RPT-India fwd/annualised dlr premia-(close)-Feb 16

RPT-India fwd/annualised dlr premia-(close)-Feb 16

Last Updated: Fri, Feb 17, 2017 09:00 hrs

Cash Spot Cash Tom Tom Next --------------------------------------------------------------- Bid/Ask Bid/Ask Bid/Ask (in IST) 1000 04.40/04.70 00.90/01.00 03.50/03.70 04.00% 04.91% 03.82% (Feb 15) 1000 01.75/02.00 00.90/01.00 00.85/01.00 04.77% 04.91% 04.64% --------------------------------------------------------------- TIME FEB MAR APR MAY --------------------------------------------------------------- 1000 05.00/06.00 32.00/34.00 63.00/65.00 91.50/93.50 1100 05.00/06.00 32.50/34.50 63.00/65.00 91.00/93.00 1200 05.00/06.00 32.50/34.50 63.00/65.00 91.00/93.00 1300 05.00/06.00 32.50/34.50 62.50/64.50 90.50/92.50 1400 05.00/06.00 32.25/34.25 62.50/64.50 90.50/92.50 1500 05.00/06.00 32.50/34.50 62.75/64.75 91.00/93.00 1600 05.00/06.00 32.50/34.50 63.00/65.00 91.00/93.00 1715 05.00/06.00 32.50/34.50 63.00/65.00 91.00/93.00 (Closing Feb 15) 1715 08.50/09.50 36.00/38.00 67.00/69.00 95.50/97.50 ---------------------------------------------------------------- TIME JUN JUL AUG SEP ---------------------------------------------------------------- 1000 117.50/119.50 144.00/146.00 169.50/171.50 193.00/195.00 1100 117.00/119.00 143.75/145.75 169.50/171.50 193.00/195.00 1200 117.00/119.00 143.75/145.75 169.50/171.50 193.00/195.00 1300 116.50/118.50 143.25/145.25 169.00/171.00 192.50/194.50 1400 116.50/118.50 143.50/145.50 169.00/171.00 192.50/194.50 1500 117.00/119.00 144.00/146.00 169.50/171.50 193.00/195.00 1600 117.00/119.00 144.00/146.00 170.00/172.00 193.50/195.50 1715 117.00/119.00 143.75/145.75 169.50/171.50 193.00/195.00 (Closing Feb 15) 1715 121.50/123.50 148.50/150.50 174.50/176.50 198.00/200.00 ---------------------------------------------------------------- TIME OCT NOV DEC JAN ---------------------------------------------------------------- 1000 219.00/221.00 243.50/245.50 267.00/269.00 294.00/296.00 1100 219.00/221.00 243.50/245.50 267.00/269.00 294.00/296.00 1200 219.00/221.00 243.50/245.50 267.00/269.00 294.00/296.00 1300 218.50/220.50 243.00/245.00 266.50/268.50 293.50/295.50 1400 218.50/220.50 243.00/245.00 266.50/268.50 293.50/295.50 1500 219.00/221.00 243.50/245.50 267.00/269.00 294.00/296.00 1600 219.50/221.50 244.00/246.00 267.50/269.50 294.50/296.50 1715 219.00/221.00 243.50/245.50 267.00/269.00 294.00/296.00 (Closing Feb 15) 1715 224.00/226.00 248.75/250.75 272.50/274.50 299.50/301.50 ---------------------------------------------------------------- TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH ---------------------------------------------------------------- 1000 4.87% 5.32% 5.19% 5.07% 4.99% 4.91% 1100 4.94% 5.33% 5.17% 5.05% 4.98% 4.91% 1200 4.94% 5.33% 5.17% 5.05% 4.98% 4.91% 1300 4.94% 5.29% 5.14% 5.02% 4.96% 4.90% 1400 4.91% 5.29% 5.14% 5.03% 4.97% 4.90% 1500 4.94% 5.31% 5.16% 5.05% 4.98% 4.91% 1600 4.93% 5.32% 5.16% 5.04% 4.98% 4.92% 1715 4.93% 5.32% 5.16% 5.04% 4.97% 4.90% (Closing Feb 15) 1715 4.75% 5.16% 5.17% 5.05% 4.99% 4.93% --------------------------------------------------------------- TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH --------------------------------------------------------------- 1000 4.84% 4.79% 4.75% 4.72% 4.70% 4.67% 1100 4.84% 4.79% 4.75% 4.72% 4.70% 4.67% 1200 4.84% 4.79% 4.75% 4.72% 4.70% 4.67% 1300 4.83% 4.78% 4.74% 4.71% 4.69% 4.66% 1400 4.83% 4.78% 4.74% 4.71% 4.69% 4.66% 1500 4.84% 4.79% 4.75% 4.72% 4.70% 4.67% 1600 4.85% 4.79% 4.76% 4.72% 4.70% 4.67% 1715 4.83% 4.78% 4.74% 4.71% 4.69% 4.66% (Closing Feb 15) 1715 4.87% 4.82% 4.78% 4.75% 4.72% 4.69% --------------------------------------------------------------- (CONVERSION RATE - $1 = 67.0675/67.0775 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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