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RPT-India fwd/annualised dlr premia-(close)-Mar 10
March 10, 2017 / 4:43 AM / 8 months ago

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

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        03.50/06.50       03.00/05.00    00.50/01.50
                03.83%           04.10%        02.74%
                               (Mar 9)            
 1000        03.75/06.25       00.75/01.25    03.00/05.00
                04.09%           04.09%        04.09%
---------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
---------------------------------------------------------------
 1000  13.25/15.25    40.25/42.25    67.75/69.75    93.50/95.50
 1100  13.50/15.50    40.50/42.50    68.00/70.00    94.00/96.00
 1200  13.25/14.75    40.50/42.50    68.00/70.00    94.00/96.00
 1300  13.25/14.75    40.50/42.50    68.00/70.00    94.00/96.00
 1400  13.50/15.50    40.75/42.75    68.75/70.75    94.50/96.50
 1500  13.50/15.00    40.50/42.50    68.00/70.00    94.00/96.00
 1600  13.25/14.75    40.25/42.25    67.75/69.75    93.50/95.50
 1715  13.25/14.75    40.25/42.25    67.75/69.75    93.50/95.50
                         (Closing Mar 9)
 1715  13.75/15.75    40.50/42.50    68.00/70.00    93.75/95.75
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 120.00/122.00  146.00/148.00  170.50/172.50  197.50/199.50
 1100 120.25/122.20  146.00/148.00  170.50/172.50  197.50/199.50
 1200 120.50/122.50  146.50/148.50  171.00/173.00  198.00/200.00
 1300 120.50/122.50  146.50/148.50  171.00/173.00  198.00/200.00
 1400 120.50/122.50  146.50/148.50  171.00/173.00  198.00/200.00
 1500 120.00/122.00  145.50/147.50  170.00/172.00  196.50/198.50
 1600 119.75/121.75  145.50/147.50  170.00/172.00  196.50/198.50
 1715 120.00/122.00  146.00/148.00  170.50/172.50  197.00/199.00
                        (Closing Mar 9)
 1715 120.25/122.25  146.00/148.00  170.50/172.50  197.00/199.00
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 223.25/225.20  248.00/250.00  275.50/277.50  299.00/301.00
 1100 223.50/225.50  248.50/250.50  276.00/278.00  299.50/301.50
 1200 223.75/225.75  248.50/250.50  276.00/278.00  299.50/301.50
 1300 223.75/225.75  248.50/250.50  276.00/278.00  299.50/301.50
 1400 223.25/225.25  247.75/249.75  275.50/277.50  299.00/301.00
 1500 222.25/224.25  247.00/249.00  274.50/276.50  298.00/300.00
 1600 222.25/224.25  247.00/249.00  274.25/276.25  297.50/299.50
 1715 222.75/224.75  247.50/249.50  274.75/276.75  298.00/300.00
                         (Closing Mar 9)
 1715 222.75/224.75  247.50/249.50  274.75/276.75  298.00/300.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.08%    4.97%    4.86%      4.81%     4.78%   4.75%
 1100   5.13%    5.00%    4.88%      4.83%     4.78%   4.75%
 1200   5.09%    4.99%    4.88%      4.83%     4.79%   4.76%
 1300   5.09%    5.00%    4.88%      4.84%     4.80%   4.77%
 1400   5.15%    5.04%    4.92%      4.85%     4.80%   4.77%
 1500   5.11%    5.00%    4.88%      4.83%     4.77%   4.74%
 1600   5.07%    4.98%    4.86%      4.81%     4.77%   4.74%
 1715   5.07%    4.98%    4.86%      4.82%     4.78%   4.76%
                        (Closing Mar 9)
 1715   4.99%    4.91%    4.82%      4.79%     4.75%   4.72%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.73%    4.72%    4.72%      4.71%     4.69%   4.68%
 1100   4.73%    4.73%    4.73%      4.72%     4.70%   4.69%
 1200   4.74%    4.73%    4.73%      4.72%     4.70%   4.69%
 1300   4.75%    4.73%    4.73%      4.72%     4.70%   4.69%
 1400   4.75%    4.73%    4.72%      4.71%     4.70%   4.69%
 1500   4.71%    4.70%    4.70%      4.69%     4.68%   4.67%
 1600   4.72%    4.71%    4.71%      4.69%     4.68%   4.67%
 1715   4.73%    4.72%    4.71%      4.70%     4.69%   4.68%
                        (Closing Mar 9)
 1715   4.70%    4.69%    4.69%      4.68%     4.67%   4.65%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.6000/66.6100 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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