April 21, 2017 / 4:48 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 21

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.50/05.50       02.00/04.00    00.50/01.50
                03.53%           03.77%         02.82%
                               (Apr 20)            
 1000        02.50/05.50       00.50/01.50    02.00/04.00
                03.53%           02.82%         03.76%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  02.25/03.25    32.50/34.50    60.50/62.50   89.00/91.00
 1100  02.25/03.25    32.50/34.50    60.50/62.50   89.50/91.50
 1200  02.25/03.75    33.00/35.00    60.75/62.75   89.25/91.25
 1300  02.25/03.25    32.25/34.25    60.25/62.25   89.00/91.00
 1400  02.25/03.75    33.00/35.00    60.75/62.75   89.25/91.25
 1500  02.25/03.25    32.25/34.25    60.25/62.25   89.00/91.00
 1600  02.25/03.25    32.50/34.50    60.50/62.50   89.25/91.25
 1715  02.25/03.25    32.50/34.50    60.50/62.50   89.25/91.25
                       (Closing Apr 20)
 1715  03.00/04.50    33.00/35.00    60.75/62.75   89.00/91.00
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 117.50/119.50  143.50/145.50  171.75/173.75  198.25/200.25
 1100 118.00/120.00  144.00/146.00  172.50/174.50  199.00/201.00
 1200 117.75/119.75  144.00/146.00  172.50/174.50  199.00/201.00
 1300 117.50/119.50  143.50/145.50  171.75/173.75  198.50/200.50
 1400 117.75/119.75  144.00/146.00  172.50/174.50  199.00/201.00
 1500 117.50/119.50  143.50/145.50  172.00/174.00  198.50/200.50
 1600 118.00/120.00  144.00/146.00  172.50/174.50  199.00/201.00
 1715 118.00/120.00  144.00/146.00  172.25/174.25  198.75/200.75
                       (Closing Apr 20)
 1715 117.00/119.00  142.25/144.25  170.00/172.00  196.25/198.25
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 224.00/226.00  253.50/255.50  278.00/280.00  302.50/304.50
 1100 225.00/227.00  254.50/256.50  279.00/281.00  303.50/305.50
 1200 225.00/227.00  254.50/256.50  279.00/281.00  303.50/305.50
 1300 224.50/226.50  254.00/256.00  278.50/280.50  303.00/305.00
 1400 225.00/227.00  254.50/256.50  279.00/281.00  303.50/305.50
 1500 224.50/226.50  254.00/256.00  278.50/280.50  303.00/305.00
 1600 225.00/227.00  254.50/256.50  279.00/281.00  303.50/305.50
 1715 224.75/226.75  254.25/256.25  278.75/280.75  303.50/305.50
                       (Closing Apr 20)
 1715 221.50/223.50  250.50/252.50  274.75/276.75  299.00/301.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.25%    5.26%    5.24%      5.23%     5.20%   5.17%
 1100   5.26%    5.27%    5.27%      5.26%     5.22%   5.19%
 1200   5.34%    5.29%    5.26%      5.24%     5.22%   5.19%
 1300   5.22%    5.24%    5.24%      5.23%     5.20%   5.17%
 1400   5.34%    5.29%    5.26%      5.24%     5.22%   5.19%
 1500   5.22%    5.24%    5.24%      5.23%     5.20%   5.17%
 1600   5.26%    5.26%    5.26%      5.25%     5.22%   5.19%
 1715   5.26%    5.26%    5.26%      5.25%     5.22%   5.18%
                       (Closing Apr 20)
 1715   5.20%    5.21%    5.19%      5.17%     5.13%   5.09%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.14%    5.13%    5.12%      5.10%     5.09%   5.11%
 1100   5.16%    5.15%    5.14%      5.12%     5.11%   5.13%
 1200   5.16%    5.15%    5.14%      5.12%     5.11%   5.13%
 1300   5.15%    5.14%    5.13%      5.11%     5.10%   5.13%
 1400   5.16%    5.15%    5.14%      5.12%     5.10%   5.13%
 1500   5.15%    5.14%    5.13%      5.11%     5.10%   5.12%
 1600   5.16%    5.15%    5.14%      5.12%     5.11%   5.13%
 1715   5.15%    5.14%    5.13%      5.12%     5.10%   5.13%
                       (Closing Apr 20)
 1715   5.07%    5.05%    5.04%      5.03%     5.02%   5.05%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.6100/64.6200 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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