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RPT-India fwd/annualised dlr premia-(close)-Feb 17
February 17, 2017 / 4:43 AM / 10 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 17

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.50/04.50      02.50/04.50        N/A
                02.72%           02.72%          N/A 
                               (Feb 16)            
 1000        04.40/04.70      00.90/01.00    03.50/03.70
                04.00%           04.91%        03.82%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  05.00/06.00    32.50/34.50    63.00/65.00   91.00/93.00
 1100  05.00/06.00    32.50/34.50    63.00/65.00   91.00/93.00
 1200  05.00/06.00    32.75/34.75    63.25/65.25   91.50/93.50
 1300  05.00/06.00    33.00/35.00    63.50/65.50   91.50/93.50
 1400  05.00/06.00    33.00/35.00    63.50/65.50   92.00/94.00
 1500  04.50/06.50    32.75/34.75    63.25/65.25   91.50/93.50
 1600  05.00/06.00    32.75/34.75    63.25/65.25   91.50/93.50
 1715  05.25/06.25    33.00/35.00    63.50/65.50   91.75/93.75
                        (Closing Feb 16)
 1715  05.00/06.00    32.50/34.50    63.00/65.00   91.00/93.00
----------------------------------------------------------------
 TIME      JUN           JUL            AUG            SEP
----------------------------------------------------------------
 1000 117.00/119.00  144.00/146.00  170.00/172.00  193.50/195.50
 1100 117.00/119.00  144.00/146.00  170.00/172.00  193.50/195.50
 1200 117.50/119.50  144.50/146.50  170.50/172.50  194.50/196.50
 1300 117.50/119.50  144.50/146.50  170.50/172.50  194.50/196.50
 1400 118.00/120.00  145.00/147.00  171.00/173.00  195.00/197.00
 1500 117.50/119.50  144.50/146.50  170.50/172.50  194.50/196.50
 1600 117.50/119.50  144.50/146.50  170.50/172.50  194.50/196.50
 1715 117.75/119.75  144.75/146.75  170.75/172.75  194.50/196.50
                        (Closing Feb 16)                        
 1715 117.00/119.00  143.75/145.75  169.50/171.50  193.00/195.00
----------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
----------------------------------------------------------------
 1000 219.50/221.50  244.00/246.00  267.50/269.50  294.50/296.50
 1100 219.50/221.50  244.25/246.25  268.00/270.00  295.00/297.00
 1200 220.50/222.50  245.00/247.00  268.50/270.50  295.00/297.00
 1300 220.50/222.50  245.00/247.00  268.50/270.50  295.50/297.50
 1400 221.00/223.00  245.50/247.50  269.00/271.00  296.00/298.00
 1500 220.50/222.50  245.00/247.00  268.50/270.50  295.50/297.50
 1600 220.50/222.50  245.00/247.00  268.50/270.50  295.50/297.50
 1715 220.50/222.50  245.00/247.00  268.50/270.50  295.50/297.50
                        (Closing Feb 16)                        
 1715 219.00/221.00  243.50/245.50  267.00/269.00  294.00/296.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.93%    5.32%    5.16%      5.04%     4.97%   4.91%
 1100   4.93%    5.32%    5.16%      5.04%     4.97%   4.92%
 1200   4.97%    5.34%    5.19%      5.06%     4.99%   4.93%
 1300   5.00%    5.37%    5.19%      5.06%     5.00%   4.93%
 1400   5.01%    5.37%    5.22%      5.09%     5.01%   4.95%
 1500   4.96%    5.34%    5.18%      5.06%     4.99%   4.93%
 1600   4.97%    5.34%    5.19%      5.06%     4.99%   4.93%
 1715   5.02%    5.37%    5.20%      5.08%     5.00%   4.98%
                        (Closing Feb 16)
 1715   4.93%    5.32%    5.16%      5.04%     4.97%   4.90%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.85%    4.79%    4.75%      4.72%     4.69%   4.67%
 1100   4.85%    4.79%    4.76%      4.73%     4.70%   4.68%
 1200   4.87%    4.82%    4.77%      4.74%     4.71%   4.68%
 1300   4.87%    4.82%    4.78%      4.74%     4.71%   4.69%
 1400   4.89%    4.83%    4.79%      4.75%     4.72%   4.70%
 1500   4.87%    4.81%    4.77%      4.74%     4.71%   4.68%
 1600   4.87%    4.82%    4.77%      4.74%     4.71%   4.69%
 1715   4.88%    4.82%    4.78%      4.74%     4.72%   4.69%
                        (Closing Feb 16)
 1715   4.83%    4.78%    4.74%      4.71%     4.69%   4.66%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.0050/67.0150 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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