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RPT-India fwd/annualised dlr premia-(close)-Feb 8
February 8, 2017 / 4:43 AM / 7 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 8

              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
                02.71%           02.71%        02.71%
                               (Feb 7)            
 1000        00.50/02.50      00.25/01.25    00.25/01.25
                01.35%           01.35%        01.35%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  14.50/16.50    41.75/43.75    71.50/73.50   98.25/100.25
 1100  14.50/16.50    42.25/44.25    72.00/74.00   98.50/100.50
 1200  14.50/16.50    42.25/44.25    71.50/73.50   98.00/100.00
 1300  14.75/16.75    42.00/44.00    71.50/73.50   98.00/100.00
 1400  14.75/16.75    42.00/44.00    71.50/73.50   98.00/100.00
 1500  16.00/17.00    44.50/46.50    75.00/77.00  102.50/104.50
 1600  16.50/17.50    44.50/46.50    75.00/77.00  102.50/104.50
 1715  16.50/17.50    45.00/47.00    75.50/77.50  103.50/105.50
                        (Closing Feb 7)
 1715  15.50/17.50    43.00/45.00    72.75/74.75   99.50/101.50
----------------------------------------------------------------
 TIME      JUN           JUL            AUG            SEP
----------------------------------------------------------------
 1000 122.25/124.25  146.25/148.25  170.00/172.00  192.25/194.25
 1100 122.25/124.25  146.25/148.25  170.25/172.25  192.50/194.50
 1200 121.50/123.50  145.50/147.50  169.50/171.50  191.50/193.50
 1300 121.75/123.75  145.75/147.75  169.50/171.50  191.75/193.75
 1400 121.50/123.50  145.50/147.50  169.25/171.25  191.25/193.25
 1500 127.00/129.00  152.00/154.00  176.50/178.50  199.00/201.00
 1600 127.00/129.00  152.00/154.00  176.50/178.50  199.00/201.00
 1715 128.50/130.50  154.00/156.00  179.00/181.00  201.50/203.50
                        (Closing Feb 7)                         
 1715 123.50/125.50  147.50/149.50  171.50/173.50  193.75/195.75
----------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
----------------------------------------------------------------
 1000 216.50/218.50  239.75/241.75  262.00/264.00  288.00/290.00
 1100 216.75/218.75  240.00/242.00  262.00/264.00  288.00/290.00
 1200 215.50/217.50  238.50/240.50  260.50/262.50  286.50/288.50
 1300 216.00/218.00  239.00/241.00  261.00/263.00  287.00/289.00
 1400 215.50/217.50  238.50/240.50  260.50/262.50  286.50/288.50
 1500 223.50/225.50  247.00/249.00  270.00/272.00  296.50/298.50
 1600 223.50/225.50  247.00/249.00  270.00/272.00  296.50/298.50
 1715 226.50/228.50  250.50/252.50  274.00/276.00  300.50/302.50
                        (Closing Feb 7)                         
 1715 218.00/220.00  241.50/243.50  264.00/266.00  290.00/292.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.70%    4.90%    5.00%      4.84%     4.73%   4.64%
 1100   4.73%    4.95%    5.03%      4.84%     4.73%   4.64%
 1200   4.74%    4.94%    5.00%      4.82%     4.71%   4.62%
 1300   4.75%    4.92%    5.00%      4.82%     4.72%   4.63%
 1400   4.75%    4.92%    5.00%      4.82%     4.71%   4.62%
 1500   5.01%    5.19%    5.24%      5.04%     4.92%   4.82%
 1600   5.07%    5.18%    5.23%      5.04%     4.92%   4.82%
 1715   5.11%    5.24%    5.28%      5.10%     4.99%   4.89%
                        (Closing Feb 7)
 1715   4.73%    4.93%    5.03%      4.86%     4.74%   4.65%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.57%    4.51%    4.47%      4.44%     4.42%   4.41% 
 1100   4.57%    4.52%    4.48%      4.45%     4.42%   4.41%
 1200   4.55%    4.50%    4.45%      4.42%     4.40%   4.39%
 1300   4.56%    4.51%    4.46%      4.43%     4.41%   4.40%
 1400   4.55%    4.50%    4.45%      4.42%     4.40%   4.39%
 1500   4.74%    4.67%    4.62%      4.58%     4.56%   4.54%
 1600   4.74%    4.67%    4.62%      4.58%     4.56%   4.54%
 1715   4.81%    4.74%    4.69%      4.65%     4.63%   4.60%
                        (Closing Feb 7)
 1715   4.58%    4.53%    4.48%      4.46%     4.44%   4.42%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.1875/67.1975 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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