February 23, 2017 / 4:56 AM / 7 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 23

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        03.25/05.25       02.50/04.50    00.50/01.50
                03.55%           03.41%        02.73%
                               (Feb 22)            
 1000        04.50/05.00       00.90/01.00    03.60/04.00
                04.91%           04.91%        04.91%
---------------------------------------------------------------
 TIME      MAR            APR            MAY          JUN
---------------------------------------------------------------
 1000  26.75/28.25    57.50/59.50    86.50/88.50 113.00/115.00
 1100  27.00/28.00    57.50/59.50    86.50/88.50 113.00/115.00
 1200  27.00/28.00    57.50/59.50    86.50/88.50 113.00/115.00
 1300  26.50/28.00    57.00/59.00    86.00/88.00 112.50/114.50
 1400  26.50/28.00    57.00/59.00    86.00/88.00 112.50/114.50
 1500  26.50/28.00    57.00/59.00    85.50/87.50 112.00/114.00
 1600  26.50/28.00    57.00/59.00    86.00/88.00 112.50/114.50
 1715  26.25/27.75    56.50/58.50    85.00/87.00 111.50/113.50
                         (Closing Feb 22)
 1715  28.00/30.00    59.00/61.00   88.00/90.00  114.50/116.50
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 140.50/142.50  167.00/169.00  191.50/193.50  218.50/220.50
 1100 140.50/142.50  167.50/169.50  192.00/194.00  219.00/221.00
 1200 140.50/142.50  167.00/169.00  191.50/193.50  218.50/220.50
 1300 140.00/142.00  167.00/169.00  191.50/193.50  218.50/220.50
 1400 140.00/142.00  166.50/168.50  191.00/193.00  218.00/220.00
 1500 139.50/141.50  166.00/168.00  190.50/192.50  217.50/219.50
 1600 140.00/142.00  166.75/168.75  191.50/193.50  218.50/220.50
 1715 139.00/141.00  165.50/167.50  190.00/192.00  217.00/219.00
                        (Closing Feb 22)
 1715 142.00/144.00  169.00/171.00  193.50/195.50  220.50/222.50
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 243.75/245.70  268.00/270.00  295.00/297.00  317.50/319.50
 1100 244.25/246.20  268.50/270.50  294.75/296.75  317.00/319.00
 1200 244.00/246.00  268.50/270.50  295.50/297.50  318.00/320.00
 1300 244.00/246.00  268.50/270.50  295.50/297.50  318.00/320.00
 1400 243.50/245.50  268.00/270.00  295.00/297.00  317.50/319.50
 1500 243.00/245.00  267.50/269.50  294.50/296.50  317.00/319.00
 1600 243.75/245.75  267.75/269.75  295.00/297.00  318.00/320.00
 1715 242.50/244.50  267.00/269.00  294.00/296.00  316.50/318.50
                        (Closing Feb 22)
 1715 245.75/247.75  270.00/272.00  297.00/299.00   00.50/01.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.84%    5.41%    5.19%      5.10%     5.04%   4.98%
 1100   4.85%    5.42%    5.19%      5.10%     5.05%   5.00%
 1200   4.84%    5.41%    5.19%      5.10%     5.05%   4.99%
 1300   4.80%    5.37%    5.16%      5.08%     5.03%   4.99%
 1400   4.80%    5.37%    5.16%      5.08%     5.03%   4.97%
 1500   4.80%    5.37%    5.14%      5.06%     5.02%   4.96%
 1600   4.80%    5.37%    5.16%      5.08%     5.03%   4.98%
 1715   4.76%    5.32%    5.11%      5.04%     5.00%   4.94%
                        (Closing Feb 22)
 1715   4.94%    5.44%    5.22%      5.13%     5.07%   5.01%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.93%    4.89%    4.85%      4.83%     4.79%   4.76%
 1100   4.95%    4.90%    4.87%      4.84%     4.79%   4.76%
 1200   4.94%    4.89%    4.87%      4.84%     4.80%   4.77%
 1300   4.94%    4.89%    4.87%      4.84%     4.80%   4.77%
 1400   4.92%    4.88%    4.86%      4.83%     4.80%   4.77%
 1500   4.91%    4.87%    4.85%      4.82%     4.79%   4.76%
 1600   4.94%    4.89%    4.86%      4.83%     4.80%   4.77%
 1715   4.90%    4.86%    4.84%      4.81%     4.78%   4.75%
                        (Closing Feb 22)
 1715   4.96%    4.91%    4.88%      4.84%     4.81%   4.77%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.8250/66.8350 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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