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RPT-India fwd/annualised dlr premia-(close)-Feb 9
February 9, 2017 / 4:42 AM / in 10 months

RPT-India fwd/annualised dlr premia-(close)-Feb 9

              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
                06.81%           02.72%        10.90%
                               (Feb 8)            
 1000        01.00/03.00      00.50/01.50    00.50/01.50
                02.71%           02.71%        02.71%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  14.00/15.00    43.00/45.00    74.00/76.00  102.50/104.50
 1100  13.75/14.75    42.50/44.50    74.00/76.00  102.75/104.75
 1200  13.25/15.25    43.00/45.00    74.25/76.25  102.75/104.75
 1300  14.00/15.00    43.00/45.00    74.50/76.50  103.00/105.00
 1400  13.50/15.50    43.50/45.50    75.00/77.00  104.00/106.00
 1500  13.50/15.50    43.50/45.50    75.00/77.00  104.00/106.00
 1600  14.00/15.00    43.50/45.50    75.50/77.50  104.50/106.50
 1715  14.00/15.00    43.00/45.00    75.00/77.00  104.00/106.00
                        (Closing Feb 8)
 1715  16.50/17.50    45.00/47.00    75.50/77.50  103.50/105.50
----------------------------------------------------------------
 TIME      JUN           JUL            AUG            SEP
----------------------------------------------------------------
 1000 127.50/129.50  153.50/155.50  179.00/181.00  202.00/204.00
 1100 128.00/130.00  154.00/156.00  179.00/181.00  202.00/204.00
 1200 128.00/130.00  153.50/155.50  179.00/181.00  202.00/204.00
 1300 128.50/130.50  154.50/156.50  180.00/182.00  203.00/205.00
 1400 129.25/131.25  154.75/156.75  180.25/182.25  203.50/205.50
 1500 129.50/131.50  155.50/157.50  181.00/183.00  204.50/206.50
 1600 130.00/132.00  156.00/158.00  181.50/183.50  204.50/206.50
 1715 129.50/131.50  155.50/157.50  181.00/183.00  204.00/206.00
                        (Closing Feb 8)                         
 1715 128.50/130.50  154.00/156.00  179.00/181.00  201.50/203.50
----------------------------------------------------------------
 TIME      OCT           NOV            DEC            JAN
----------------------------------------------------------------
 1000 227.50/229.50  252.00/254.00  275.50/277.50  302.50/304.50
 1100 227.50/229.50  252.00/254.00  275.50/277.50  302.50/304.50
 1200 227.50/229.50  251.00/253.00  274.50/276.50  301.50/303.50
 1300 228.50/230.50  253.00/255.00  276.50/278.50  303.50/305.50
 1400 229.00/231.00  253.25/255.25  276.50/278.50  303.50/305.50
 1500 230.00/232.00  254.25/256.25  277.50/279.50  304.50/306.50
 1600 230.50/232.50  255.00/257.00  278.50/280.50  305.50/307.50
 1715 229.50/231.50  254.00/256.00  277.50/279.50  304.50/306.50
                        (Closing Feb 8)                         
 1715 226.50/228.50  250.50/252.50  274.00/276.00  300.50/302.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.23%    5.39%    5.37%      5.19%     5.06%   4.97%
 1100   5.15%    5.36%    5.37%      5.20%     5.08%   4.97%
 1200   5.20%    5.40%    5.39%      5.21%     5.07%   4.97%
 1300   5.23%    5.41%    5.40%      5.22%     5.10%   5.00%
 1400   5.27%    5.46%    5.44%      5.26%     5.12%   5.01%
 1500   5.27%    5.46%    5.44%      5.27%     5.14%   5.03%
 1600   5.27%    5.48%    5.48%      5.29%     5.16%   5.05%
 1715   5.24%    5.45%    5.46%      5.28%     5.15%   5.04%
                        (Closing Feb 8)
 1715   5.11%    5.24%    5.28%      5.10%     4.99%   4.89%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.89%    4.82%    4.77%      4.74%     4.71%   4.68% 
 1100   4.89%    4.82%    4.77%      4.74%     4.70%   4.68% 
 1200   4.89%    4.82%    4.76%      4.72%     4.69%   4.67%
 1300   4.91%    4.84%    4.79%      4.76%     4.72%   4.70%
 1400   4.92%    4.85%    4.80%      4.76%     4.72%   4.70%
 1500   4.95%    4.88%    4.82%      4.78%     4.74%   4.71%
 1600   4.96%    4.88%    4.83%      4.79%     4.76%   4.73%
 1715   4.95%    4.88%    4.82%      4.79%     4.75%   4.72%
                        (Closing Feb 8)
 1715   4.81%    4.74%    4.69%      4.65%     4.63%   4.60%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.8425/66.8525 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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