March 8, 2017 / 4:44 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 8

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
                02.74%           02.74%        02.74%
                               (Mar 7)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.74%           02.74%        02.74%
---------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
---------------------------------------------------------------
 1000  17.50/19.00    45.50/47.50    73.50/75.50   100.00/102.00
 1100  17.50/19.50    45.50/47.50    73.75/75.75   100.00/102.00
 1200  17.75/19.25    45.25/47.25    73.50/75.50   100.00/102.00
 1300  17.50/19.00    45.25/47.25    73.00/75.00    99.50/101.50
 1400  17.50/19.00    45.00/47.00    73.00/75.00    99.00/101.00
 1500  17.50/19.00    45.00/47.00    73.00/75.00    99.00/101.00
 1600  17.75/19.25    45.00/47.00    73.00/75.00    98.75/100.75
 1715  17.50/19.50    44.75/46.75    72.25/74.25    98.25/100.25
                        (Closing Mar 7)
 1715  18.50/20.00    46.50/48.50    75.00/77.00   101.25/103.25
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 127.50/129.50  154.50/156.50  180.00/182.00  208.00/210.00
 1100 127.25/129.25  154.25/156.25  180.00/182.00  208.00/210.00
 1200 127.25/128.75  154.25/156.25  179.50/181.50  207.50/209.50
 1300 127.00/129.00  153.75/155.75  179.00/181.00  207.00/209.00
 1400 126.00/128.00  153.00/155.00  178.25/180.25  206.25/208.25
 1500 126.00/128.00  152.75/154.75  177.75/179.75  205.50/207.50
 1600 125.50/127.50  152.25/154.25  177.25/179.25  204.75/206.75
 1715 125.00/127.00  151.25/153.25  175.75/177.75  202.75/204.75
                        (Closing Mar 7)
 1715 128.50/130.50  155.50/157.50  181.00/183.00  209.00/211.00
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 234.50/236.50  260.00/262.00  288.25/290.20  312.00/314.00
 1100 234.50/236.50  260.00/262.00  288.25/290.25  312.00/314.00
 1200 233.75/235.75  259.25/261.25  287.25/289.25  311.00/313.00
 1300 233.50/235.50  259.00/261.00  287.25/289.25  311.00/313.00
 1400 232.50/234.50  258.00/260.00  286.25/288.25  310.00/312.00
 1500 231.75/233.75  257.00/259.00  285.00/287.00  308.50/310.50
 1600 230.75/232.75  255.75/257.75  283.50/285.50  307.00/309.00
 1715 228.75/230.75  254.00/256.00  281.50/283.50  305.00/307.00
                        (Closing Mar 7)
 1715 235.25/237.25  260.75/262.75  288.75/290.75  312.50/314.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.01%    5.08%    4.96%      4.93%     4.91%   4.89%
 1100   5.03%    5.09%    4.97%      4.93%     4.90%   4.89%
 1200   5.02%    5.07%    4.96%      4.93%     4.90%   4.88%
 1300   4.99%    5.05%    4.93%      4.91%     4.89%   4.86%
 1400   4.97%    5.04%    4.92%      4.88%     4.86%   4.84%
 1500   4.97%    5.03%    4.91%      4.88%     4.85%   4.83%
 1600   5.00%    5.03%    4.91%      4.86%     4.83%   4.81%
 1715   4.98%    4.99%    4.87%      4.84%     4.81%   4.78%
                        (Closing Mar 7)
 1715   5.02%    5.12%    4.99%      4.94%     4.91%   4.89%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.88%    4.87%    4.87%      4.86%     4.84%   4.82%
 1100   4.88%    4.87%    4.86%      4.86%     4.84%   4.82%
 1200   4.87%    4.86%    4.85%      4.84%     4.82%   4.81%
 1300   4.85%    4.85%    4.84%      4.84%     4.82%   4.80%
 1400   4.83%    4.83%    4.82%      4.82%     4.80%   4.79%
 1500   4.81%    4.81%    4.80%      4.79%     4.78%   4.76%
 1600   4.80%    4.79%    4.78%      4.77%     4.75%   4.74% 
 1715   4.76%    4.74%    4.75%      4.74%     4.72%   4.71% 
                        (Closing Mar 7)
 1715   4.88%    4.87%    4.86%      4.85%     4.83%   4.81%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.6950/66.7050 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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