185.00/187.00  212.50/214.50
 1715 132.50/134.50  159.50/161.50  185.00/187.00  212.75/214.75
                        (Closing Mar 2)
 1715 134.00/136.00  161.00/163.00  186.50/188.50  214.50/216.50
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 239.25/241.20  264.75/266.70  292.50/294.50  316.00/318.00
 1100 238.75/240.75  264.25/266.25  292.00/294.00  315.50/317.50
 1200 238.25/240.25  263.50/265.50  291.50/293.50  315.00/317.00
 1300 238.75/240.70  264.00/266.00  292.00/294.00  315.50/317.50
 1400 238.25/240.25  263.50/265.50  291.50/293.50  315.00/317.00
 1500 238.75/240.75  264.00/266.00  292.00/294.00  315.50/317.50
 1600 238.75/240.70  264.00/266.00  292.00/294.00  315.50/317.50
 1715 239.00/241.00  264.50/266.50  292.50/294.50  316.00/318.00
                        (Closing Mar 2)
 1715 241.00/243.00  266.50/268.50  294.50/296.50  318.00/320.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.06%    5.27%    5.08%      5.02%     4.98%   4.94%
 1100   5.10%    5.27%    5.08%      5.02%     4.98%   4.94%
 1200   5.05%    5.25%    5.08%      5.02%     4.97%   4.94%
 1300   5.07%    5.27%    5.09%      5.02%     4.98%   4.95%
 1400   5.05%    5.24%    5.06%      5.00%     4.96%   4.93%
 1500   5.07%    5.27%    5.09%      5.02%     4.98%   4.95%
 1600   5.07%    5.27%    5.09%      5.02%     4.98%   4.95%
 1715   5.07%    5.27%    5.09%      5.02%     4.98%   4.95%
                        (Closing Mar 2)
 1715   5.02%    5.27%    5.10%      5.04%     5.01%   4.97%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.92%    4.90%    4.89%      4.87%     4.85%   4.83%
 1100   4.92%    4.89%    4.88%      4.87%     4.84%   4.82%
 1200   4.90%    4.88%    4.87%      4.85%     4.83%   4.81%
 1300   4.92%    4.90%    4.88%      4.87%     4.84%   4.82%
 1400   4.91%    4.88%    4.87%      4.86%     4.84%   4.81%
 1500   4.92%    4.90%    4.88%      4.87%     4.84%   4.82%
 1600   4.92%    4.90%    4.88%      4.87%     4.84%   4.82%
 1715   4.92%    4.90%    4.89%      4.88%     4.85%   4.83%
                        (Closing Mar 2)
 1715   4.95%    4.93%    4.92%      4.90%     4.88%   4.86%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.8050/66.8150 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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