April 6, 2017 / 4:45 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 6

`            Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.00/05.00       00.50/01.50    01.50/03.50
                02.81%           02.81%        02.81%
                               (Apr 5)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.80%           02.80%        02.80%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  16.25/18.25    46.25/48.25    73.25/75.25  100.75/102.70
 1100  16.25/17.75    46.25/48.25    73.25/75.25  100.75/102.75
 1200  16.50/18.00    46.50/48.50    73.50/75.50  101.00/103.00
 1300  16.50/18.00    46.50/48.50    73.50/75.50  101.00/103.00
 1400  16.25/18.25    46.50/48.50    73.50/75.50  101.00/103.00
 1500  16.50/18.00    46.75/48.75    74.00/76.00  102.00/104.00
 1600  16.75/18.25    47.00/49.00    74.50/76.50  103.00/105.00
 1715  17.00/18.50    47.50/49.50    75.00/77.00  103.50/105.50
                      (Closing Apr 5)
 1715  19.00/21.00    49.00/51.00    76.00/78.00  103.50/105.50
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 127.75/129.70  152.50/154.50  179.50/181.50  205.00/207.00
 1100 128.00/130.00  152.75/154.75  180.00/182.00  205.50/207.50
 1200 128.50/130.50  153.50/155.50  181.00/183.00  206.75/208.75
 1300 128.50/130.50  153.50/155.50  181.00/183.00  206.50/208.50
 1400 128.50/130.50  153.50/155.50  181.00/183.00  206.75/208.75
 1500 129.50/131.50  154.50/156.50  182.25/184.25  208.25/210.25
 1600 131.00/133.00  156.00/158.00  184.00/186.00  210.00/212.00
 1715 131.50/133.50  156.50/158.50  184.50/186.50  210.75/212.75
                      (Closing Apr 5)
 1715 130.50/132.50  155.00/157.00  182.00/184.00  207.50/209.50
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 229.75/231.70  257.50/259.50  280.75/282.70  304.00/306.00
 1100 230.25/232.25  258.00/260.00  281.25/283.25  304.50/306.50
 1200 231.75/233.75  259.50/261.50  282.75/284.75  306.00/308.00
 1300 231.25/233.25  259.00/261.00  282.25/284.25  305.50/307.50
 1400 231.50/233.50  259.00/261.00  282.25/284.25  305.50/307.50
 1500 233.25/235.25  261.00/263.00  284.50/286.50  308.00/310.00
 1600 235.00/237.00  263.00/265.00  286.50/288.50  310.00/312.00
 1715 236.00/238.00  264.00/266.00  287.50/289.50  311.00/313.00
                      (Closing Apr 5)
 1715 232.25/234.25  260.00/262.00  283.25/285.25  306.50/308.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.26%    5.17%    5.13%      5.08%     5.03%   4.99%
 1100   5.24%    5.18%    5.13%      5.09%     5.05%   5.01%
 1200   5.28%    5.20%    5.15%      5.10%     5.07%   5.03%
 1300   5.28%    5.20%    5.15%      5.10%     5.07%   5.03%
 1400   5.29%    5.20%    5.15%      5.11%     5.07%   5.03%
 1500   5.31%    5.23%    5.19%      5.16%     5.11%   5.07%
 1600   5.37%    5.28%    5.25%      5.23%     5.18%   5.14%
 1715   5.45%    5.34%    5.30%      5.26%     5.22%   5.17%
                      (Closing Apr 5)
 1715   5.28%    5.19%    5.14%      5.10%     5.05%   5.00%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.96%    4.93%    4.92%      4.89%     4.87%   4.88%
 1100   4.97%    4.95%    4.93%      4.91%     4.89%   4.89%
 1200   5.00%    4.98%    4.96%      4.93%     4.91%   4.91%
 1300   5.00%    4.97%    4.95%      4.92%     4.90%   4.90%
 1400   5.00%    4.98%    4.95%      4.93%     4.90%   4.91%
 1500   5.04%    5.02%    5.00%      4.97%     4.95%   4.95%
 1600   5.10%    5.08%    5.05%      5.02%     5.00%   4.99%
 1715   5.14%    5.11%    5.09%      5.05%     5.03%   5.02%
                      (Closing Apr 5)
 1715   4.97%    4.95%    4.93%      4.91%     4.89%   4.89%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5100/64.5200 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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