March 15, 2017 / 4:50 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 15

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        00.50/02.50       00.25/01.25    00.25/01.25
                01.39%           01.39%        01.39%
                               (Mar 14)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.76%           02.76%        02.76%
---------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
---------------------------------------------------------------
 1000  12.00/13.50    39.75/41.75    67.50/69.50    93.25/95.25
 1100  12.00/13.50    39.75/41.75    67.50/69.50    93.25/95.25
 1200  12.00/13.50    39.75/41.75    67.75/69.75    93.25/95.25
 1300  12.25/13.75    40.00/42.00    67.75/69.75    93.50/95.50
 1400  12.25/13.25    40.00/42.00    67.75/69.75    93.50/95.50
 1500  12.00/13.50    39.50/41.50    67.50/69.50    93.25/95.25
 1600  12.00/13.50    39.75/41.75    67.50/69.50    93.50/95.50
 1715  12.00/13.50    39.75/41.75    67.50/69.50    93.00/95.00
                         (Closing Mar 14)
 1715  13.00/14.00    40.75/42.75    68.75/70.75    94.75/96.75
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 119.75/121.70  145.75/147.70  170.50/172.50  198.00/200.00
 1100 119.75/121.70  145.75/147.70  170.25/172.20  197.50/199.50
 1200 119.50/121.50  145.50/147.50  170.00/172.00  197.50/199.50
 1300 120.00/122.00  146.00/148.00  170.50/172.50  197.75/199.70
 1400 120.00/122.00  146.25/148.20  170.75/172.70  198.25/200.20
 1500 119.75/121.75  146.00/148.00  170.50/172.50  198.00/200.00
 1600 120.00/122.00  146.00/148.00  170.50/172.50  198.00/200.00
 1715 119.50/121.50  145.50/147.50  170.00/172.00  197.00/199.00
                        (Closing Mar 14)
 1715 121.25/123.25  147.50/149.50  172.00/174.00  199.75/201.75
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 223.75/225.70  248.50/250.50  276.50/278.50  300.00/302.00
 1100 223.00/225.00  247.50/249.50  275.25/277.20  298.50/300.50
 1200 223.00/225.00  247.50/249.50  275.25/277.25  298.50/300.50
 1300 223.25/225.20  248.00/250.00  275.75/277.70  299.00/301.00
 1400 224.00/226.00  248.75/250.70  276.75/278.70  300.00/302.00
 1500 223.50/225.50  248.00/250.00  275.75/277.75  299.00/301.00
 1600 223.50/225.50  248.25/250.20  275.75/277.70  299.00/301.00
 1715 222.00/224.00  246.50/248.50  274.00/276.00  297.00/299.00
                         (Closing Mar 14)
 1715 225.50/227.50  250.50/252.50  278.50/280.50  302.00/304.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.35%    5.19%    5.03%      4.97%     4.92%   4.89% 
 1100   5.35%    5.18%    5.03%      4.97%     4.91%   4.88%
 1200   5.35%    5.19%    5.03%      4.96%     4.91%   4.87%
 1300   5.39%    5.20%    5.04%      4.98%     4.92%   4.88%
 1400   5.36%    5.20%    5.03%      4.97%     4.92%   4.88%
 1500   5.31%    5.16%    5.02%      4.96%     4.91%   4.87%
 1600   5.34%    5.17%    5.03%      4.97%     4.92%   4.88%
 1715   5.33%    5.17%    5.00%      4.94%     4.89%   4.86%
                        (Closing Mar 14)
 1715   5.31%    5.18%    5.04%      4.97%     4.92%   4.88%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.87%    4.86%    4.85%      4.84%     4.83%   4.81% 
 1100   4.86%    4.84%    4.83%      4.81%     4.80%   4.78%
 1200   4.85%    4.84%    4.83%      4.82%     4.80%   4.78%
 1300   4.86%    4.84%    4.83%      4.82%     4.80%   4.79%
 1400   4.87%    4.85%    4.84%      4.83%     4.82%   4.80%
 1500   4.86%    4.84%    4.83%      4.81%     4.80%   4.78%
 1600   4.86%    4.85%    4.83%      4.82%     4.80%   4.78%
 1715   4.83%    4.81%    4.80%      4.78%     4.76%   4.75%
                        (Closing Mar 14)
 1715   4.87%    4.85%    4.85%      4.83%     4.82%   4.81%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.6850/65.6950 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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