April 10, 2017 / 4:45 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 10

             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
                02.83%           02.83%        02.83%
                               (Apr 7)            
 1000        02.00/05.00       01.50/03.50    00.50/01.50  
                02.84%           02.84%        02.84%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  14.50/16.00    45.00/47.00    73.00/75.00  101.50/103.50
 1100  14.75/16.25    45.25/47.25    73.25/75.25  101.75/103.70
 1200  14.75/16.25    45.25/47.25    73.50/75.50  102.00/104.00
 1300  14.50/16.00    45.00/47.00    73.00/75.00  101.50/103.50
 1400  15.00/16.00    45.50/47.50    73.50/75.50  102.00/104.00
 1500  14.50/16.00    45.00/47.00    73.00/75.00  101.50/103.50
 1600  14.50/16.00    45.00/47.00    73.00/75.00  101.50/103.50
 1715  14.50/16.00    45.00/47.00    73.00/75.00  101.50/103.50
                      (Closing Apr 7)
 1715  16.00/17.50    46.50/48.50    74.50/76.50  103.00/105.00
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 129.50/131.50  155.50/157.50  183.50/185.50  210.00/212.00
 1100 130.25/132.20  156.25/158.20  184.25/186.20  210.75/212.70
 1200 130.50/132.50  156.50/158.50  184.50/186.50  211.00/213.00
 1300 129.75/131.75  155.50/157.50  183.50/185.50  210.00/212.00
 1400 130.00/132.00  155.75/157.70  183.75/185.70  210.25/212.20
 1500 130.00/132.00  156.00/158.00  184.00/186.00  210.50/212.50
 1600 129.50/131.50  155.00/157.00  183.00/185.00  209.50/211.50
 1715 129.50/131.50  155.00/157.00  183.00/185.00  209.75/211.75
                      (Closing Apr 7)
 1715 131.50/133.50  157.50/159.50  185.50/187.50  212.50/214.50
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 235.50/237.50  264.50/266.50  288.25/290.25  312.00/314.00
 1100 236.50/238.50  265.50/267.50  289.50/291.50  313.50/315.50
 1200 236.50/238.50  265.50/267.50  289.50/291.50  313.50/315.50
 1300 235.50/237.50  264.50/266.50  288.50/290.50  312.50/314.50
 1400 236.00/238.00  265.00/267.00  289.00/291.00  313.00/315.00
 1500 236.00/238.00  265.00/267.00  289.00/291.00  313.00/315.00
 1600 235.00/237.00  264.00/266.00  288.00/290.00  312.00/314.00
 1715 235.50/237.50  264.50/266.50  288.50/290.50  312.50/314.50
                      (Closing Apr 7)
 1715 238.50/240.50  267.00/269.00  290.75/292.75  314.50/316.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.34%    5.31%    5.29%      5.26%     5.23%   5.20%
 1100   5.39%    5.33%    5.31%      5.28%     5.26%   5.22%
 1200   5.39%    5.34%    5.32%      5.29%     5.26%   5.22%
 1300   5.33%    5.30%    5.28%      5.26%     5.23%   5.19%
 1400   5.41%    5.36%    5.32%      5.28%     5.24%   5.20%
 1500   5.34%    5.30%    5.29%      5.26%     5.24%   5.20%
 1600   5.33%    5.30%    5.28%      5.25%     5.21%   5.17%
 1715   5.33%    5.30%    5.28%      5.25%     5.21%   5.17%
                      (Closing Apr 7)
 1715   5.46%    5.38%    5.34%      5.31%     5.28%   5.24%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.16%    5.14%    5.12%      5.10%     5.08%   5.07%
 1100   5.18%    5.16%    5.14%      5.12%     5.10%   5.10%
 1200   5.19%    5.16%    5.14%      5.12%     5.10%   5.10%
 1300   5.15%    5.13%    5.12%      5.10%     5.07%   5.07%
 1400   5.17%    5.15%    5.13%      5.11%     5.09%   5.09%
 1500   5.17%    5.15%    5.13%      5.11%     5.09%   5.08%
 1600   5.14%    5.12%    5.11%      5.09%     5.07%   5.07%
 1715   5.14%    5.13%    5.12%      5.10%     5.07%   5.07%
                      (Closing Apr 7)
 1715   5.21%    5.20%    5.18%      5.14%     5.12%   5.11%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5550/64.5650 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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