RPT-India fwd/annualised dlr premia-(close)-Feb 14

RPT-India fwd/annualised dlr premia-(close)-Feb 14

Last Updated: Wed, Feb 15, 2017 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 01.00/02.00 00.50/01.00 00.50/01.00 02.73% 02.73% 02.73% (Feb 13) 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 10.00/11.50 38.50/40.50 70.00/72.00 99.00/101.00 1100 10.00/11.50 38.50/40.50 69.50/71.50 98.50/100.50 1200 10.00/11.00 38.50/40.50 69.50/71.50 98.50/100.50 1300 10.00/11.00 38.50/40.50 69.75/71.75 99.00/101.00 1400 10.00/11.00 38.50/40.50 69.75/71.75 99.00/101.00 1500 10.00/11.00 38.25/40.25 69.50/71.50 98.50/100.50 1600 10.00/11.00 38.00/40.00 69.50/71.50 98.50/100.50 1715 10.00/11.00 38.00/40.00 69.50/71.50 98.50/100.50 (Closing Feb 13) 1715 11.25/12.75 40.25/42.25 71.25/73.25 100.00/102.00 ---------------------------------------------------------------- TIME JUN JUL AUG SEP ---------------------------------------------------------------- 1000 124.50/126.50 150.50/152.50 176.00/178.00 199.00/201.00 1100 124.50/126.50 150.50/152.50 176.00/178.00 199.00/201.00 1200 124.50/126.50 150.50/152.50 176.00/178.00 199.50/201.50 1300 125.00/127.00 151.00/153.00 177.00/179.00 200.50/202.50 1400 125.00/127.00 151.50/153.50 177.00/179.00 200.50/202.50 1500 124.50/125.50 151.00/153.00 177.00/179.00 200.50/202.50 1600 124.50/126.50 151.00/153.00 177.00/179.00 200.50/202.50 1715 124.50/126.50 151.25/153.25 177.50/179.50 201.00/203.00 (Closing Feb 13) 1715 125.75/127.75 151.50/153.50 177.00/179.00 200.50/202.50 ---------------------------------------------------------------- TIME OCT NOV DEC JAN ---------------------------------------------------------------- 1000 225.00/227.00 249.50/251.50 273.00/275.00 300.00/302.00 1100 225.00/227.00 249.75/251.75 273.50/275.50 300.50/302.50 1200 225.50/227.50 250.00/252.00 273.50/275.50 300.50/302.50 1300 226.50/228.50 251.00/253.00 274.50/276.50 301.50/303.50 1400 226.50/228.50 251.00/253.00 274.50/276.50 301.50/303.50 1500 226.50/228.50 251.00/253.00 274.50/276.50 301.50/303.50 1600 226.50/228.50 251.25/253.25 275.00/277.00 302.00/304.00 1715 227.00/229.00 251.75/253.75 275.50/277.50 302.50/304.50 (Closing Feb 13) 1715 226.25/228.25 250.50/252.50 273.75/275.75 301.00/303.00 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.98% 5.33% 5.32% 5.16% 5.05% 4.96% 1100 4.96% 5.30% 5.29% 5.15% 5.05% 4.96% 1200 4.96% 5.30% 5.29% 5.15% 5.05% 4.96% 1300 4.96% 5.31% 5.31% 5.17% 5.06% 4.98% 1400 4.96% 5.31% 5.31% 5.17% 5.07% 4.99% 1500 4.93% 5.29% 5.29% 5.15% 5.06% 4.98% 1600 4.91% 5.28% 5.29% 5.15% 5.06% 4.98% 1715 4.91% 5.28% 5.29% 5.15% 5.06% 5.00% (Closing Feb 13) 1715 5.09% 5.36% 5.33% 5.17% 5.05% 4.96% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.87% 4.82% 4.77% 4.74% 4.71% 4.69% 1100 4.87% 4.82% 4.78% 4.75% 4.72% 4.70% 1200 4.88% 4.83% 4.78% 4.75% 4.72% 4.70% 1300 4.91% 4.85% 4.80% 4.76% 4.74% 4.71% 1400 4.91% 4.85% 4.80% 4.77% 4.74% 4.71% 1500 4.91% 4.85% 4.80% 4.77% 4.74% 4.71% 1600 4.91% 4.85% 4.81% 4.77% 4.75% 4.72% 1715 4.92% 4.86% 4.82% 4.78% 4.75% 4.73% (Closing Feb 13) 1715 4.88% 4.82% 4.78% 4.74% 4.71% 4.69% --------------------------------------------------------------- (CONVERSION RATE - $1 = 66.9300/66.9400 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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