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RPT-India fwd/annualised dlr premia-(close)-Apr 18
April 18, 2017 / 4:38 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 18

               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 17)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.84%           02.84%        02.84%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  07.00/08.00    37.00/39.00    65.00/67.00   93.50/95.50
 1100  06.75/08.25    36.75/38.75    64.75/66.75   93.25/95.25
 1200  06.75/08.75    37.25/39.25    64.75/66.75   93.00/95.00
 1300  06.75/08.25    36.75/38.75    64.75/66.75   93.25/95.25
 1400  06.75/08.25    36.75/38.75    64.75/66.75   93.25/95.25
 1500  07.00/08.00    37.00/39.00    64.50/66.50   92.75/94.75
 1600  06.50/08.50    37.00/39.00    64.50/66.50   92.50/94.50
 1715  06.75/08.25    36.75/38.75    64.50/66.50   92.75/94.75
                       (Closing Apr 17)
 1715  07.75/09.25    38.25/40.25    66.00/68.00   94.50/96.50
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 121.75/123.75  147.25/149.25  175.25/177.25  201.25/203.25
 1100 121.50/123.50  147.00/149.00  174.75/176.75  201.00/203.00
 1200 121.25/123.25  146.75/148.75  174.75/176.75  200.75/202.75
 1300 121.25/123.20  146.75/148.70  174.50/176.50  200.75/202.70
 1400 121.25/123.25  146.75/148.75  174.50/176.50  200.50/202.50
 1500 120.75/122.75  146.00/148.00  173.75/175.75  199.75/201.75
 1600 121.00/123.00  146.25/148.25  174.25/176.25  200.25/202.25
 1715 120.75/122.75  146.00/148.00  173.75/175.75  200.00/202.00
                       (Closing Apr 17)
 1715 122.75/124.75  148.50/150.50  176.50/178.50  203.00/205.00
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 226.50/228.50  256.00/258.00  280.25/282.25  304.50/306.50
 1100 226.50/228.50  256.00/258.00  280.25/282.25  304.50/306.50
 1200 226.00/228.00  255.00/257.00  279.25/281.25  303.50/305.50
 1300 226.00/228.00  255.50/257.50  279.75/281.70  304.00/306.00
 1400 225.75/227.75  255.00/257.00  279.25/281.25  303.50/305.50
 1500 225.00/227.00  254.00/256.00  278.25/280.25  302.50/304.50
 1600 225.00/227.00  254.00/256.00  278.25/280.25  302.50/304.50
 1715 225.50/227.50  254.50/256.50  278.75/280.75  303.00/305.00
                       (Closing Apr 17)
 1715 228.50/230.50  258.00/260.00  282.25/284.25  306.50/308.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.24%    5.25%    5.24%      5.22%     5.19%   5.14%
 1100   5.21%    5.23%    5.23%      5.21%     5.18%   5.13%
 1200   5.29%    5.24%    5.22%      5.20%     5.17%   5.13%
 1300   5.22%    5.23%    5.23%      5.21%     5.17%   5.13%
 1400   5.22%    5.23%    5.23%      5.21%     5.17%   5.13%
 1500   5.24%    5.22%    5.20%      5.18%     5.14%   5.10%
 1600   5.24%    5.22%    5.19%      5.18%     5.15%   5.11%
 1715   5.21%    5.21%    5.20%      5.18%     5.14%   5.10%
                        (Closing Apr 17)
 1715   5.29%    5.27%    5.25%      5.23%     5.20%   5.16%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.11%    5.09%    5.08%      5.07%     5.05%   5.07%
 1100   5.11%    5.09%    5.08%      5.07%     5.05%   5.07%
 1200   5.10%    5.08%    5.06%      5.05%     5.04%   5.06%
 1300   5.10%    5.08%    5.08%      5.06%     5.05%   5.07%
 1400   5.10%    5.08%    5.07%      5.05%     5.04%   5.06%
 1500   5.07%    5.05%    5.04%      5.03%     5.02%   5.04%
 1600   5.08%    5.05%    5.04%      5.03%     5.01%   5.04%
 1715   5.07%    5.06%    5.05%      5.04%     5.02%   5.04%
                       (Closing Apr 17)
 1715   5.14%    5.12%    5.11%      5.09%     5.08%   5.09%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.6250/64.6350 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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