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RPT-India fwd/annualised dlr premia-(close)-Mar 30
March 30, 2017 / 4:51 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 30

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        03.50/06.50       00.50/01.50    03.00/05.00
                04.92%           02.81%        05.62%
                               (Mar 29)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.81%           02.81%        02.81%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  21.00/23.00    50.00/52.00    76.00/78.00  102.50/104.50
 1100  21.50/23.50    50.50/52.50    76.50/78.50  103.50/105.50
 1200  21.50/23.00    50.50/52.50    76.50/78.50  103.50/105.50
 1300  21.50/23.50    50.50/52.50    76.50/78.50  103.50/105.50
 1400  21.50/23.00    50.50/52.50    76.50/78.50  103.50/105.50
 1500  21.50/23.50    50.50/52.50    76.50/78.50  103.50/105.50
 1600  21.50/23.50    50.50/52.50    76.50/78.50  103.50/105.50
 1715  21.50/23.50    50.50/52.50    76.50/78.50  103.50/105.50
                      (Closing Mar 29)
 1715  25.00/27.00    54.00/56.00    80.00/82.00  107.00/109.00
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 129.00/131.00  153.50/155.50  180.50/182.50  206.25/208.25
 1100 130.00/132.00  154.50/156.50  181.75/183.75  207.25/209.25
 1200 130.25/132.25  155.00/157.00  182.25/184.25  208.00/210.00
 1300 130.00/132.00  154.50/156.50  182.00/184.00  207.75/209.70
 1400 130.25/132.25  155.00/157.00  182.25/184.25  208.00/210.00
 1500 130.00/132.00  155.00/157.00  182.50/184.50  208.00/210.00
 1600 130.25/132.25  154.75/156.75  182.00/184.00  207.75/209.75
 1715 130.50/132.50  155.00/157.00  182.50/184.50  208.50/210.50
                      (Closing Mar 29)
 1715 134.00/136.00  159.00/161.00  186.50/188.50  212.25/214.25
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 231.00/233.00  258.25/260.25  281.25/283.25  304.50/306.50
 1100 232.00/234.00  259.50/261.50  282.50/284.50  305.50/307.50
 1200 232.75/234.75  260.00/262.00  283.00/285.00  306.00/308.00
 1300 232.50/234.50  260.00/262.00  283.00/285.00  306.00/308.00
 1400 232.75/234.75  260.00/262.00  283.00/285.00  306.00/308.00
 1500 232.50/234.50  260.00/262.00  283.00/285.00  306.00/308.00
 1600 232.50/234.50  260.00/262.00  283.00/285.00  306.00/308.00
 1715 233.50/235.50  261.00/263.00  284.00/286.00  307.00/309.00
                      (Closing Mar 29)
 1715 237.00/239.00  264.50/266.50  287.50/289.50  311.00/313.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.94%    4.93%    4.91%      4.88%     4.87%   4.85%
 1100   5.04%    4.98%    4.95%      4.93%     4.90%   4.88%
 1200   5.00%    4.98%    4.95%      4.93%     4.91%   4.90%
 1300   5.04%    4.98%    4.95%      4.93%     4.90%   4.88%
 1400   5.00%    4.98%    4.95%      4.93%     4.92%   4.90%
 1500   5.04%    4.98%    4.95%      4.93%     4.91%   4.90%
 1600   5.04%    4.98%    4.95%      4.93%     4.91%   4.89%
 1715   5.04%    4.98%    4.95%      4.94%     4.92%   4.90%
                      (Closing Mar 29)
 1715   5.22%    5.07%    5.01%      4.98%     4.96%   4.94%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.83%    4.83%    4.82%      4.80%     4.79%   4.77%
 1100   4.87%    4.86%    4.85%      4.83%     4.81%   4.81%
 1200   4.88%    4.87%    4.86%      4.84%     4.82%   4.82%
 1300   4.87%    4.87%    4.86%      4.84%     4.82%   4.81%
 1400   4.88%    4.87%    4.86%      4.84%     4.82%   4.82%
 1500   4.89%    4.87%    4.86%      4.84%     4.82%   4.82%
 1600   4.87%    4.87%    4.86%      4.84%     4.82%   4.81%
 1715   4.89%    4.89%    4.88%      4.86%     4.84%   4.83%
                      (Closing Mar 29)
 1715   4.93%    4.91%    4.90%      4.88%     4.86%   4.85%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.9150/64.9250 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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