June 1, 2017 / 4:49 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 1

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        02.00/05.00      00.50/01.50      01.50/03.50
                02.83%           02.83%           02.83%
                                (May 31)            
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.83%           02.83%           02.83%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  20.00/21.50    46.00/48.00    72.00/74.00   96.25/98.25
 1100  20.25/21.25    46.25/47.50    72.25/73.75   96.50/98.00
 1200  20.00/21.50    46.00/48.00    72.25/74.25   96.25/98.25
 1300  20.25/22.25    46.25/48.25    72.25/74.25   96.50/98.50
 1400  20.00/22.00    46.00/48.00    72.25/74.25   96.25/98.25
 1500  20.00/22.00    46.00/48.00    72.25/74.25   96.50/98.50
 1600  20.25/21.75    46.00/48.00    72.00/74.00   96.00/98.00
 1715  20.25/21.75    46.25/48.25    72.50/74.50   96.50/98.50
                       (Closing May 31)
 1715  22.25/23.75    48.25/50.25    74.25/76.25   98.50/100.50
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 122.75/124.75  147.50/149.50  171.50/173.50  199.00/201.00
 1100 123.25/124.75  148.25/150.25  172.50/174.50  199.75/201.75
 1200 122.75/124.75  147.50/149.50  171.50/173.50  199.00/201.00
 1300 123.25/125.25  148.00/150.00  172.00/174.00  199.50/201.50
 1400 122.75/124.75  147.50/149.50  171.50/173.50  199.00/201.00
 1500 123.00/125.00  148.00/150.00  172.00/174.00  199.50/201.50
 1600 122.25/124.25  146.75/148.75  170.50/172.50  197.50/199.50
 1715 122.50/124.50  147.00/149.00  170.75/172.75  198.00/200.00
                        (Closing May 31)
 1715 124.75/126.75  149.50/151.50  173.50/175.50  201.00/203.00
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 221.50/223.50  244.00/246.00  270.50/272.50  298.00/300.00
 1100 222.50/224.50  245.25/247.25  271.50/273.50  299.00/301.00
 1200 221.75/223.75  244.50/246.50  271.00/273.00  298.50/300.50
 1300 222.25/224.25  245.00/247.00  271.25/273.25  298.50/300.50
 1400 221.50/223.50  244.00/246.00  270.50/272.50  298.00/300.00
 1500 222.25/224.25  245.00/247.00  271.25/273.25  298.50/300.50
 1600 220.25/222.25  243.00/245.00  269.25/271.25  296.50/298.50
 1715 220.50/222.50  243.00/245.00  269.25/271.25  296.50/298.50
                       (Closing May 31)
 1715 223.50/225.50  246.00/248.00  272.50/274.50  300.00/302.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.72%    4.75%    4.75%      4.74%     4.73%   4.72%
 1100   4.71%    4.74%    4.75%      4.75%     4.75%   4.75%
 1200   4.71%    4.76%    4.76%      4.74%     4.73%   4.72%
 1300   4.80%    4.77%    4.77%      4.76%     4.75%   4.74%
 1400   4.75%    4.76%    4.76%      4.74%     4.73%   4.72%
 1500   4.76%    4.76%    4.77%      4.76%     4.74%   4.74%
 1600   4.75%    4.75%    4.75%      4.73%     4.71%   4.70%
 1715   4.76%    4.78%    4.78%      4.75%     4.72%   4.71%
                       (Closing May 31) 
 1715   4.66%    4.72%    4.73%      4.73%     4.71%   4.70%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.72%    4.72%    4.70%      4.70%     4.71%   4.70%
 1100   4.75%    4.74%    4.72%      4.72%     4.73%   4.72%
 1200   4.72%    4.72%    4.70%      4.70%     4.72%   4.71%
 1300   4.73%    4.73%    4.71%      4.71%     4.72%   4.71%
 1400   4.72%    4.71%    4.70%      4.69%     4.71%   4.70%
 1500   4.73%    4.73%    4.72%      4.71%     4.72%   4.71%
 1600   4.69%    4.68%    4.67%      4.67%     4.69%   4.68%
 1715   4.70%    4.69%    4.68%      4.67%     4.69%   4.68%
                       (Closing May 31)
 1715   4.70%    4.70%    4.69%      4.68%     4.70%   4.69%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.4675/64.4775 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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