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RPT-India fwd/annualised dlr premia-(close)-Feb 2
February 2, 2017 / 4:42 AM / 10 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 2

Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.50/05.50      00.50/01.50    02.00/04.00
                03.38%           02.71%        03.61%
                               (Feb 1)            
 1000        01.00/03.00      00.50/01.50    00.50/01.50
                02.70%           02.70%        02.70%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  18.00/20.00    45.50/47.50    76.00/78.00  103.25/105.25 
 1100  18.75/20.25    45.75/47.75    76.00/78.00  103.25/105.20 
 1200  19.00/20.00    46.00/48.00    76.00/78.00  103.25/105.20 
 1300  19.00/20.00    46.00/48.00    76.00/78.00  103.00/105.00
 1400  19.00/20.00    46.00/48.00    76.00/78.00  103.25/105.20
 1500  18.50/20.00    45.50/47.50    75.50/77.50  102.50/104.50
 1600  18.50/20.00    45.50/47.50    75.50/77.50  102.75/104.70
 1715  18.50/20.50    46.00/48.00    76.00/78.00  103.00/105.00
                         (Closing Feb 1)
 1715  21.50/23.50    48.75/50.75    79.25/81.25  106.75/108.75
----------------------------------------------------------------
 TIME      JUN           JUL            AUG            SEP
----------------------------------------------------------------
 1000 127.50/129.50  152.00/154.00  176.50/178.50  199.00/201.00
 1100 127.50/129.50  152.00/154.00  176.00/178.00  198.00/200.00
 1200 127.25/129.20  151.75/153.70  176.25/178.20  198.25/200.20
 1300 127.00/129.00  151.50/153.50  175.50/177.50  197.50/199.50
 1400 127.25/129.20  151.75/153.70  176.00/178.00  198.00/200.00
 1500 126.50/128.50  151.00/153.00  175.00/177.00  197.00/199.00
 1600 127.00/129.00  151.50/153.50  175.50/177.50  197.50/199.50
 1715 127.00/129.00  151.25/153.25  175.50/177.50  197.75/199.75
                         (Closing Feb 1)
 1715 131.00/133.00  155.50/157.50  179.75/181.75  202.25/204.25
----------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
----------------------------------------------------------------
 1000 223.50/225.50  246.50/248.50  269.25/271.25  296.00/298.00
 1100 222.50/224.50  245.75/247.70  268.75/270.70  295.50/297.50
 1200 222.75/224.70  246.00/248.00  269.00/271.00  295.50/297.50
 1300 222.00/224.00  245.25/247.20  268.00/270.00  294.50/296.50
 1400 222.50/224.50  245.75/247.70  268.50/270.50  295.00/297.00
 1500 221.50/223.50  244.75/246.70  268.00/270.00  294.00/296.00
 1600 221.75/223.70  245.00/247.00  267.75/269.70  294.00/296.00
 1715 222.00/224.00  245.00/247.00  267.50/269.50  294.00/296.00
                     (Closing Feb 1)
 1715 226.75/228.75  250.00/252.00  272.75/274.75  299.50/301.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.70%    4.87%    5.07%      4.92%     4.81%   4.72% 
 1100   4.79%    4.88%    5.07%      4.92%     4.81%   4.71% 
 1200   4.80%    4.90%    5.07%      4.92%     4.80%   4.71% 
 1300   4.79%    4.90%    5.06%      4.90%     4.79%   4.69%
 1400   4.80%    4.90%    5.07%      4.92%     4.80%   4.70%
 1500   4.74%    4.86%    5.04%      4.88%     4.77%   4.68%
 1600   4.74%    4.86%    5.04%      4.90%     4.79%   4.70%
 1715   4.80%    4.91%    5.07%      4.91%     4.79%   4.69%
                         (Closing Feb 1)
 1715   4.86%    4.86%    5.13%      4.96%     4.85%   4.75%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.65%    4.59%    4.54%      4.51%     4.49%   4.48% 
 1100   4.63%    4.57%    4.52%      4.49%     4.47%   4.47% 
 1200   4.64%    4.57%    4.53%      4.50%     4.48%   4.47% 
 1300   4.62%    4.56%    4.51%      4.48%     4.46%   4.45%
 1400   4.63%    4.57%    4.52%      4.49%     4.47%   4.46%
 1500   4.61%    4.55%    4.50%      4.48%     4.46%   4.45%
 1600   4.62%    4.56%    4.51%      4.48%     4.46%   4.45%
 1715   4.63%    4.57%    4.52%      4.48%     4.46%   4.45%
                         (Closing Feb 1)
 1715   4.67%    4.61%    4.56%      4.52%     4.50%   4.49%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.3700/67.3800 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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