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RPT-India fwd/annualised dlr premia-(close)-Mar 21
March 21, 2017 / 4:45 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 21

             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
                02.79%           02.79%        02.79%
                               (Mar 20)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.79%           02.79%        02.79%
---------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
---------------------------------------------------------------
 1000  06.25/07.75    34.75/36.75    63.50/65.50    89.50/91.50
 1100  06.50/08.00    34.50/36.50    63.25/65.25    89.25/91.25
 1200  06.50/08.00    34.75/36.75    63.50/65.50    89.50/91.50
 1300  06.50/08.00    34.75/36.75    63.50/65.50    89.50/91.50
 1400  06.50/08.00    34.50/36.50    63.25/65.25    89.25/91.25
 1500  06.50/08.00    34.50/36.50    63.50/65.50    89.50/91.50
 1600  07.00/08.00    35.00/37.00    64.00/66.00    90.00/92.00
 1715  07.00/08.00    35.00/37.00    64.00/66.00    90.00/92.00
                      (Closing Mar 20)
 1715  07.50/09.00    36.00/38.00    64.50/66.50    90.50/92.50
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 116.00/118.00  142.00/144.00  166.50/168.50  193.50/195.50
 1100 115.50/117.50  141.50/143.50  165.75/167.75  192.50/194.50
 1200 116.00/118.00  141.50/143.50  166.00/168.00  193.00/195.00
 1300 116.00/118.00  142.00/144.00  166.50/168.50  193.25/195.25
 1400 115.75/117.75  141.75/143.75  166.25/168.25  193.25/195.25
 1500 116.50/118.50  142.50/144.50  167.00/169.00  194.00/196.00
 1600 117.00/119.00  143.50/145.50  168.00/170.00  195.00/197.00
 1715 117.00/119.00  143.50/145.50  168.00/170.00  195.00/197.00
                      (Closing Mar 20)
 1715 117.00/119.00  143.00/145.00  167.50/169.50  194.50/196.50
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 219.00/221.00  243.50/245.50  271.00/273.00  294.00/296.00
 1100 217.75/219.75  242.00/244.00  269.50/271.50  292.50/294.50
 1200 218.50/220.50  243.00/245.00  270.50/272.50  293.50/295.50
 1300 218.50/220.50  243.00/245.00  270.50/272.50  293.50/295.50
 1400 218.50/220.50  243.00/245.00  270.50/272.50  293.50/295.50
 1500 219.50/221.50  244.00/246.00  271.50/273.50  294.50/296.50
 1600 220.75/222.75  245.50/247.50  273.00/275.00  296.00/298.00
 1715 220.75/222.75  245.50/247.50  273.00/275.00  296.00/298.00
                      (Closing Mar 20)
 1715 220.25/222.25  245.00/247.00  272.50/274.50  295.50/297.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.52%    5.26%    5.12%      5.04%     4.97%   4.93%
 1100   5.49%    5.24%    5.11%      5.02%     4.95%   4.90%
 1200   5.53%    5.27%    5.13%      5.05%     4.97%   4.92%
 1300   5.53%    5.27%    5.13%      5.05%     4.98%   4.93%
 1400   5.50%    5.25%    5.12%      5.04%     4.97%   4.93%
 1500   5.50%    5.27%    5.13%      5.06%     5.00%   4.95%
 1600   5.58%    5.31%    5.16%      5.08%     5.03%   4.98%
 1715   5.58%    5.31%    5.16%      5.09%     5.03%   4.98%
                      (Closing Mar 20)
 1715   5.57%    5.28%    5.13%      5.04%     4.98%   4.93%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.90%    4.88%    4.86%      4.84%     4.82%   4.80%
 1100   4.87%    4.85%    4.83%      4.81%     4.79%   4.78%
 1200   4.89%    4.87%    4.86%      4.84%     4.82%   4.80%
 1300   4.90%    4.87%    4.86%      4.84%     4.82%   4.80%
 1400   4.90%    4.87%    4.86%      4.84%     4.82%   4.80%
 1500   4.92%    4.90%    4.88%      4.86%     4.83%   4.82%
 1600   4.94%    4.92%    4.90%      4.88%     4.86%   4.84%
 1715   4.94%    4.92%    4.91%      4.88%     4.86%   4.84%
                      (Closing Mar 20)
 1715   4.90%    4.89%    4.87%      4.85%     4.83%   4.81%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.2900/65.3000 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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