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RPT-India fwd/annualised dlr premia-(close)-Mar 14
March 14, 2017 / 4:41 AM / 8 months ago

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

             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
                02.76%           02.76%        02.76%
                               (Mar 10)            
 1000        03.50/06.50       03.00/05.00    00.50/01.50
                03.83%           04.10%        02.74%
---------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
---------------------------------------------------------------
 1000  12.50/14.00    39.50/41.50    67.00/69.00    93.00/95.00
 1100  12.75/14.75    40.00/42.00    68.00/70.00    93.50/95.50
 1200  12.50/14.00    39.50/41.50    67.00/69.00    92.50/94.50
 1300  12.75/14.25    40.00/42.00    67.50/69.50    93.00/95.00
 1400  13.50/14.50    40.50/42.50    68.00/70.00    94.00/96.00
 1500  12.75/14.25    40.25/42.25    68.00/70.00    94.00/96.00
 1600  13.00/14.00    40.50/42.50    68.25/70.25    94.25/96.25
 1715  13.00/14.00    40.75/42.75    68.75/70.75    94.75/96.75
                         (Closing Mar 10)
 1715  13.25/14.75    40.25/42.25    67.75/69.75    93.50/95.50
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 119.50/121.50  145.50/147.50  170.00/172.00  197.00/199.00
 1100 120.00/122.00  146.00/148.00  170.50/172.50  197.50/199.50
 1200 119.00/121.00  145.00/147.00  169.50/171.50  196.50/198.50
 1300 119.50/121.50  145.50/147.50  170.00/172.00  197.00/199.00
 1400 120.00/122.00  146.00/148.00  170.50/172.50  197.50/199.50
 1500 120.50/122.50  146.50/148.50  171.00/173.00  198.25/200.25
 1600 120.75/122.75  147.00/149.00  171.50/173.50  199.00/201.00
 1715 121.25/123.25  147.50/149.50  172.00/174.00  199.75/201.75
                        (Closing Mar 10)
 1715 120.00/122.00  146.00/148.00  170.50/172.50  197.00/199.00
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 222.75/224.70  247.50/249.50  274.75/276.70  298.00/300.00
 1100 223.00/225.00  247.25/249.25  274.75/276.75  298.00/300.00
 1200 222.00/224.00  246.75/248.75  274.00/276.00  297.00/299.00
 1300 222.75/224.75  247.50/249.50  274.75/276.75  298.00/300.00
 1400 223.25/225.25  248.00/250.00  275.50/277.50  299.00/301.00
 1500 224.00/226.00  249.00/251.00  277.00/279.00  300.50/302.50
 1600 224.75/226.75  249.50/251.50  277.50/279.50  301.00/303.00
 1715 225.50/227.50  250.50/252.50  278.50/280.50  302.00/304.00
                         (Closing Mar 10)
 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   5.13%    5.01%    4.90%      4.86%     4.82%   4.79%
 1100   5.22%    5.09%    4.95%      4.89%     4.84%   4.81%
 1200   5.13%    5.02%    4.89%      4.84%     4.81%   4.78%
 1300   5.21%    5.06%    4.92%      4.87%     4.83%   4.80%
 1400   5.29%    5.11%    4.97%      4.90%     4.85%   4.81%
 1500   5.23%    5.10%    4.97%      4.91%     4.86%   4.82%
 1600   5.26%    5.12%    4.99%      4.93%     4.88%   4.84%
 1715   5.31%    5.18%    5.04%      4.97%     4.92%   4.88%
                        (Closing Mar 10)
 1715   5.07%    4.98%    4.86%      4.82%     4.78%   4.76%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.77%    4.76%    4.76%      4.74%     4.73%   4.72%
 1100   4.79%    4.77%    4.76%      4.74%     4.73%   4.72%
 1200   4.76%    4.75%    4.74%      4.73%     4.71%   4.70%
 1300   4.78%    4.77%    4.76%      4.75%     4.73%   4.72%
 1400   4.79%    4.78%    4.77%      4.76%     4.75%   4.74%
 1500   4.81%    4.79%    4.79%      4.78%     4.77%   4.76%
 1600   4.83%    4.81%    4.80%      4.79%     4.78%   4.77%
 1715   4.87%    4.85%    4.85%      4.83%     4.82%   4.81%
                        (Closing Mar 10)
 1715   4.73%    4.72%    4.71%      4.70%     4.69%   4.68%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.8150/65.8250 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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