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RPT-India fwd/annualised dlr premia-(close)-Mar 17
March 17, 2017 / 4:47 AM / 9 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 17

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        03.50/04.50       02.75/03.25    00.75/01.25
                04.87%           05.10%        04.18%
                               (Mar 16)            
 1000        03.00/05.00       00.75/01.25    02.25/03.75
                04.19%           04.19%        04.19%
---------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
---------------------------------------------------------------
 1000  08.50/10.00    36.00/38.00    64.00/66.00    89.50/91.50
 1100  08.50/10.00    36.25/38.25    64.25/66.25    90.25/92.25
 1200  08.50/10.00    36.50/38.50    64.50/66.50    90.50/92.50
 1300  08.50/10.00    36.75/38.75    65.00/67.00    91.00/93.00
 1400  08.25/09.75    36.50/38.50    65.00/67.00    90.75/92.75
 1500  08.25/09.75    36.50/38.50    65.00/67.00    91.00/93.00
 1600  08.50/10.00    36.75/38.75    65.50/67.50    91.50/93.50
 1715  08.50/10.00    36.75/38.75    65.25/67.25    90.75/92.75
                      (Closing Mar 16)
 1715  09.50/11.00    37.00/39.00    65.00/67.00    91.00/93.00
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 116.00/118.00  142.00/144.00  166.50/168.50  193.50/195.50
 1100 116.75/118.75  143.00/145.00  167.50/169.50  194.50/196.50
 1200 117.00/119.00  143.00/145.00  167.50/169.50  194.75/196.75
 1300 117.50/119.50  143.50/145.50  168.00/170.00  195.00/197.00
 1400 117.25/119.25  143.75/145.75  168.25/170.25  195.50/197.50
 1500 117.50/119.50  143.50/145.50  168.00/170.00  195.25/197.25
 1600 118.00/120.00  144.50/146.50  169.00/171.00  196.50/198.50
 1715 117.25/119.25  143.25/145.25  167.75/169.75  194.75/196.75
                      (Closing Mar 16)
 1715 117.50/119.50  143.50/145.50  168.00/170.00  195.00/197.00
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 219.00/221.00  243.75/245.75  271.50/273.50  294.50/296.50
 1100 220.00/222.00  244.75/246.75  272.50/274.50  295.50/297.50
 1200 220.50/222.50  245.25/247.25  273.00/275.00  296.00/298.00
 1300 220.50/222.50  245.25/247.20  273.00/275.00  296.00/298.00
 1400 221.00/223.00  245.50/247.50  273.00/275.00  296.00/298.00
 1500 220.75/222.75  245.50/247.50  273.25/275.25  296.50/298.50
 1600 222.00/224.00  246.50/248.50  274.00/276.00  297.00/299.00
 1715 220.25/222.25  244.75/246.75  272.50/274.50  295.50/297.50
                      (Closing Mar 16)
 1715 220.50/222.50  245.25/247.25  273.00/275.00  296.00/298.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.40%    5.15%    5.01%      4.95%     4.90%   4.86%
 1100   5.43%    5.17%    5.05%      4.98%     4.93%   4.89%
 1200   5.47%    5.20%    5.07%      5.00%     4.94%   4.89%
 1300   5.50%    5.23%    5.09%      5.02%     4.95%   4.91%
 1400   5.46%    5.23%    5.09%      5.01%     4.96%   4.92%
 1500   5.46%    5.23%    5.10%      5.02%     4.95%   4.91%
 1600   5.50%    5.27%    5.13%      5.04%     4.99%   4.94%
 1715   5.51%    5.26%    5.10%      5.01%     4.95%   4.91%
                       (Closing Mar 16)
 1715   5.41%    5.17%    5.05%      4.99%     4.93%   4.89%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.84%    4.83%    4.82%      4.80%     4.79%   4.77%
 1100   4.86%    4.85%    4.84%      4.82%     4.80%   4.78%
 1200   4.87%    4.86%    4.85%      4.83%     4.81%   4.79%
 1300   4.88%    4.86%    4.85%      4.83%     4.81%   4.79%
 1400   4.89%    4.87%    4.85%      4.83%     4.81%   4.79%
 1500   4.88%    4.87%    4.85%      4.84%     4.82%   4.80%
 1600   4.92%    4.90%    4.88%      4.85%     4.83%   4.81%
 1715   4.88%    4.86%    4.85%      4.83%     4.81%   4.79%
                      (Closing Mar 16)
 1715   4.87%    4.85%    4.84%      4.83%     4.81%   4.79%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.4550/65.4650 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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