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RPT-India fwd/annualised dlr premia-(close)-Apr 7
April 7, 2017 / 4:42 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 7

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.00/05.00       01.50/03.50    00.50/01.50
                02.84%           02.84%        02.84%
                               (Apr 6)            
 1000        02.00/05.00       00.50/01.50    01.50/03.50
                02.81%           02.81%        02.81%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  16.00/17.50    46.50/48.50    74.00/76.00  102.00/104.00
 1100  16.00/17.50    46.00/48.00    73.50/75.50  101.50/103.50
 1200  15.75/17.25    46.00/48.00    73.50/75.50  101.50/103.50
 1300  15.75/17.25    46.00/48.00    73.50/75.50  101.50/103.50
 1400  15.50/17.00    45.75/47.75    73.25/75.25  101.25/103.20
 1500  15.75/17.25    46.00/48.00    74.00/76.00  102.50/104.50
 1600  16.00/17.50    46.25/48.25    74.25/76.25  102.75/104.75
 1715  16.00/17.50    46.50/48.50    74.50/76.50  103.00/105.00
                      (Closing Apr 6)
 1715  17.00/18.50    47.50/49.50    75.00/77.00  103.50/105.50
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 130.00/132.00  155.50/157.50  183.50/185.50  210.00/212.00
 1100 129.00/131.00  154.00/156.00  181.75/183.70  207.75/209.70
 1200 129.50/131.50  155.00/157.00  182.75/184.70  209.00/211.00
 1300 129.00/131.00  154.50/156.50  182.50/184.50  208.50/210.50
 1400 129.25/131.20  154.50/156.50  182.25/184.20  208.25/210.20
 1500 131.00/133.00  156.50/158.50  184.50/186.50  211.25/213.25
 1600 131.25/133.25  157.00/159.00  185.00/187.00  211.50/213.50
 1715 131.50/133.50  157.50/159.50  185.50/187.50  212.50/214.50
                      (Closing Apr 6)
 1715 131.50/133.50  156.50/158.50  184.50/186.50  210.75/212.75
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 235.50/237.50  263.50/265.50  287.00/289.00  310.50/312.50
 1100 233.00/235.00  261.00/263.00  284.50/286.50  308.00/310.00
 1200 234.50/236.50  262.50/264.50  286.00/288.00  309.50/311.50
 1300 233.50/235.50  261.50/263.50  285.25/287.25  309.00/311.00
 1400 233.50/235.50  261.50/263.50  285.00/287.00  308.50/310.50
 1500 237.00/239.00  265.00/267.00  288.75/290.75  312.50/314.50
 1600 237.25/239.25  266.00/268.00  289.75/291.75  313.50/315.50
 1715 238.50/240.50  267.00/269.00  290.75/292.75  314.50/316.50
                      (Closing Apr 6)
 1715 236.00/238.00  264.00/266.00  287.50/289.50  311.00/313.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.46%    5.35%    5.29%      5.25%     5.22%   5.18%
 1100   5.42%    5.30%    5.26%      5.22%     5.17%   5.12%
 1200   5.39%    5.30%    5.26%      5.22%     5.19%   5.15%
 1300   5.39%    5.30%    5.26%      5.21%     5.17%   5.14%
 1400   5.34%    5.28%    5.24%      5.21%     5.18%   5.14%
 1500   5.41%    5.34%    5.32%      5.30%     5.27%   5.22%
 1600   5.45%    5.36%    5.33%      5.30%     5.28%   5.23%
 1715   5.46%    5.38%    5.34%      5.31%     5.28%   5.24%
                      (Closing Apr 6)
 1715   5.45%    5.34%    5.30%      5.26%     5.22%   5.17%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.15%    5.13%    5.11%      5.07%     5.05%   5.05%
 1100   5.09%    5.07%    5.05%      5.02%     5.00%   5.01%
 1200   5.12%    5.10%    5.08%      5.05%     5.03%   5.03%
 1300   5.11%    5.09%    5.06%      5.03%     5.01%   5.02%
 1400   5.10%    5.08%    5.06%      5.03%     5.01%   5.01%
 1500   5.19%    5.18%    5.15%      5.12%     5.09%   5.09%
 1600   5.20%    5.18%    5.16%      5.13%     5.11%   5.10%
 1715   5.21%    5.20%    5.18%      5.14%     5.12%   5.11%
                      (Closing Apr 6)
 1715   5.14%    5.11%    5.09%      5.05%     5.03%   5.02%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2800/64.2900 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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