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RPT-India fwd/annualised dlr premia-(close)-Feb 7
February 7, 2017 / 4:40 AM / 10 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 7

              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
                01.35%           01.35%        01.35%
                               (Feb 6)            
 1000        01.00/03.00      00.50/01.50    00.50/01.50
                02.72%           02.72%        02.72%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  15.50/17.50    43.00/45.00    73.00/75.00   99.50/101.50
 1100  16.00/17.00    43.00/45.00    72.50/74.50   99.00/101.00
 1200  15.50/17.50    43.00/45.00    72.50/74.50   99.25/101.25
 1300  15.50/17.50    43.00/45.00    72.50/74.50   99.25/101.25
 1400  15.50/17.50    43.00/45.00    72.50/74.50   99.25/101.25
 1500  15.75/17.75    43.50/45.50    73.00/75.00   99.75/101.75
 1600  15.50/17.50    43.00/45.00    72.50/74.50   99.00/101.00
 1715  15.50/17.50    43.00/45.00    72.75/74.75   99.50/101.50
                        (Closing Feb 6)
 1715  16.50/18.50    43.75/45.75    73.25/75.25   99.75/101.75
----------------------------------------------------------------
 TIME      JUN           JUL            AUG            SEP
----------------------------------------------------------------
 1000 123.50/125.50  147.75/149.75  171.25/173.25  193.75/195.75
 1100 122.75/124.70  147.00/149.00  171.00/173.00  193.50/195.50
 1200 123.00/125.00  147.00/149.00  171.00/173.00  193.50/195.50
 1300 123.00/125.00  147.00/149.00  171.00/173.00  193.50/195.50
 1400 123.25/125.25  147.50/149.50  171.50/173.50  194.00/196.00
 1500 123.50/125.50  147.75/149.75  171.75/173.75  194.25/196.25
 1600 123.00/125.00  147.00/149.00  171.00/173.00  193.50/195.50
 1715 123.50/125.50  147.50/149.50  171.50/173.50  193.75/195.75
                        (Closing Feb 6)                         
 1715 123.50/125.50  147.25/149.25  171.00/173.00  193.50/195.50
----------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
----------------------------------------------------------------
 1000 218.25/220.25  241.75/243.75  264.25/266.25  290.50/292.50
 1100 218.00/220.00  241.50/243.50  264.00/266.00  290.00/292.00
 1200 218.00/220.00  241.50/243.50  264.00/266.00  290.00/292.00
 1300 218.00/220.00  241.50/243.50  264.00/266.00  290.00/292.00
 1400 218.50/220.50  242.00/244.00  264.50/266.50  290.50/292.50
 1500 218.75/220.75  242.00/244.00  264.50/266.50  290.50/292.50
 1600 218.00/220.00  241.50/243.50  264.00/266.00  290.00/292.00
 1715 218.00/220.00  241.50/243.50  264.00/266.00  290.00/292.00
                        (Closing Feb 6)                         
 1715 218.00/220.00  241.50/243.50  264.00/266.00  290.00/292.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.74%    4.94%    5.04%      4.86%     4.75%   4.66%
 1100   4.74%    4.92%    5.01%      4.84%     4.72%   4.64%
 1200   4.74%    4.92%    5.02%      4.85%     4.73%   4.64%
 1300   4.74%    4.92%    5.02%      4.85%     4.73%   4.64%
 1400   4.74%    4.92%    5.01%      4.85%     4.74%   4.65%
 1500   4.80%    4.96%    5.04%      4.87%     4.74%   4.66%
 1600   4.74%    4.92%    5.01%      4.84%     4.72%   4.64%
 1715   4.73%    4.93%    5.03%      4.86%     4.74%   4.65%
                        (Closing Feb 6)
 1715   4.76%    4.92%    5.02%      4.85%     4.72%   4.63%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.58%    4.53%    4.49%      4.46%     4.44%   4.43% 
 1100   4.57%    4.52%    4.49%      4.46%     4.44%   4.43%
 1200   4.57%    4.52%    4.49%      4.46%     4.44%   4.43%
 1300   4.57%    4.52%    4.49%      4.46%     4.44%   4.43%
 1400   4.58%    4.53%    4.49%      4.47%     4.44%   4.43%
 1500   4.59%    4.54%    4.50%      4.46%     4.44%   4.43%
 1600   4.57%    4.52%    4.48%      4.46%     4.44%   4.42%
 1715   4.58%    4.53%    4.48%      4.46%     4.44%   4.42%
                        (Closing Feb 6)
 1715   4.56%    4.52%    4.48%      4.46%     4.44%   4.42%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.4075/67.4175 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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