March 6, 2017 / 4:41 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 6

6 Min Read

              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%
                               (Mar 3)            
 1000        02.00/05.00       01.50/03.50    00.50/01.50
                02.73%           02.73%        02.73%
---------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
---------------------------------------------------------------
 1000  19.75/20.75    49.00/51.00    77.25/79.25   103.75/105.70
 1100  19.50/21.50    49.00/51.00    77.00/79.00   103.50/105.50
 1200  19.25/20.75    48.25/50.25    76.50/78.50   103.00/105.00
 1300  19.00/20.50    47.75/49.75    76.00/78.00   102.50/104.50
 1400  19.00/20.50    47.75/49.75    76.00/78.00   102.50/104.50
 1500  19.50/21.00    48.25/50.25    76.50/78.50   103.00/105.00
 1600  19.25/20.75    48.25/50.25    76.50/78.50   103.00/105.00
 1715  19.25/20.75    48.00/50.00    76.00/78.00   102.50/104.50
                        (Closing Mar 3)
 1715  20.75/21.75    50.25/52.25    78.50/80.50   105.00/107.00
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 131.25/133.20  158.50/160.50  184.00/186.00  212.00/214.00
 1100 131.00/133.00  158.00/160.00  183.25/185.20  211.00/213.00
 1200 130.50/132.50  157.50/159.50  183.00/185.00  211.00/213.00
 1300 130.00/132.00  157.00/159.00  182.50/184.50  210.50/212.50
 1400 130.00/132.00  157.00/159.00  182.50/184.50  210.50/212.50
 1500 130.50/132.50  157.50/159.50  183.00/185.00  211.00/213.00
 1600 130.50/132.50  157.50/159.50  183.00/185.00  211.00/213.00
 1715 130.00/132.00  157.00/159.00  182.50/184.50  210.50/212.50
                        (Closing Mar 3)
 1715 132.50/134.50  159.50/161.50  185.00/187.00  212.75/214.75
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 238.50/240.50  264.00/266.00  292.00/294.00  315.50/317.50
 1100 237.50/239.50  263.00/265.00  291.00/293.00  314.50/316.50
 1200 237.50/239.50  263.00/265.00  291.00/293.00  314.50/316.50
 1300 237.00/239.00  262.50/264.50  290.50/292.50  314.00/316.00
 1400 237.00/239.00  262.50/264.50  290.50/292.50  314.00/316.00
 1500 237.50/239.50  263.00/265.00  291.00/293.00  314.50/316.50
 1600 237.50/239.50  263.00/265.00  291.25/293.25  315.00/317.00
 1715 237.00/239.00  262.50/264.50  290.50/292.50  314.00/316.00
                        (Closing Mar 3)
 1715 239.00/241.00  264.50/266.50  292.50/294.50  316.00/318.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.11%    5.25%    5.07%      5.01%     4.98%   4.95%
 1100   5.14%    5.24%    5.06%      5.00%     4.97%   4.93%
 1200   5.04%    5.18%    5.03%      4.98%     4.95%   4.92%
 1300   4.99%    5.14%    5.00%      4.95%     4.93%   4.90%
 1400   4.99%    5.14%    5.00%      4.96%     4.93%   4.91%
 1500   5.07%    5.18%    5.03%      4.98%     4.95%   4.92%
 1600   5.05%    5.18%    5.03%      4.98%     4.95%   4.92%
 1715   5.03%    5.16%    5.00%      4.96%     4.93%   4.91%
                        (Closing Mar 3)
 1715   5.07%    5.27%    5.09%      5.02%     4.98%   4.95%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.93%    4.91%    4.90%      4.89%     4.86%   4.84%
 1100   4.91%    4.89%    4.88%      4.87%     4.85%   4.82%
 1200   4.90%    4.89%    4.88%      4.87%     4.85%   4.82%
 1300   4.89%    4.88%    4.87%      4.86%     4.84%   4.82%
 1400   4.89%    4.88%    4.87%      4.86%     4.84%   4.82%
 1500   4.90%    4.89%    4.88%      4.87%     4.85%   4.83%
 1600   4.90%    4.89%    4.88%      4.87%     4.85%   4.83%
 1715   4.89%    4.88%    4.87%      4.86%     4.84%   4.82%
                        (Closing Mar 3)
 1715   4.92%    4.90%    4.89%      4.88%     4.85%   4.83%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.7150/66.7250 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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