March 29, 2017 / 4:49 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 29

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.81%           02.81%        02.81%
                               (Mar 27)            
 1000        01.50/04.50       01.00/03.00    00.50/01.50
                02.80%           02.80%        02.80%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  25.25/27.25    54.00/56.00    80.00/82.00  107.00/109.00
 1100  25.25/27.25    54.00/56.00    80.00/82.00  107.00/109.00
 1200  24.75/26.75    53.50/55.50    79.50/81.50  106.50/108.50
 1300  24.50/26.50    53.25/55.25    79.25/81.25  106.25/108.20
 1400  24.75/26.75    53.50/55.50    79.50/81.50  106.50/108.50
 1500  24.75/26.75    53.50/55.50    79.50/81.50  106.50/108.50
 1600  25.00/27.00    54.00/56.00    80.00/82.00  107.00/109.00
 1715  25.00/27.00    54.00/56.00    80.00/82.00  107.00/109.00
                      (Closing Mar 27)
 1715  26.25/28.25    55.00/57.00    81.00/83.00  108.00/110.00
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 134.00/136.00  159.00/161.00  186.50/188.50  212.50/214.50
 1100 134.00/136.00  159.00/161.00  186.50/188.50  212.50/214.50
 1200 133.25/135.25  158.00/160.00  185.25/187.20  211.00/213.00
 1300 133.00/135.00  157.75/159.70  185.00/187.00  210.75/212.70
 1400 133.50/135.50  158.00/160.00  185.50/187.50  211.50/213.50
 1500 133.00/135.00  157.50/159.50  185.00/187.00  211.00/213.00
 1600 133.50/135.50  158.00/160.00  185.50/187.50  211.50/213.50
 1715 134.00/136.00  159.00/161.00  186.50/188.50  212.25/214.25
                      (Closing Mar 27)
 1715 134.75/136.75  159.25/161.25  186.25/188.25  211.75/213.75
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 237.50/239.50  265.00/267.00  288.00/290.00  311.50/313.50
 1100 237.50/239.50  265.00/267.00  288.50/290.50  312.00/314.00
 1200 236.00/238.00  263.50/265.50  287.00/289.00  310.50/312.50
 1300 235.50/237.50  263.00/265.00  286.00/288.00  309.50/311.50
 1400 236.50/238.50  264.00/266.00  287.00/289.00  310.50/312.50
 1500 236.00/238.00  263.50/265.50  286.50/288.50  309.50/311.50
 1600 236.50/238.50  264.00/266.00  287.00/289.00  310.00/312.00
 1715 237.00/239.00  264.50/266.50  287.50/289.50  311.00/313.00
                      (Closing Mar 27)
 1715 236.50/238.50  263.75/265.75  286.50/288.50   00.50/01.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.27%    5.07%    5.00%      4.98%     4.96%   4.94%
 1100   5.27%    5.07%    5.00%      4.98%     4.96%   4.94%
 1200   5.17%    5.02%    4.97%      4.95%     4.93%   4.91%
 1300   5.12%    5.00%    4.96%      4.94%     4.92%   4.90%
 1400   5.17%    5.02%    4.97%      4.95%     4.94%   4.91%
 1500   5.17%    5.02%    4.97%      4.95%     4.92%   4.90%
 1600   5.22%    5.07%    5.00%      4.98%     4.94%   4.91%
 1715   5.22%    5.07%    5.01%      4.98%     4.96%   4.94%
                      (Closing Mar 27)
 1715   5.27%    5.07%    5.00%      4.97%     4.95%   4.91%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.92%    4.92%    4.91%      4.89%     4.86%   4.85%
 1100   4.93%    4.92%    4.91%      4.89%     4.87%   4.86%
 1200   4.89%    4.88%    4.88%      4.86%     4.85%   4.84%
 1300   4.89%    4.88%    4.87%      4.85%     4.83%   4.82%
 1400   4.90%    4.90%    4.89%      4.87%     4.85%   4.84%
 1500   4.89%    4.89%    4.88%      4.86%     4.84%   4.82%
 1600   4.90%    4.90%    4.89%      4.87%     4.85%   4.83%
 1715   4.93%    4.91%    4.90%      4.88%     4.86%   4.85%
                      (Closing Mar 27)
 1715   4.89%    4.87%    4.86%      4.84%     4.82%   4.80%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.9000/64.9100 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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