RPT-India fwd/annualised dlr premia-(close)-Feb 15

RPT-India fwd/annualised dlr premia-(close)-Feb 15

Last Updated: Thu, Feb 16, 2017 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 01.75/02.00 00.90/01.00 00.85/01.00 04.77% 04.91% 04.64% (Feb 14) 1000 01.00/02.00 00.50/01.00 00.50/01.00 02.73% 02.73% 02.73% --------------------------------------------------------------- TIME FEB MAR APR MAY --------------------------------------------------------------- 1000 09.00/10.00 37.00/39.00 68.50/70.50 97.50/99.50 1100 08.00/09.50 36.00/38.00 67.25/69.25 96.00/98.00 1200 08.00/09.50 36.00/38.00 67.25/69.25 96.00/98.00 1300 08.50/09.50 36.50/38.50 67.75/69.75 96.50/98.50 1400 08.00/09.50 36.00/38.00 67.25/69.25 96.00/98.00 1500 08.00/09.50 35.75/37.75 67.00/69.00 96.00/98.00 1600 08.00/09.50 36.00/38.00 67.00/69.00 95.50/97.50 1715 08.50/09.50 36.00/38.00 67.00/69.00 95.50/97.50 (Closing Feb 14) 1715 10.00/11.00 38.00/40.00 69.50/71.50 98.50/100.50 ---------------------------------------------------------------- TIME JUN JUL AUG SEP ---------------------------------------------------------------- 1000 123.50/125.50 150.00/152.00 176.00/178.00 199.50/201.50 1100 122.00/124.00 149.00/151.00 175.00/177.00 199.00/201.00 1200 122.00/124.00 149.00/151.00 175.00/177.00 199.00/201.00 1300 122.50/124.50 149.50/151.50 175.50/177.50 199.50/201.50 1400 122.00/124.00 149.00/151.00 175.00/177.00 199.00/201.00 1500 122.00/124.00 149.00/151.00 175.00/177.00 198.50/200.50 1600 121.50/123.50 148.50/150.50 174.50/176.50 198.00/200.00 1715 121.50/123.50 148.50/150.50 174.50/176.50 198.00/200.00 (Closing Feb 14) 1715 124.50/126.50 151.25/153.25 177.50/179.50 201.00/203.00 ---------------------------------------------------------------- TIME OCT NOV DEC JAN ---------------------------------------------------------------- 1000 225.50/227.50 250.25/252.25 274.00/276.00 301.00/303.00 1100 225.00/227.00 250.00/252.00 274.00/276.00 301.00/303.00 1200 225.00/227.00 249.75/251.75 273.50/275.50 300.50/302.50 1300 225.50/227.50 250.25/252.20 274.00/276.00 301.00/303.00 1400 225.00/227.00 249.75/251.75 273.50/275.50 300.50/302.50 1500 224.50/226.50 249.25/251.20 273.00/275.00 300.00/302.00 1600 224.00/226.00 248.75/250.70 272.50/274.50 299.50/301.50 1715 224.00/226.00 248.75/250.75 272.50/274.50 299.50/301.50 (Closing Feb 14) 1715 227.00/229.00 251.75/253.75 275.50/277.50 302.50/304.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.89% 5.28% 5.28% 5.14% 5.06% 4.98% 1100 4.72% 5.17% 5.20% 5.07% 5.01% 4.95% 1200 4.72% 5.17% 5.20% 5.07% 5.01% 4.95% 1300 4.80% 5.22% 5.23% 5.09% 5.03% 4.96% 1400 4.72% 5.17% 5.20% 5.07% 5.01% 4.95% 1500 4.69% 5.15% 5.19% 5.07% 5.01% 4.95% 1600 4.72% 5.16% 5.17% 5.05% 4.99% 4.93% 1715 4.75% 5.16% 5.17% 5.05% 4.99% 4.93% (Closing Feb 14) 1715 4.91% 5.28% 5.29% 5.15% 5.06% 5.00% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.91% 4.85% 4.81% 4.77% 4.74% 4.71% 1100 4.89% 4.84% 4.80% 4.77% 4.74% 4.71% 1200 4.89% 4.84% 4.80% 4.76% 4.74% 4.71% 1300 4.90% 4.85% 4.80% 4.77% 4.74% 4.71% 1400 4.89% 4.84% 4.80% 4.76% 4.74% 4.71% 1500 4.88% 4.83% 4.78% 4.75% 4.73% 4.70% 1600 4.87% 4.81% 4.78% 4.75% 4.72% 4.69% 1715 4.87% 4.82% 4.78% 4.75% 4.72% 4.69% (Closing Feb 14) 1715 4.92% 4.86% 4.82% 4.78% 4.75% 4.73% --------------------------------------------------------------- (CONVERSION RATE - $1 = 66.8975/66.9075 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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