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RPT-India fwd/annualised dlr premia-(close)-Mar 7
March 7, 2017 / 4:39 AM / 7 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 7

                  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
                02.74%           02.74%        02.74%
                               (Mar 6)            
 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  18.50/19.50    47.25/49.25    75.50/77.50   102.00/104.00
 1100  18.25/19.75    46.25/48.25    74.50/76.50   101.00/103.00
 1200  18.50/19.50    46.75/48.75    75.00/77.00   101.50/103.50
 1300  18.50/19.50    46.75/48.75    75.00/77.00   101.50/103.50
 1400  18.50/19.50    46.75/48.75    75.00/77.00   101.50/103.50
 1500  18.50/20.00    46.75/48.75    74.75/76.75   101.25/103.20
 1600  18.50/20.00    46.75/48.75    74.75/76.75   101.25/103.25
 1715  18.50/20.00    46.50/48.50    75.00/77.00   101.25/103.25
                        (Closing Mar 6)
 1715  19.25/20.75    48.00/50.00    76.00/78.00   102.50/104.50
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 129.50/131.50  156.50/158.50  182.00/184.00  210.00/212.00
 1100 128.50/130.50  155.50/157.50  181.00/183.00  208.75/210.75
 1200 129.00/131.00  156.00/158.00  181.50/183.50  209.50/211.50
 1300 129.00/131.00  156.00/158.00  181.50/183.50  209.50/211.50
 1400 129.25/131.20  156.50/158.50  182.00/184.00  210.00/212.00
 1500 128.75/130.70  155.75/157.70  181.25/183.20  209.25/211.20
 1600 128.75/130.75  155.75/157.75  181.25/183.25  209.25/211.25
 1715 128.50/130.50  155.50/157.50  181.00/183.00  209.00/211.00
                        (Closing Mar 6)
 1715 130.00/132.00  157.00/159.00  182.50/184.50  210.50/212.50
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 236.50/238.50  262.00/264.00  290.25/292.25  314.00/316.00
 1100 235.25/237.25  260.75/262.75  288.75/290.75  312.50/314.50
 1200 236.00/238.00  261.50/263.50  289.75/291.75  313.50/315.50
 1300 236.00/238.00  261.50/263.50  289.75/291.75  313.50/315.50
 1400 236.50/238.50  262.00/264.00  290.25/292.20  314.00/316.00
 1500 235.75/237.70  261.25/263.20  289.25/291.20  313.00/315.00
 1600 235.75/237.75  261.25/263.25  289.25/291.25  313.00/315.00
 1715 235.25/237.25  260.75/262.75  288.75/290.75  312.50/314.50
                        (Closing Mar 6)
 1715 237.00/239.00  262.50/264.50  290.50/292.50  314.00/316.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.04%    5.18%    5.03%      4.98%     4.96%   4.93%
 1100   4.98%    5.09%    4.97%      4.94%     4.92%   4.89%
 1200   5.01%    5.13%    5.00%      4.96%     4.93%   4.91%
 1300   5.01%    5.13%    5.00%      4.96%     4.93%   4.91%
 1400   5.01%    5.13%    5.00%      4.96%     4.94%   4.92%
 1500   5.03%    5.12%    4.98%      4.94%     4.92%   4.90%
 1600   5.03%    5.12%    4.98%      4.95%     4.92%   4.90%
 1715   5.02%    5.12%    4.99%      4.94%     4.91%   4.89%
                        (Closing Mar 6)
 1715   5.03%    5.16%    5.00%      4.96%     4.93%   4.91%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.91%    4.90%    4.89%      4.88%     4.86%   4.84%
 1100   4.88%    4.87%    4.86%      4.85%     4.83%   4.82%
 1200   4.89%    4.88%    4.88%      4.87%     4.85%   4.83%
 1300   4.89%    4.88%    4.88%      4.87%     4.85%   4.83%
 1400   4.91%    4.89%    4.89%      4.87%     4.86%   4.84%
 1500   4.88%    4.87%    4.87%      4.86%     4.84%   4.82%
 1600   4.89%    4.88%    4.87%      4.86%     4.84%   4.82%
 1715   4.88%    4.87%    4.86%      4.85%     4.83%   4.81%
                        (Closing Mar 6)
 1715   4.89%    4.88%    4.87%      4.86%     4.84%   4.82%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.6650/66.6750 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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