February 13, 2017 / 4:44 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 13

6 Min Read

              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 10)            
 1000        02.50/05.50      02.00/04.00    00.50/01.50
                03.41%           03.64%        02.73%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  11.50/13.00    39.50/41.50    71.00/73.00   99.50/101.50
 1100  11.50/13.00    39.50/41.50    71.50/73.50  100.00/102.00
 1200  11.00/12.50    39.50/41.50    71.00/73.00   99.50/101.50
 1300  11.00/12.50    39.00/41.00    70.50/72.50   99.00/101.00
 1400  11.00/12.50    39.00/41.00    70.50/72.50   99.00/101.00
 1500  11.00/12.50    39.50/41.50    71.50/73.50  100.00/102.00
 1600  11.00/12.50    39.75/41.75    71.00/73.00   99.75/101.75
 1715  11.25/12.75    40.25/42.25    71.25/73.25  100.00/102.00
                        (Closing Feb 10)
 1715  12.50/14.00    41.25/43.25    73.00/75.00  101.50/103.50
----------------------------------------------------------------
 TIME      JUN           JUL            AUG            SEP
----------------------------------------------------------------
 1000 125.00/127.00  150.50/152.50  175.50/177.50  198.50/200.50
 1100 125.50/127.50  151.50/153.50  176.50/178.50  199.50/201.50
 1200 125.00/127.00  151.00/153.00  176.00/178.00  199.00/201.00
 1300 124.50/126.50  150.50/152.50  175.50/177.50  198.50/200.50
 1400 124.50/126.50  150.50/152.50  175.50/177.50  198.50/200.50
 1500 125.50/127.50  151.50/153.50  176.50/178.50  199.50/201.50
 1600 125.50/127.50  151.00/153.00  176.25/178.25  199.75/201.75
 1715 125.75/127.75  151.50/153.50  177.00/179.00  200.50/202.50
                        (Closing Feb 10)                        
 1715 127.00/129.00  153.00/155.00  178.00/180.00  201.00/203.00
----------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
----------------------------------------------------------------
 1000 224.00/226.00  248.25/250.20  271.50/273.50  298.50/300.50
 1100 225.00/227.00  249.50/251.50  273.00/275.00  300.00/302.00
 1200 224.50/226.50  249.00/251.00  272.50/274.50  299.50/301.50
 1300 224.00/226.00  248.50/250.50  272.00/274.00  299.00/301.00
 1400 224.00/226.00  248.50/250.50  272.00/274.00  299.00/301.00
 1500 225.00/227.00  249.50/251.50  273.00/275.00  300.00/302.00
 1600 225.25/227.25  249.75/251.75  273.00/275.00  300.00/302.00
 1715 226.25/228.25  250.50/252.50  273.75/275.75  301.00/303.00
                        (Closing Feb 10)                        
 1715 226.50/228.50  251.00/253.00  274.50/276.50  301.50/303.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.04%    5.32%    5.30%      5.14%     5.02%   4.92%
 1100   5.04%    5.35%    5.34%      5.17%     5.05%   4.95%
 1200   5.00%    5.33%    5.31%      5.14%     5.03%   4.94%
 1300   4.95%    5.29%    5.28%      5.12%     5.01%   4.93%
 1400   4.95%    5.28%    5.28%      5.12%     5.01%   4.92%
 1500   5.00%    5.36%    5.34%      5.17%     5.05%   4.95%
 1600   5.02%    5.33%    5.31%      5.16%     5.03%   4.94%
 1715   5.09%    5.36%    5.33%      5.17%     5.05%   4.96%
                        (Closing Feb 10)
 1715   5.14%    5.42%    5.38%      5.20%     5.08%   4.98%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.84%    4.78%    4.73%      4.70%     4.67%   4.65%
 1100   4.87%    4.80%    4.76%      4.72%     4.70%   4.67%
 1200   4.86%    4.79%    4.75%      4.72%     4.69%   4.67%
 1300   4.85%    4.78%    4.74%      4.71%     4.68%   4.66%
 1400   4.84%    4.78%    4.74%      4.71%     4.68%   4.66%
 1500   4.87%    4.80%    4.76%      4.73%     4.70%   4.68%
 1600   4.87%    4.80%    4.76%      4.72%     4.69%   4.67%
 1715   4.88%    4.82%    4.78%      4.74%     4.71%   4.69%
                         (Closing Feb 10)
 1715   4.89%    4.82%    4.78%      4.74%     4.71%   4.69%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.0150/67.0250 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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