March 16, 2017 / 4:41 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 16

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        03.00/05.00       00.75/01.25    02.25/03.75
                04.19%           04.19%        04.19%
                               (Mar 15)            
 1000        00.50/02.50       00.25/01.25    00.25/01.25
                01.39%           01.39%        01.39%
---------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
---------------------------------------------------------------
 1000  09.50/11.00    37.00/39.00    64.50/66.50    90.00/92.00
 1100  09.50/11.00    37.00/39.00    65.00/67.00    90.50/92.50
 1200  09.50/11.00    37.00/39.00    65.00/67.00    90.50/92.50
 1300  09.50/11.00    37.00/39.00    65.00/67.00    90.50/92.50
 1400  09.50/11.00    37.00/39.00    65.00/67.00    91.00/93.00
 1500  09.50/11.00    37.00/39.00    65.00/67.00    91.00/93.00
 1600  09.50/11.00    37.00/39.00    65.00/67.00    91.00/93.00
 1715  09.50/11.00    37.00/39.00    65.00/67.00    91.00/93.00
                      (Closing Mar 15)
 1715  12.00/13.50    39.75/41.75    67.50/69.50    93.00/95.00
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 116.50/118.50  142.50/144.50  167.00/169.00  194.00/196.00
 1100 116.75/118.75  143.00/145.00  167.50/169.50  195.00/197.00
 1200 117.00/119.00  143.00/145.00  167.50/169.50  194.50/196.50
 1300 117.00/119.00  143.00/145.00  167.50/169.50  194.50/196.50
 1400 117.50/119.50  143.50/145.50  168.00/170.00  195.00/197.00
 1500 117.50/119.50  143.50/145.50  168.00/170.00  195.00/197.00
 1600 117.50/119.50  143.50/145.50  168.00/170.00  195.00/197.00
 1715 117.50/119.50  143.50/145.50  168.00/170.00  195.00/197.00
                      (Closing Mar 15)
 1715 119.50/121.50  145.50/147.50  170.00/172.00  197.00/199.00
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 219.50/221.50  244.00/246.00  271.75/273.70  295.00/297.00
 1100 220.50/222.50  244.50/246.50  272.25/274.25  295.50/297.50
 1200 220.00/222.00  244.75/246.75  272.50/274.50  295.50/297.50
 1300 220.00/222.00  244.75/246.70  272.50/274.50  295.50/297.50
 1400 220.50/222.50  245.25/247.25  273.00/275.00  296.00/298.00
 1500 220.50/222.50  245.25/247.25  273.00/275.00  296.00/298.00
 1600 220.50/222.50  245.25/247.20  273.00/275.00  296.00/298.00
 1715 220.50/222.50  245.25/247.25  273.00/275.00  296.00/298.00
                      (Closing Mar 15)
 1715 222.00/224.00  246.50/248.50  274.00/276.00  297.00/299.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.42%    5.14%    5.01%      4.95%     4.90%   4.87% 
 1100   5.41%    5.17%    5.03%      4.96%     4.91%   4.88% 
 1200   5.42%    5.17%    5.04%      4.97%     4.92%   4.88% 
 1300   5.42%    5.17%    5.04%      4.97%     4.92%   4.88%
 1400   5.41%    5.17%    5.05%      4.99%     4.93%   4.89%
 1500   5.41%    5.17%    5.05%      4.99%     4.93%   4.89%
 1600   5.41%    5.16%    5.05%      4.99%     4.93%   4.89%
 1715   5.41%    5.17%    5.05%      4.99%     4.93%   4.89%
                      (Closing Mar 15)
 1715   5.33%    5.17%    5.00%      4.94%     4.89%   4.86%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.84%    4.83%    4.82%      4.81%     4.80%   4.78% 
 1100   4.86%    4.85%    4.83%      4.81%     4.80%   4.79% 
 1200   4.86%    4.84%    4.83%      4.82%     4.80%   4.79% 
 1300   4.86%    4.84%    4.83%      4.82%     4.80%   4.79%
 1400   4.86%    4.85%    4.84%      4.82%     4.81%   4.79%
 1500   4.86%    4.85%    4.84%      4.82%     4.81%   4.79%
 1600   4.86%    4.85%    4.84%      4.82%     4.80%   4.79%
 1715   4.87%    4.85%    4.84%      4.83%     4.81%   4.79%
                      (Closing Mar 15)
 1715   4.83%    4.81%    4.80%      4.78%     4.76%   4.75%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.4100/65.4200 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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