February 6, 2017 / 4:46 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 6

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
                02.72%           02.72%        02.72%
                               (Feb 3)            
 1000        02.00/05.00      01.50/03.50    00.50/01.50
                02.71%           02.71%        02.71%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  16.50/18.50    43.75/45.75    73.00/75.00   99.75/101.75
 1100  16.50/18.50    43.50/45.50    72.75/74.75   99.25/101.25
 1200  16.25/18.25    43.25/45.25    72.50/74.50   99.00/101.00
 1300  16.50/18.00    43.00/45.00    72.50/74.50   99.00/101.00
 1400  16.50/18.00    43.00/45.00    72.50/74.50   99.00/101.00
 1500  16.25/18.25    43.25/45.25    72.50/74.50   99.00/101.00
 1600  16.50/18.00    43.50/45.50    73.00/75.00   99.50/101.50
 1715  16.50/18.50    43.75/45.75    73.25/75.25   99.75/101.75
                         (Closing Feb 3)
 1715  17.50/19.50    44.75/46.75    74.50/76.50  101.25/103.25
----------------------------------------------------------------
 TIME      JUN           JUL            AUG            SEP
----------------------------------------------------------------
 1000 123.25/125.25  147.00/149.00  170.50/172.50  192.50/194.50
 1100 122.50/124.50  146.00/148.00  169.50/171.50  191.50/193.50
 1200 122.50/124.50  146.50/148.50  170.00/172.00  192.00/194.00
 1300 122.50/124.50  146.50/148.50  170.00/172.00  191.50/193.50
 1400 122.50/124.50  146.50/148.50  170.00/172.00  191.50/193.50
 1500 122.50/124.50  146.50/148.50  170.00/172.00  192.00/194.00
 1600 123.00/125.00  147.00/149.00  171.00/173.00  193.00/195.00
 1715 123.50/125.50  147.25/149.25  171.00/173.00  193.50/195.50
                      (Closing Feb 3)
 1715 125.00/127.00  149.00/151.00  173.00/175.00  195.00/197.00
----------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
----------------------------------------------------------------
 1000 216.75/218.75  239.75/241.75  261.75/263.75  288.00/290.00
 1100 215.75/217.75  238.75/240.75  261.00/263.00  287.00/289.00
 1200 216.00/218.00  239.00/241.00  261.00/263.00  287.00/289.00
 1300 215.50/217.50  238.50/240.50  261.00/263.00  287.00/289.00
 1400 215.50/217.50  238.50/240.50  261.00/263.00  287.00/289.00
 1500 216.00/218.00  239.00/241.00  261.00/263.00  287.00/289.00
 1600 217.50/219.50  241.00/243.00  263.50/265.50  289.50/291.50
 1715 218.00/220.00  241.50/243.50  264.00/266.00  290.00/292.00
                     (Closing Feb 3)
 1715 219.25/221.25  242.25/244.25  264.75/266.75  291.00/293.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.76%    4.91%    5.01%      4.84%     4.71%   4.62%
 1100   4.75%    4.89%    4.99%      4.82%     4.68%   4.59%
 1200   4.70%    4.87%    4.98%      4.81%     4.69%   4.61%
 1300   4.69%    4.86%    4.98%      4.81%     4.69%   4.61%
 1400   4.69%    4.86%    4.98%      4.81%     4.69%   4.61%
 1500   4.70%    4.87%    4.98%      4.81%     4.69%   4.61%
 1600   4.71%    4.90%    5.01%      4.83%     4.71%   4.63%
 1715   4.76%    4.92%    5.02%      4.85%     4.72%   4.63%
                         (Closing Feb 3)
 1715   4.77%    4.89%    5.04%      4.87%     4.75%   4.66%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.55%    4.49%    4.45%      4.42%     4.40%   4.40% 
 1100   4.52%    4.47%    4.44%      4.41%     4.39%   4.38%
 1200   4.54%    4.48%    4.44%      4.41%     4.39%   4.38%
 1300   4.53%    4.47%    4.43%      4.41%     4.39%   4.38%
 1400   4.53%    4.47%    4.43%      4.40%     4.39%   4.38%
 1500   4.54%    4.48%    4.44%      4.41%     4.39%   4.38%
 1600   4.56%    4.50%    4.47%      4.45%     4.43%   4.42%
 1715   4.56%    4.52%    4.48%      4.46%     4.44%   4.42%
                         (Closing Feb 3)
 1715   4.59%    4.52%    4.48%      4.45%     4.43%   4.42%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.2125/67.2225 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

0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below