February 14, 2017 / 4:42 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 14

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        01.00/02.00      00.50/01.00    00.50/01.00
                02.73%           02.73%        02.73%
                               (Feb 13)            
 1000        01.00/03.00      00.50/01.50    00.50/01.50
                02.72%           02.72%        02.72%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  10.00/11.50    38.50/40.50    70.00/72.00   99.00/101.00
 1100  10.00/11.50    38.50/40.50    69.50/71.50   98.50/100.50
 1200  10.00/11.00    38.50/40.50    69.50/71.50   98.50/100.50
 1300  10.00/11.00    38.50/40.50    69.75/71.75   99.00/101.00
 1400  10.00/11.00    38.50/40.50    69.75/71.75   99.00/101.00
 1500  10.00/11.00    38.25/40.25    69.50/71.50   98.50/100.50
 1600  10.00/11.00    38.00/40.00    69.50/71.50   98.50/100.50
 1715  10.00/11.00    38.00/40.00    69.50/71.50   98.50/100.50
                         (Closing Feb 13)
 1715  11.25/12.75    40.25/42.25    71.25/73.25  100.00/102.00
----------------------------------------------------------------
 TIME      JUN           JUL            AUG            SEP
----------------------------------------------------------------
 1000 124.50/126.50  150.50/152.50  176.00/178.00  199.00/201.00
 1100 124.50/126.50  150.50/152.50  176.00/178.00  199.00/201.00
 1200 124.50/126.50  150.50/152.50  176.00/178.00  199.50/201.50
 1300 125.00/127.00  151.00/153.00  177.00/179.00  200.50/202.50
 1400 125.00/127.00  151.50/153.50  177.00/179.00  200.50/202.50
 1500 124.50/125.50  151.00/153.00  177.00/179.00  200.50/202.50
 1600 124.50/126.50  151.00/153.00  177.00/179.00  200.50/202.50
 1715 124.50/126.50  151.25/153.25  177.50/179.50  201.00/203.00
                        (Closing Feb 13)                        
 1715 125.75/127.75  151.50/153.50  177.00/179.00  200.50/202.50
----------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
----------------------------------------------------------------
 1000 225.00/227.00  249.50/251.50  273.00/275.00  300.00/302.00
 1100 225.00/227.00  249.75/251.75  273.50/275.50  300.50/302.50
 1200 225.50/227.50  250.00/252.00  273.50/275.50  300.50/302.50
 1300 226.50/228.50  251.00/253.00  274.50/276.50  301.50/303.50
 1400 226.50/228.50  251.00/253.00  274.50/276.50  301.50/303.50
 1500 226.50/228.50  251.00/253.00  274.50/276.50  301.50/303.50
 1600 226.50/228.50  251.25/253.25  275.00/277.00  302.00/304.00
 1715 227.00/229.00  251.75/253.75  275.50/277.50  302.50/304.50
                        (Closing Feb 13)                        
 1715 226.25/228.25  250.50/252.50  273.75/275.75  301.00/303.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.98%    5.33%    5.32%      5.16%     5.05%   4.96%
 1100   4.96%    5.30%    5.29%      5.15%     5.05%   4.96%
 1200   4.96%    5.30%    5.29%      5.15%     5.05%   4.96%
 1300   4.96%    5.31%    5.31%      5.17%     5.06%   4.98%
 1400   4.96%    5.31%    5.31%      5.17%     5.07%   4.99%
 1500   4.93%    5.29%    5.29%      5.15%     5.06%   4.98%
 1600   4.91%    5.28%    5.29%      5.15%     5.06%   4.98%
 1715   4.91%    5.28%    5.29%      5.15%     5.06%   5.00%
                        (Closing Feb 13)
 1715   5.09%    5.36%    5.33%      5.17%     5.05%   4.96%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.87%    4.82%    4.77%      4.74%     4.71%   4.69%
 1100   4.87%    4.82%    4.78%      4.75%     4.72%   4.70%
 1200   4.88%    4.83%    4.78%      4.75%     4.72%   4.70%
 1300   4.91%    4.85%    4.80%      4.76%     4.74%   4.71%
 1400   4.91%    4.85%    4.80%      4.77%     4.74%   4.71%
 1500   4.91%    4.85%    4.80%      4.77%     4.74%   4.71%
 1600   4.91%    4.85%    4.81%      4.77%     4.75%   4.72%
 1715   4.92%    4.86%    4.82%      4.78%     4.75%   4.73%
                         (Closing Feb 13)
 1715   4.88%    4.82%    4.78%      4.74%     4.71%   4.69%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.9300/66.9400 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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