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RPT-India fwd/annualised dlr premia-(close)-Apr 5
April 5, 2017 / 4:43 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 5

             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
                02.80%           02.80%        02.80%
                               (Apr 3)            
 1000        01.50/04.50       01.00/03.00    00.50/01.50
                02.82%           02.82%        02.82%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  18.50/20.50    47.75/49.75    74.00/76.00  101.00/103.00
 1100  18.50/20.50    48.00/50.00    74.50/76.50  101.25/103.25
 1200  18.75/20.75    48.75/50.75    75.25/77.25  102.25/104.25
 1300  19.00/20.50    48.50/50.50    75.00/77.00  102.00/104.00
 1400  19.00/21.00    49.00/51.00    75.50/77.50  103.00/105.00
 1500  19.00/21.00    49.00/51.00    75.50/77.50  103.00/105.00
 1600  19.00/21.00    49.00/51.00    75.50/77.50  103.00/105.00
 1715  19.00/21.00    49.00/51.00    76.00/78.00  103.50/105.50
                      (Closing Apr 3)
 1715  19.50/21.50    48.75/50.75    75.00/77.00  102.00/104.00
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 127.50/129.50  152.00/154.00  179.00/181.00  204.50/206.50
 1100 128.00/130.00  152.50/154.50  179.50/181.50  204.75/206.75
 1200 128.75/130.75  153.25/155.25  180.25/182.25  205.50/207.50
 1300 128.50/130.50  153.00/155.00  180.00/182.00  205.50/207.50
 1400 130.00/132.00  154.50/156.50  181.50/183.50  207.00/209.00
 1500 130.00/132.00  154.50/156.50  181.50/183.50  207.00/209.00
 1600 130.00/132.00  154.50/156.50  181.50/183.50  207.00/209.00
 1715 130.50/132.50  155.00/157.00  182.00/184.00  207.50/209.50
                      (Closing Apr 3)
 1715 128.50/130.50  153.00/155.00  180.00/182.00  205.50/207.50
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 229.00/231.00  256.00/258.00  279.00/281.00  302.00/304.00
 1100 229.00/231.00  256.00/258.00  279.00/281.00  302.00/304.00
 1200 229.75/231.75  256.75/258.75  279.75/281.75  302.50/304.50
 1300 230.00/232.00  257.50/259.50  280.50/282.50  303.50/305.50
 1400 231.50/233.50  259.00/261.00  282.00/284.00  305.00/307.00
 1500 231.50/233.50  259.00/261.00  282.00/284.00  305.00/307.00
 1600 231.75/233.75  259.50/261.50  282.75/284.75  306.00/308.00
 1715 232.25/234.25  260.00/262.00  283.25/285.25  306.50/308.50
                      (Closing Apr 3)
 1715 230.00/232.00  257.50/259.50  280.50/282.50  303.50/305.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.13%    5.04%    4.99%      4.96%     4.92%   4.89%
 1100   5.15%    5.08%    5.03%      4.98%     4.95%   4.91%
 1200   5.22%    5.15%    5.08%      5.02%     4.98%   4.93%
 1300   5.21%    5.13%    5.07%      5.02%     4.97%   4.93%
 1400   5.28%    5.18%    5.11%      5.07%     5.03%   4.98%
 1500   5.27%    5.17%    5.11%      5.07%     5.03%   4.98%
 1600   5.27%    5.18%    5.11%      5.07%     5.03%   4.98%
 1715   5.28%    5.19%    5.14%      5.10%     5.05%   5.00%
                      (Closing Apr 3)
 1715   5.15%    5.06%    5.01%      4.97%     4.94%   4.90%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.87%    4.86%    4.84%      4.81%     4.79%   4.80%
 1100   4.89%    4.87%    4.84%      4.82%     4.80%   4.80%
 1200   4.91%    4.88%    4.86%      4.83%     4.81%   4.81%
 1300   4.91%    4.89%    4.87%      4.85%     4.83%   4.83%
 1400   4.95%    4.93%    4.91%      4.88%     4.86%   4.86%
 1500   4.95%    4.92%    4.90%      4.88%     4.86%   4.86%
 1600   4.95%    4.93%    4.91%      4.89%     4.87%   4.87%
 1715   4.97%    4.95%    4.93%      4.91%     4.89%   4.89%
                      (Closing Apr 3)
 1715   4.88%    4.87%    4.85%      4.83%     4.81%   4.81%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.8700/64.8800 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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