Reuters logo
RPT-India fwd/annualised dlr premia-(close)-Mar 22
March 22, 2017 / 4:47 AM / 9 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 22

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        00.50/02.50       00.25/01.25    00.25/01.25
                01.39%           01.39%        01.39%
                               (Mar 21)            
 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  05.50/07.00    33.50/35.50    62.50/64.50    88.50/90.50
 1100  06.00/07.50    33.75/35.75    62.75/64.75    89.00/91.00
 1200  06.00/07.50    33.50/35.50    62.50/64.50    89.00/91.00
 1300  06.00/07.50    33.75/35.75    62.50/64.50    89.00/91.00
 1400  06.00/07.50    34.00/36.00    62.75/64.75    89.00/91.00
 1500  06.00/07.50    33.50/35.50    62.25/64.25    88.50/90.50
 1600  06.00/07.50    33.50/35.50    62.25/64.25    88.50/90.50
 1715  05.75/07.25    33.00/35.00    61.75/63.75    88.00/90.00
                      (Closing Mar 21)
 1715  07.00/08.00    35.00/37.00    64.00/66.00    90.00/92.00
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 115.25/117.20  141.50/143.50  166.00/168.00  193.00/195.00
 1100 116.00/118.00  142.50/144.50  167.00/169.00  194.00/196.00
 1200 116.00/118.00  142.50/144.50  167.00/169.00  194.00/196.00
 1300 116.00/118.00  142.50/144.50  167.00/169.00  194.00/196.00
 1400 116.00/118.00  142.50/144.50  167.00/169.00  194.00/196.00
 1500 115.50/117.50  142.00/144.00  166.50/168.50  193.50/195.50
 1600 115.50/117.50  142.00/144.00  166.50/168.50  193.50/195.50
 1715 114.75/116.75  141.00/143.00  165.50/167.50  192.25/194.25
                      (Closing Mar 21)
 1715 117.00/119.00  143.50/145.50  168.00/170.00  195.00/197.00
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 218.50/220.50  243.00/245.00  270.50/272.50  293.50/295.50
 1100 219.50/221.50  244.00/246.00  271.50/273.50  294.50/296.50
 1200 219.25/221.25  243.50/245.50  271.00/273.00  294.00/296.00
 1300 219.25/221.25  243.50/245.50  271.00/273.00  294.00/296.00
 1400 219.25/221.20  243.50/245.50  271.00/273.00  294.00/296.00
 1500 218.75/220.70  243.00/245.00  270.50/272.50  293.50/295.50
 1600 218.75/220.75  243.00/245.00  270.50/272.50  293.50/295.50
 1715 217.25/219.25  241.50/243.50  269.00/271.00  292.00/294.00
                      (Closing Mar 21)
 1715 220.75/222.75  245.50/247.50  273.00/275.00  296.00/298.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.48%    5.24%    5.10%      5.03%     4.98%   4.93%
 1100   5.53%    5.26%    5.13%      5.07%     5.01%   4.96%
 1200   5.49%    5.24%    5.12%      5.07%     5.01%   4.96%
 1300   5.53%    5.25%    5.13%      5.07%     5.01%   4.96%
 1400   5.57%    5.27%    5.13%      5.07%     5.01%   4.96%
 1500   5.49%    5.22%    5.10%      5.04%     4.99%   4.94%
 1600   5.49%    5.23%    5.10%      5.05%     5.00%   4.95%
 1715   5.41%    5.18%    5.07%      5.02%     4.96%   4.92%
                      (Closing Mar 21)
 1715   5.58%    5.31%    5.16%      5.09%     5.03%   4.98%
---------------------------------------------------------------
 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   4.92%    4.90%    4.88%      4.86%     4.83%   4.82%
 1200   4.92%    4.89%    4.87%      4.85%     4.82%   4.81%
 1300   4.93%    4.90%    4.87%      4.85%     4.82%   4.81%
 1400   4.93%    4.90%    4.87%      4.85%     4.83%   4.81%
 1500   4.91%    4.88%    4.86%      4.84%     4.81%   4.80%
 1600   4.92%    4.89%    4.86%      4.84%     4.82%   4.80%
 1715   4.88%    4.85%    4.83%      4.81%     4.79%   4.78%
                      (Closing Mar 21)
 1715   4.94%    4.92%    4.91%      4.88%     4.86%   4.84%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.4400/65.4500 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

Our Standards:The Thomson Reuters Trust Principles.
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below