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RPT-India fwd/annualised dlr premia-(close)-Feb 3
February 3, 2017 / 4:46 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 3

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.00/05.00      01.50/03.50    00.50/01.50
                02.71%           02.71%        02.71%
                               (Feb 2)            
 1000        02.50/05.50      00.50/01.50    02.00/04.00
                03.38%           02.71%        03.61%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  17.50/19.00    44.50/46.50    74.25/76.25  101.00/103.00
 1100  17.25/19.25    44.25/46.25    74.00/76.00  100.75/102.75
 1200  17.50/19.50    44.50/46.50    74.25/76.25  101.00/103.00
 1300  17.50/19.50    44.50/46.50    74.25/76.25  101.00/103.00
 1400  17.50/19.00    44.00/46.00    73.50/75.50  100.00/102.00
 1500  17.50/19.00    44.25/46.25    73.75/75.75  100.50/102.50
 1600  17.50/19.00    44.50/46.50    74.50/75.50  101.00/103.00
 1715  17.50/19.50    44.75/46.75    74.50/76.50  101.25/103.25
                         (Closing Feb 2)
 1715  18.50/20.50    46.00/48.00    76.00/78.00  103.00/105.00
----------------------------------------------------------------
 TIME      JUN           JUL            AUG            SEP
----------------------------------------------------------------
 1000 125.00/127.00  149.50/151.50  173.50/175.50  195.50/197.50
 1100 124.50/126.50  148.50/150.50  172.50/174.50  194.50/196.50
 1200 124.75/126.75  148.75/150.75  172.75/174.75  194.75/196.75
 1300 124.75/126.75  148.75/150.75  172.75/174.75  194.75/196.75
 1400 123.75/125.70  148.00/150.00  172.00/174.00  194.00/196.00
 1500 124.25/126.20  148.50/150.50  172.50/174.50  194.50/196.50
 1600 124.50/126.50  149.00/151.00  173.00/175.00  195.00/197.00
 1715 125.00/127.00  149.00/151.00  173.00/175.00  195.00/197.00
                         (Closing Feb 2)
 1715 127.00/129.00  151.25/153.25  175.50/177.50  197.75/199.75
----------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
----------------------------------------------------------------
 1000 219.50/221.50  242.50/244.50  265.00/267.00  291.50/293.50
 1100 218.75/220.75  241.75/243.75  264.25/266.25  290.50/292.50
 1200 219.00/221.00  242.00/244.00  264.50/266.50  291.00/293.00
 1300 219.00/221.00  242.00/244.00  264.50/266.50  291.00/293.00
 1400 218.00/220.00  241.00/243.00  263.50/265.50  290.00/292.00
 1500 218.50/220.50  241.50/243.50  264.00/266.00  290.00/292.00
 1600 219.00/221.00  242.00/244.00  264.50/266.50  290.50/292.50
 1715 219.25/221.25  242.25/244.25  264.75/266.75  291.00/293.00
                     (Closing Feb 2)
 1715 222.00/224.00  245.00/247.00  267.50/269.50  294.00/296.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.72%    4.86%    5.02%      4.86%     4.75%   4.67%
 1100   4.71%    4.84%    5.00%      4.84%     4.73%   4.63%
 1200   4.76%    4.86%    5.02%      4.85%     4.74%   4.64%
 1300   4.76%    4.86%    5.02%      4.86%     4.74%   4.65%
 1400   4.70%    4.81%    4.97%      4.81%     4.70%   4.62%
 1500   4.71%    4.83%    4.99%      4.83%     4.72%   4.64%
 1600   4.73%    4.86%    5.01%      4.86%     4.74%   4.66%
 1715   4.77%    4.89%    5.04%      4.87%     4.75%   4.66%
                         (Closing Feb 2)
 1715   4.80%    4.91%    5.07%      4.91%     4.79%   4.69%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.59%    4.53%    4.48%      4.45%     4.43%   4.42%
 1100   4.57%    4.51%    4.47%      4.44%     4.42%   4.41%
 1200   4.57%    4.51%    4.47%      4.44%     4.42%   4.42%
 1300   4.58%    4.52%    4.47%      4.44%     4.43%   4.42%
 1400   4.56%    4.49%    4.45%      4.42%     4.41%   4.40%
 1500   4.57%    4.51%    4.46%      4.44%     4.42%   4.40%
 1600   4.59%    4.52%    4.48%      4.45%     4.42%   4.41%
 1715   4.59%    4.52%    4.48%      4.45%     4.43%   4.42%
                         (Closing Feb 2)
 1715   4.63%    4.57%    4.52%      4.48%     4.46%   4.45%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.3100/67.3200 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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