May 30, 2017 / 4:51 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-May 30

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000          1.00/3.00      00.50/1.50    00.50/1.50    
                 02.82%          02.82%        02.82%
                               (May 29)            
 1000            N/A              N/A       00.50/1.50
                 N/A              N/A          02.83%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  23.50/25.50    49.50/51.50    75.00/77.00   98.25/100.25
 1100  23.75/25.75    49.75/51.75    75.50/77.50   99.25/101.25
 1200  23.50/25.00    49.25/51.25    75.25/77.25   98.75/100.75
 1300  23.50/25.00    49.25/51.25    75.25/77.25   99.25/101.25
 1400  23.75/24.75    49.50/51.00    75.50/77.00   99.25/101.25
 1500  23.50/25.00    49.25/51.25    75.25/77.25   99.00/101.00
 1600  23.50/25.00    49.00/51.00    75.00/77.00   98.75/100.75
 1715  23.50/25.00    49.00/51.00    75.00/77.00   99.00/101.00
                       (Closing May 29)
 1715  24.50/25.50    50.00/52.00    76.00/78.00   99.25/101.25
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 124.00/126.00  148.25/150.25  171.50/173.50  197.50/199.50
 1100 125.00/127.00  149.00/151.00  172.00/174.00  198.25/200.25
 1200 124.50/126.50  148.75/150.75  172.25/174.25  198.75/200.75
 1300 125.25/127.25  149.25/151.25  173.00/175.00  199.50/201.50
 1400 125.00/127.00  149.25/151.25  172.75/174.75  199.25/201.25
 1500 124.75/126.70  149.00/151.00  172.50/174.50  199.00/201.00
 1600 124.50/126.50  148.75/150.75  172.25/174.25  198.75/200.75
 1715 124.75/126.75  149.00/151.00  172.75/174.75  199.25/201.25
                        (Closing May 29)
 1715 125.00/127.00  149.25/151.25  172.75/174.75  199.25/201.25
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 219.50/221.50  241.50/243.50  267.50/269.50  294.50/296.50
 1100 220.50/222.50  242.50/244.50  268.50/270.50  295.50/297.50
 1200 221.00/223.00  243.25/245.25  269.50/271.50  296.50/298.50
 1300 221.50/223.50  243.50/245.50  269.50/271.50  296.50/298.50
 1400 221.50/223.50  243.75/245.75  270.00/272.00  297.00/299.00
 1500 221.25/223.20  243.50/245.50  269.50/271.50  296.50/298.50
 1600 221.00/223.00  243.25/245.25  269.50/271.50  296.50/298.50
 1715 221.50/223.50  243.75/245.75  270.00/272.00  297.00/299.00
                       (Closing May 29)
 1715 221.50/223.50  243.75/245.75  270.00/272.00  297.00/299.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.77%    4.75%    4.71%      4.66%     4.64%   4.63%
 1100   4.81%    4.77%    4.74%      4.71%     4.68%   4.65%
 1200   4.72%    4.73%    4.73%      4.69%     4.66%   4.64%
 1300   4.72%    4.73%    4.73%      4.71%     4.69%   4.66%
 1400   4.72%    4.73%    4.73%      4.71%     4.68%   4.66%
 1500   4.72%    4.73%    4.73%      4.70%     4.67%   4.65%
 1600   4.72%    4.71%    4.72%      4.69%     4.66%   4.65%
 1715   4.72%    4.70%    4.71%      4.70%     4.67%   4.65%
                       (Closing May 29) 
 1715   4.72%    4.73%    4.74%      4.69%     4.69%   4.66%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.61%    4.59%    4.58%      4.57%     4.59%   4.58%
 1100   4.62%    4.61%    4.60%      4.59%     4.61%   4.60%
 1200   4.63%    4.62%    4.61%      4.60%     4.63%   4.61%
 1300   4.65%    4.64%    4.62%      4.61%     4.63%   4.61%
 1400   4.65%    4.63%    4.62%      4.61%     4.64%   4.62%
 1500   4.64%    4.63%    4.61%      4.61%     4.63%   4.62%
 1600   4.64%    4.62%    4.61%      4.60%     4.63%   4.62%
 1715   4.65%    4.63%    4.62%      4.61%     4.63%   4.62%
                       (Closing May 29)
 1715   4.64%    4.63%    4.61%      4.60%     4.63%   4.62%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.6550/64.6650 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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