February 10, 2017 / 4:46 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 10

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.50/05.50      02.00/04.00    00.50/01.50
                03.41%           03.64%        02.73%
                               (Feb 9)            
 1000        02.50/05.50      00.50/01.50    02.00/04.00
                06.81%           02.72%        10.90%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  13.00/14.00    42.00/44.00    73.50/75.50  102.50/104.50
 1100  12.50/14.00    41.50/43.50    73.00/75.00  101.50/103.50
 1200  12.50/14.00    41.50/43.50    73.50/75.50  102.00/104.00
 1300  12.00/14.00    41.50/43.50    73.00/75.00  101.50/103.50
 1400  12.25/14.25    41.75/43.75    72.75/74.75  101.75/103.75
 1500  12.50/14.00    41.00/43.00    72.50/74.50  101.00/103.00
 1600  12.50/14.00    41.50/43.50    73.00/75.00  101.50/103.50
 1715  12.50/14.00    41.25/43.25    73.00/75.00  101.50/103.50
                        (Closing Feb 9)
 1715  14.00/15.00    43.00/45.00    75.00/77.00  104.00/106.00
----------------------------------------------------------------
 TIME      JUN           JUL            AUG            SEP
----------------------------------------------------------------
 1000 128.00/130.00  153.50/155.50  178.50/180.50  201.50/203.50
 1100 127.00/129.00  152.50/154.50  177.50/179.50  200.50/202.50
 1200 127.50/129.50  153.00/155.00  178.00/180.00  201.00/203.00
 1300 127.00/129.00  152.50/154.50  177.50/179.50  200.50/202.50
 1400 127.25/129.25  152.75/154.75  177.75/179.75  201.00/203.00
 1500 126.50/128.50  152.00/154.00  177.00/179.00  200.00/202.00
 1600 127.00/129.00  153.00/155.00  178.00/180.00  201.00/203.00
 1715 127.00/129.00  153.00/155.00  178.00/180.00  201.00/203.00
                        (Closing Feb 9)                         
 1715 129.50/131.50  155.50/157.50  181.00/183.00  204.00/206.00
----------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
----------------------------------------------------------------
 1000 227.00/229.00  251.25/253.25  274.50/276.50  301.50/303.50
 1100 226.00/228.00  250.50/252.50  274.00/276.00  301.00/303.00
 1200 226.50/228.50  250.75/252.70  274.00/276.00  301.00/303.00
 1300 226.00/228.00  250.50/252.50  274.00/276.00  301.00/303.00
 1400 226.50/228.50  250.75/252.75  274.00/276.00  301.00/303.00
 1500 225.00/227.00  249.25/251.25  272.50/274.50  299.50/301.50
 1600 226.50/228.50  251.00/253.00  274.50/276.50  301.50/303.50
 1715 226.50/228.50  251.00/253.00  274.50/276.50  301.50/303.50
                        (Closing Feb 9)                         
 1715 229.50/231.50  254.00/256.00  277.50/279.50  304.50/306.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.23%    5.47%    5.42%      5.25%     5.11%   5.00%
 1100   5.16%    5.42%    5.38%      5.20%     5.08%   4.97%
 1200   5.15%    5.45%    5.40%      5.22%     5.09%   4.98%
 1300   5.13%    5.42%    5.37%      5.20%     5.07%   4.97%
 1400   5.18%    5.42%    5.37%      5.21%     5.08%   4.97%
 1500   5.12%    5.38%    5.35%      5.18%     5.06%   4.96%
 1600   5.16%    5.43%    5.38%      5.21%     5.09%   4.99%
 1715   5.14%    5.42%    5.38%      5.20%     5.08%   4.98%
                        (Closing Feb 9)
 1715   5.24%    5.45%    5.46%      5.28%     5.15%   5.04%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.91%    4.83%    4.78%      4.75%     4.71%   4.69%
 1100   4.88%    4.81%    4.77%      4.73%     4.71%   4.68%
 1200   4.89%    4.82%    4.77%      4.73%     4.70%   4.68%
 1300   4.88%    4.81%    4.76%      4.73%     4.70%   4.68%
 1400   4.89%    4.82%    4.77%      4.73%     4.70%   4.68%
 1500   4.87%    4.80%    4.75%      4.71%     4.68%   4.66%
 1600   4.90%    4.82%    4.78%      4.75%     4.72%   4.69%
 1715   4.89%    4.82%    4.78%      4.74%     4.71%   4.69%
                         (Closing Feb 9)
 1715   4.95%    4.88%    4.82%      4.79%     4.75%   4.72%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.8775/66.8875 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