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RPT-India fwd/annualised dlr premia-(close)-Apr 13
April 13, 2017 / 4:47 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 13

                 Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        03.50/06.00       03.00/04.50    00.50/01.50
                03.97%           04.26%        02.84%
                               (Apr 12)            
 1000        03.00/06.00       00.50/01.50    02.50/04.50
                03.39%           02.82%        03.53%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  09.00/10.50    39.50/41.50    67.50/69.50   96.00/98.00
 1100  08.75/10.25    39.25/41.25    67.25/69.25   95.75/97.75
 1200  08.75/10.25    39.25/41.25    67.25/69.25   95.75/97.75
 1300  08.50/10.00    39.00/41.00    67.00/69.00   95.50/97.50
 1400  08.50/10.50    39.25/41.25    67.25/69.25   95.75/97.75
 1500  08.50/10.00    39.00/41.00    67.00/69.00   95.50/97.50
 1600  08.50/10.00    39.00/41.00    67.00/69.00   95.50/97.50
 1715  08.75/10.25    39.25/41.25    67.25/69.25   95.75/97.75 
                      (Closing Apr 12)
 1715  09.75/11.25    40.00/42.00    68.00/70.00   96.50/98.50
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 124.50/126.50  150.50/152.50  178.75/180.70  205.50/207.50
 1100 124.25/126.20  150.00/152.00  178.50/180.50  205.50/207.50
 1200 124.25/126.25  150.00/152.00  178.50/180.50  205.50/207.50
 1300 124.00/126.00  149.75/151.75  178.25/180.25  205.00/207.00
 1400 124.00/126.00  150.00/152.00  178.50/180.50  205.25/207.25
 1500 124.00/126.00  149.75/151.70  178.00/180.00  204.50/206.50
 1600 124.00/126.00  149.75/151.70  178.00/180.00  204.50/206.50
 1715 124.25/126.25  150.00/152.00  178.25/180.25  204.75/206.75
                      (Closing Apr 12)
 1715 124.50/126.50  150.00/152.00  178.00/180.00  204.50/206.50
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 231.50/233.50  261.00/263.00  285.00/287.00  309.00/311.00
 1100 231.50/233.50  261.00/263.00  285.25/287.20  309.50/311.50
 1200 231.50/233.50  261.00/263.00  285.25/287.25  309.50/311.50
 1300 231.00/233.00  260.50/262.50  284.75/286.75  309.00/311.00
 1400 231.00/233.00  260.00/262.00  284.25/286.25  308.50/310.50
 1500 230.25/232.20  259.50/261.50  283.75/285.70  308.00/310.00
 1600 230.25/232.20  259.50/261.50  283.75/285.70  308.00/310.00
 1715 230.50/232.50  260.00/262.00  284.25/286.25  308.50/310.50
                      (Closing Apr 12)
 1715 230.25/232.25  259.50/261.50  283.50/285.50  307.50/309.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.37%    5.33%    5.30%      5.28%     5.25%   5.22%
 1100   5.32%    5.31%    5.29%      5.27%     5.24%   5.21%
 1200   5.32%    5.31%    5.29%      5.27%     5.24%   5.21%
 1300   5.27%    5.28%    5.27%      5.25%     5.22%   5.19%
 1400   5.31%    5.30%    5.28%      5.25%     5.23%   5.20%
 1500   5.27%    5.28%    5.26%      5.25%     5.22%   5.19%
 1600   5.27%    5.27%    5.26%      5.25%     5.22%   5.18%
 1715   5.31%    5.30%    5.28%      5.26%     5.23%   5.19%
                      (Closing Apr 12)
 1715   5.28%    5.26%    5.25%      5.22%     5.18%   5.14%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.19%    5.18%    5.17%      5.14%     5.12%   5.12%
 1100   5.19%    5.18%    5.17%      5.15%     5.13%   5.14%
 1200   5.19%    5.18%    5.17%      5.15%     5.13%   5.14%
 1300   5.17%    5.16%    5.15%      5.13%     5.11%   5.13%
 1400   5.18%    5.16%    5.14%      5.12%     5.10%   5.12%
 1500   5.16%    5.14%    5.13%      5.11%     5.09%   5.11%
 1600   5.16%    5.14%    5.13%      5.11%     5.09%   5.11%
 1715   5.17%    5.15%    5.14%      5.12%     5.10%   5.12%
                      (Closing Apr 12)
 1715   5.12%    5.10%    5.09%      5.07%     5.05%   5.06%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.4100/64.4200 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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