June 2, 2017 / 4:46 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 2

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST) 
 1000        02.00/05.00      01.50/03.50      00.50/01.50
                02.83%           02.83%           02.83%
                                (Jun 1)            
 1000        02.00/05.00      00.50/01.50      01.50/03.50
                02.83%           02.83%           02.83%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  19.50/21.00    45.25/47.25    71.25/73.25   95.25/97.25
 1100  19.50/21.00    45.25/47.25    71.50/73.50   95.50/97.50
 1200  19.50/21.00    45.25/47.25    71.50/73.50   95.50/97.50
 1300  19.25/21.25    45.25/47.25    71.25/73.25   95.25/97.25
 1400  19.25/21.25    45.25/47.25    71.25/73.25   95.25/97.25
 1500  19.25/20.75    45.00/47.00    71.00/73.00   95.00/97.00
 1600  19.25/21.25    45.00/47.00    71.00/73.00   95.00/97.00
 1715  19.50/21.00    45.25/47.25    71.25/73.25   95.25/97.25
                       (Closing Jun 1)
 1715  20.25/21.75    46.25/48.25    72.50/74.50   96.50/98.50
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 121.25/123.25  145.50/147.50  169.00/171.00  196.00/198.00
 1100 121.50/123.50  146.00/148.00  169.75/171.75  197.00/199.00
 1200 121.50/123.50  146.00/148.00  169.75/171.75  197.00/199.00
 1300 121.50/123.50  146.25/148.25  170.00/172.00  197.00/199.00
 1400 121.50/123.50  146.25/148.25  170.00/172.00  197.00/199.00
 1500 121.00/123.00  145.25/147.25  168.75/170.75  196.00/198.00
 1600 121.00/123.00  145.50/147.50  169.00/171.00  196.00/198.00
 1715 121.25/123.25  145.50/147.50  169.00/171.00  196.25/198.25
                      (Closing Jun 1)
 1715 122.50/124.50  147.00/149.00  170.75/172.75  198.00/200.00
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 218.50/220.50  241.00/243.00  267.25/269.25  294.50/296.50
 1100 219.75/221.75  242.25/244.25  268.50/270.50  295.50/297.50
 1200 219.75/221.75  242.25/244.25  268.50/270.50  295.50/297.50
 1300 219.50/221.50  242.00/244.00  268.00/270.00  295.00/297.00
 1400 219.50/221.50  242.00/244.00  268.00/270.00  295.00/297.00
 1500 218.75/220.75  241.25/243.25  267.50/269.50  294.50/296.50
 1600 218.50/220.50  241.00/243.00  267.00/269.00  294.00/296.00
 1715 219.00/221.00  241.50/243.50  267.50/269.50  294.50/296.50
                      (Closing Jun 1) 
 1715 220.50/222.50  243.00/245.00  269.25/271.25  296.50/298.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.78%    4.76%    4.76%      4.74%     4.71%   4.69%
 1100   4.77%    4.77%    4.77%      4.75%     4.72%   4.70%
 1200   4.77%    4.77%    4.77%      4.75%     4.72%   4.70%
 1300   4.77%    4.76%    4.75%      4.74%     4.72%   4.71%
 1400   4.77%    4.76%    4.75%      4.73%     4.71%   4.71%
 1500   4.72%    4.74%    4.74%      4.72%     4.69%   4.67%
 1600   4.76%    4.74%    4.74%      4.72%     4.70%   4.69%
 1715   4.77%    4.76%    4.75%      4.73%     4.71%   4.68%
                      (Closing Jun 1)  
 1715   4.76%    4.78%    4.78%      4.75%     4.72%   4.71%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.68%    4.67%    4.66%      4.66%     4.67%   4.66%
 1100   4.69%    4.69%    4.68%      4.68%     4.69%   4.68%
 1200   4.70%    4.69%    4.68%      4.68%     4.69%   4.68%
 1300   4.70%    4.69%    4.68%      4.67%     4.68%   4.67%
 1400   4.69%    4.68%    4.67%      4.67%     4.68%   4.67%
 1500   4.67%    4.66%    4.66%      4.66%     4.67%   4.66%
 1600   4.67%    4.67%    4.65%      4.65%     4.67%   4.65%
 1715   4.67%    4.67%    4.66%      4.66%     4.67%   4.66%
                      (Closing Jun 1)  
 1715   4.70%    4.69%    4.68%      4.67%     4.69%   4.68%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.4350/64.4450 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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