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RPT-India fwd/annualised dlr premia-(close)-Feb 22
February 22, 2017 / 4:42 AM / in 10 months

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

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        04.50/05.00       00.90/01.00   03.60/04.00
                04.91%           04.91%        04.91%
                               (Feb 20)            
 1000            N/A              N/A       00.50/01.50
                 N/A              N/A          02.72%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  00.50/01.50    28.50/30.50    59.50/61.50   88.50/90.50
 1100  00.50/01.50    28.50/30.50    59.50/61.50   88.50/90.50
 1200  00.50/01.50    28.25/30.25    59.00/61.00   88.00/90.00
 1300  00.50/01.50    28.00/30.00    59.00/61.00   88.00/90.00
 1400  00.50/01.50    28.00/30.00    59.00/61.00   88.00/90.00
 1500  00.50/01.50    28.00/30.00    59.00/61.00   88.00/90.00
 1600  00.50/01.50    28.00/30.00    59.00/61.00   88.00/90.00
 1715  00.50/01.50    28.00/30.00    59.00/61.00   88.00/90.00
                        (Closing Feb 20)
 1715  04.00/05.00    32.00/34.00    62.75/64.75   91.50/93.50
----------------------------------------------------------------
 TIME      JUN           JUL            AUG            SEP
----------------------------------------------------------------
 1000 115.00/117.00  142.00/144.00  168.50/170.50  193.00/195.00
 1100 115.00/117.00  142.00/144.00  168.50/170.50  193.00/195.00
 1200 114.50/116.50  142.00/144.00  168.50/170.50  193.00/195.00
 1300 114.50/116.50  142.00/144.00  168.50/170.50  193.00/195.00
 1400 114.50/116.50  142.00/144.00  168.50/170.50  193.00/195.00
 1500 114.50/116.50  142.00/144.00  169.00/171.00  193.50/195.50
 1600 114.50/116.50  142.00/144.00  168.50/170.50  193.00/195.00
 1715 114.50/116.50  142.00/144.00  169.00/171.00  193.50/195.50
                        (Closing Feb 20) 
 1715 118.00/120.00  145.00/147.00  171.50/173.50  195.50/197.50
----------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
----------------------------------------------------------------
 1000 219.75/221.75  245.00/247.00  269.25/271.25  296.50/298.50
 1100 220.00/222.00  245.25/247.25  269.50/271.50  296.50/298.50
 1200 220.00/222.00  245.25/247.25  269.50/271.50  296.50/298.50
 1300 220.00/222.00  245.25/247.25  269.50/271.50  296.50/298.50
 1400 220.00/222.00  245.25/247.25  269.50/271.50  296.50/298.50
 1500 220.50/222.50  245.75/247.70  270.00/272.00  297.00/299.00
 1600 220.00/222.00  245.25/247.25  269.50/271.50  296.50/298.50
 1715 220.50/222.50  245.75/247.75  270.00/272.00  297.00/299.00
               (Closing Feb 20) 
 1715 222.00/224.00  247.00/249.00  271.00/273.00  298.00/300.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.03%    5.49%    5.26%      5.15%     5.07%   5.00%
 1100   5.03%    5.49%    5.25%      5.15%     5.07%   5.00%
 1200   4.98%    5.44%    5.22%      5.13%     5.07%   5.00%
 1300   4.94%    5.44%    5.22%      5.13%     5.07%   5.00%
 1400   4.94%    5.44%    5.22%      5.12%     5.07%   5.00%
 1500   4.94%    5.44%    5.22%      5.12%     5.06%   5.01%
 1600   4.94%    5.44%    5.22%      5.13%     5.07%   5.00%
 1715   4.94%    5.44%    5.22%      5.13%     5.07%   5.01%
                        (Closing Feb 20)
 1715   5.00%    5.40%    5.24%      5.13%     5.05%   4.99%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.95%    4.90%    4.87%      4.84%     4.80%   4.77%
 1100   4.95%    4.90%    4.87%      4.84%     4.80%   4.77%
 1200   4.94%    4.90%    4.87%      4.84%     4.80%   4.77%
 1300   4.94%    4.90%    4.87%      4.84%     4.80%   4.77%
 1400   4.94%    4.90%    4.86%      4.83%     4.80%   4.76%
 1500   4.95%    4.91%    4.87%      4.84%     4.81%   4.77%
 1600   4.94%    4.90%    4.87%      4.84%     4.80%   4.77%
 1715   4.96%    4.91%    4.88%      4.84%     4.81%   4.77%
                        (Closing Feb 20)
 1715   4.92%    4.88%    4.84%      4.80%     4.78%   4.74%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.9675/66.9775 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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