April 11, 2017 / 4:41 AM / in 6 months

RPT-India fwd/annualised dlr premia-(close)-Apr 11

             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
                02.82%           02.82%        02.82%
                               (Apr 10)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.83%           02.83%        02.83%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  13.50/15.50    44.00/46.00    72.00/74.00  100.00/102.00
 1100  13.50/15.50    44.00/46.00    72.00/74.00  100.00/102.00
 1200  13.50/15.00    43.50/45.50    71.50/73.50  100.00/102.00
 1300  13.75/15.25    44.00/46.00    72.00/74.00  100.50/102.50
 1400  13.75/15.25    44.00/46.00    72.00/74.00  100.50/102.50
 1500  13.50/15.50    44.00/46.00    71.50/73.50  100.00/102.00
 1600  13.75/15.25    44.00/46.00    72.00/74.00  100.50/102.50
 1715  13.75/15.25    44.00/46.00    72.00/74.00  100.50/102.50
                      (Closing Apr 10)
 1715  14.50/16.00    45.00/47.00    73.00/75.00  101.50/103.50
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 128.00/130.00  153.50/155.50  181.75/183.75  208.00/210.00
 1100 128.00/130.00  153.50/155.50  181.75/183.75  208.00/210.00
 1200 128.00/130.00  153.50/155.50  181.50/183.50  208.00/210.00
 1300 128.50/130.50  154.25/156.25  182.25/184.25  208.75/210.75
 1400 129.00/131.00  154.75/156.70  182.75/184.70  209.25/211.20
 1500 128.00/130.00  153.50/155.50  182.00/184.00  208.50/210.50
 1600 128.50/130.50  154.00/156.00  182.00/184.00  208.75/210.75
 1715 128.75/130.75  154.50/156.50  182.50/184.50  209.00/211.00
                      (Closing Apr 10)
 1715 129.50/131.50  155.00/157.00  183.00/185.00  209.75/211.75
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 233.50/235.50  262.25/264.25  286.25/288.25  310.00/312.00
 1100 233.50/235.50  262.25/264.25  286.25/288.25  310.00/312.00
 1200 233.50/235.50  262.50/264.50  286.50/288.50  310.50/312.50
 1300 234.50/236.50  263.50/265.50  287.50/289.50  311.50/313.50
 1400 235.00/237.00  264.00/266.00  288.00/290.00  312.00/314.00
 1500 234.00/236.00  263.50/265.50  287.50/289.50  311.50/313.50
 1600 234.50/236.50  263.50/265.50  287.50/289.50  311.50/313.50
 1715 234.75/236.75  264.00/266.00  288.00/290.00  312.00/314.00
                      (Closing Apr 10)
 1715 235.50/237.50  264.50/266.50  288.50/290.50  312.50/314.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.33%    5.29%    5.26%      5.22%     5.18%   5.15%
 1100   5.34%    5.29%    5.26%      5.22%     5.19%   5.15%
 1200   5.27%    5.25%    5.25%      5.23%     5.19%   5.15%
 1300   5.34%    5.30%    5.28%      5.25%     5.22%   5.18%
 1400   5.35%    5.30%    5.29%      5.26%     5.24%   5.20%
 1500   5.34%    5.28%    5.25%      5.23%     5.19%   5.16%
 1600   5.34%    5.30%    5.28%      5.25%     5.21%   5.17%
 1715   5.34%    5.30%    5.28%      5.26%     5.23%   5.19%
                      (Closing Apr 10)
 1715   5.33%    5.30%    5.28%      5.25%     5.21%   5.17%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.12%    5.10%    5.08%      5.06%     5.04%   5.04%
 1100   5.13%    5.11%    5.09%      5.07%     5.05%   5.05%
 1200   5.13%    5.11%    5.09%      5.08%     5.06%   5.06%
 1300   5.15%    5.13%    5.12%      5.10%     5.08%   5.08%
 1400   5.16%    5.15%    5.13%      5.11%     5.09%   5.09%
 1500   5.14%    5.12%    5.11%      5.10%     5.08%   5.08%
 1600   5.15%    5.13%    5.12%      5.10%     5.08%   5.08%
 1715   5.16%    5.14%    5.12%      5.11%     5.09%   5.08%
                      (Closing Apr 10)
 1715   5.14%    5.13%    5.12%      5.10%     5.07%   5.07%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.4900/64.5000 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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