February 15, 2017 / 4:40 AM / 7 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 15

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        01.75/02.00      00.90/01.00    00.85/01.00
                04.77%           04.91%        04.64%
                               (Feb 14)            
 1000        01.00/02.00      00.50/01.00    00.50/01.00
                02.73%           02.73%        02.73%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  09.00/10.00    37.00/39.00    68.50/70.50   97.50/99.50  
 1100  08.00/09.50    36.00/38.00    67.25/69.25   96.00/98.00  
 1200  08.00/09.50    36.00/38.00    67.25/69.25   96.00/98.00
 1300  08.50/09.50    36.50/38.50    67.75/69.75   96.50/98.50
 1400  08.00/09.50    36.00/38.00    67.25/69.25   96.00/98.00
 1500  08.00/09.50    35.75/37.75    67.00/69.00   96.00/98.00
 1600  08.00/09.50    36.00/38.00    67.00/69.00   95.50/97.50
 1715  08.50/09.50    36.00/38.00    67.00/69.00   95.50/97.50
                         (Closing Feb 14)
 1715  10.00/11.00    38.00/40.00    69.50/71.50   98.50/100.50
----------------------------------------------------------------
 TIME      JUN           JUL            AUG            SEP
----------------------------------------------------------------
 1000 123.50/125.50  150.00/152.00  176.00/178.00  199.50/201.50
 1100 122.00/124.00  149.00/151.00  175.00/177.00  199.00/201.00
 1200 122.00/124.00  149.00/151.00  175.00/177.00  199.00/201.00
 1300 122.50/124.50  149.50/151.50  175.50/177.50  199.50/201.50
 1400 122.00/124.00  149.00/151.00  175.00/177.00  199.00/201.00
 1500 122.00/124.00  149.00/151.00  175.00/177.00  198.50/200.50
 1600 121.50/123.50  148.50/150.50  174.50/176.50  198.00/200.00
 1715 121.50/123.50  148.50/150.50  174.50/176.50  198.00/200.00
                        (Closing Feb 14)                        
 1715 124.50/126.50  151.25/153.25  177.50/179.50  201.00/203.00
----------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
----------------------------------------------------------------
 1000 225.50/227.50  250.25/252.25  274.00/276.00  301.00/303.00
 1100 225.00/227.00  250.00/252.00  274.00/276.00  301.00/303.00
 1200 225.00/227.00  249.75/251.75  273.50/275.50  300.50/302.50
 1300 225.50/227.50  250.25/252.20  274.00/276.00  301.00/303.00
 1400 225.00/227.00  249.75/251.75  273.50/275.50  300.50/302.50
 1500 224.50/226.50  249.25/251.20  273.00/275.00  300.00/302.00
 1600 224.00/226.00  248.75/250.70  272.50/274.50  299.50/301.50
 1715 224.00/226.00  248.75/250.75  272.50/274.50  299.50/301.50
                        (Closing Feb 14)                        
 1715 227.00/229.00  251.75/253.75  275.50/277.50  302.50/304.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.89%    5.28%    5.28%      5.14%     5.06%   4.98% 
 1100   4.72%    5.17%    5.20%      5.07%     5.01%   4.95% 
 1200   4.72%    5.17%    5.20%      5.07%     5.01%   4.95%
 1300   4.80%    5.22%    5.23%      5.09%     5.03%   4.96%
 1400   4.72%    5.17%    5.20%      5.07%     5.01%   4.95%
 1500   4.69%    5.15%    5.19%      5.07%     5.01%   4.95%
 1600   4.72%    5.16%    5.17%      5.05%     4.99%   4.93%
 1715   4.75%    5.16%    5.17%      5.05%     4.99%   4.93%
                        (Closing Feb 14)
 1715   4.91%    5.28%    5.29%      5.15%     5.06%   5.00%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.91%    4.85%    4.81%      4.77%     4.74%   4.71% 
 1100   4.89%    4.84%    4.80%      4.77%     4.74%   4.71% 
 1200   4.89%    4.84%    4.80%      4.76%     4.74%   4.71%
 1300   4.90%    4.85%    4.80%      4.77%     4.74%   4.71%
 1400   4.89%    4.84%    4.80%      4.76%     4.74%   4.71%
 1500   4.88%    4.83%    4.78%      4.75%     4.73%   4.70%
 1600   4.87%    4.81%    4.78%      4.75%     4.72%   4.69%
 1715   4.87%    4.82%    4.78%      4.75%     4.72%   4.69%
                         (Closing Feb 14)
 1715   4.92%    4.86%    4.82%      4.78%     4.75%   4.73%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.8975/66.9075 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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