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RPT-India fwd/annualised dlr premia-(close)-Mar 27
March 27, 2017 / 4:45 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 27

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        01.50/04.50       01.00/03.00    00.50/01.50
                02.80%           02.80%        02.80%
                               (Mar 24)            
 1000        03.00/06.00       02.00/03.00    01.00/03.00
                03.35%           03.72%        02.79%
---------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
---------------------------------------------------------------
 1000  00.50/01.50    26.50/28.50    55.25/57.25    81.25/83.25
 1100  00.50/01.50    26.50/28.50    55.50/57.50    81.50/83.50
 1200  00.50/01.50    26.50/28.50    55.50/57.50    81.50/83.50
 1300  00.50/01.50    26.50/28.50    55.50/57.50    81.50/83.50
 1400  00.50/01.50    26.50/28.50    55.50/57.50    81.50/83.50
 1500  00.50/01.50    26.50/28.50    55.25/57.25    81.00/83.00
 1600  00.50/01.50    26.25/28.25    55.00/57.00    81.00/83.00
 1715  00.50/01.50    26.25/28.25    55.00/57.00    81.00/83.00
                      (Closing Mar 24)
 1715  01.50/02.50    27.25/29.25    56.00/58.00    81.50/83.50
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 108.00/110.00  134.50/136.50  159.00/161.00  185.50/187.50
 1100 108.50/110.50  135.00/137.00  159.50/161.50  186.00/188.00
 1200 108.50/110.50  135.00/137.00  159.50/161.50  186.00/188.00
 1300 108.50/110.50  135.50/137.50  160.00/162.00  186.75/188.75
 1400 108.50/110.50  135.00/137.00  159.50/161.50  186.25/188.25
 1500 108.00/110.00  135.00/137.00  159.50/161.50  186.50/188.50
 1600 108.00/110.00  135.00/137.00  159.50/161.50  186.50/188.50
 1715 108.00/110.00  134.75/136.75  159.25/161.25  186.25/188.25
                      (Closing Mar 24)
 1715 108.00/110.00  134.00/136.00  158.25/160.25  184.75/186.75
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 211.00/213.00  235.50/237.50  263.00/265.00  286.00/288.00
 1100 211.50/213.50  236.00/238.00  263.50/265.50  286.50/288.50
 1200 211.50/213.50  236.25/238.25  263.75/265.75  286.50/288.50
 1300 212.25/214.25  237.00/239.00  264.25/266.25  287.00/289.00
 1400 211.75/213.75  237.00/239.00  264.25/266.25  287.00/289.00
 1500 212.25/214.20  237.00/239.00  264.25/266.20  287.00/289.00
 1600 212.25/214.20  237.50/239.50  264.75/266.75  287.50/289.50
 1715 211.75/213.75  236.50/238.50  263.75/265.75  286.50/288.50
                      (Closing Mar 24)
 1715 210.00/212.00  234.50/236.50  261.75/263.75  284.50/286.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.31%    5.09%    5.01%      4.97%     4.93%   4.90%
 1100   5.32%    5.11%    5.03%      4.99%     4.95%   4.92%
 1200   5.32%    5.11%    5.03%      4.99%     4.95%   4.92%
 1300   5.32%    5.11%    5.03%      4.99%     4.97%   4.93%
 1400   5.32%    5.11%    5.03%      4.99%     4.95%   4.92%
 1500   5.32%    5.09%    5.00%      4.97%     4.95%   4.92%
 1600   5.27%    5.07%    5.00%      4.97%     4.95%   4.92%
 1715   5.27%    5.07%    5.00%      4.97%     4.95%   4.91%
                      (Closing Mar 24)
 1715   5.25%    5.05%    4.95%      4.91%     4.86%   4.83%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.86%    4.85%    4.84%      4.82%     4.80%   4.79%
 1100   4.88%    4.86%    4.85%      4.83%     4.81%   4.80%
 1200   4.88%    4.86%    4.86%      4.84%     4.81%   4.80%
 1300   4.90%    4.88%    4.87%      4.85%     4.82%   4.81%
 1400   4.89%    4.87%    4.87%      4.85%     4.82%   4.81%
 1500   4.89%    4.88%    4.87%      4.85%     4.82%   4.81%
 1600   4.89%    4.88%    4.88%      4.86%     4.83%   4.82%
 1715   4.89%    4.87%    4.86%      4.84%     4.82%   4.80%
                      (Closing Mar 24)
 1715   4.80%    4.79%    4.78%      4.76%     4.74%   4.73%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.0350/65.0450 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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