June 5, 2017 / 4:41 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 5

              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
                02.84%           02.84%           02.84%
                                (Jun 2)            
 1000        02.00/05.00      01.50/03.50      00.50/01.50
                02.83%           02.83%           02.83%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  18.50/20.50    44.50/46.50    70.50/72.50   94.50/96.50
 1100  18.50/20.00    44.25/46.25    70.25/72.25   94.25/96.25
 1200  18.50/20.00    44.25/46.25    70.25/72.25   94.25/96.25
 1300  18.50/20.00    44.25/46.25    70.50/72.50   94.50/96.50
 1400  18.50/20.00    44.25/46.25    70.50/72.50   94.50/96.50
 1500  18.50/20.00    44.25/46.25    70.50/72.50   94.75/96.75
 1600  18.50/20.00    44.25/46.25    70.50/72.50   94.75/96.75
 1715  18.50/20.00    44.25/46.25    70.50/72.50   94.75/96.75
                         (Closing Jun 2)
 1715  19.50/21.00    45.25/47.25    71.25/73.25   95.25/97.25
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 120.75/122.75  145.00/147.00  168.50/170.50  195.50/197.50
 1100 120.25/122.25  144.25/146.25  167.50/169.50  194.75/196.75
 1200 120.25/122.25  144.50/146.50  168.00/170.00  195.25/197.25
 1300 120.75/122.75  145.25/147.25  169.00/171.00  196.25/198.25
 1400 120.50/122.50  145.00/147.00  168.75/170.75  196.00/198.00
 1500 120.75/122.70  145.25/147.20  169.00/171.00  196.00/198.00
 1600 120.75/122.75  145.25/147.25  169.00/171.00  196.25/198.25
 1715 120.75/122.75  145.25/147.25  169.00/171.00  196.25/198.25
                (Closing Jun 2)
 1715 121.25/123.25  145.50/147.50  169.00/171.00  196.25/198.25
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 218.00/220.00  240.50/242.50  266.50/268.50  293.50/295.50
 1100 217.50/219.50  240.00/242.00  266.00/268.00  293.00/295.00
 1200 218.00/220.00  240.50/242.50  266.50/268.50  293.50/295.50
 1300 219.00/221.00  241.75/243.75  268.00/270.00  295.00/297.00
 1400 218.75/220.75  241.50/243.50  267.50/269.50  294.50/296.50
 1500 218.75/220.70  241.50/243.50  267.50/269.50  294.50/296.50
 1600 219.00/221.00  241.50/243.50  267.50/269.50  294.50/296.50
 1715 219.00/221.00  241.75/243.75  267.75/269.75  295.00/297.00
                      (Closing Jun 2)
 1715 219.00/221.00  241.50/243.50  267.50/269.50  294.50/296.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.80%    4.78%    4.77%      4.74%     4.72%   4.70%
 1100   4.75%    4.75%    4.75%      4.73%     4.70%   4.68%
 1200   4.75%    4.75%    4.75%      4.73%     4.71%   4.69%
 1300   4.75%    4.76%    4.77%      4.74%     4.73%   4.71%
 1400   4.75%    4.76%    4.77%      4.74%     4.72%   4.70%
 1500   4.75%    4.76%    4.77%      4.75%     4.73%   4.71%
 1600   4.75%    4.76%    4.77%      4.75%     4.72%   4.71%
 1715   4.75%    4.76%    4.77%      4.75%     4.72%   4.71%
                        (Closing Jun 2)
 1715   4.77%    4.76%    4.75%      4.73%     4.71%   4.68%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.69%    4.68%    4.67%      4.67%     4.68%   4.66%
 1100   4.66%    4.66%    4.66%      4.66%     4.67%   4.66%
 1200   4.68%    4.68%    4.67%      4.67%     4.68%   4.67%
 1300   4.70%    4.70%    4.69%      4.70%     4.71%   4.69%
 1400   4.70%    4.69%    4.68%      4.69%     4.70%   4.68%
 1500   4.70%    4.69%    4.69%      4.69%     4.70%   4.68%
 1600   4.70%    4.70%    4.69%      4.69%     4.69%   4.68%
 1715   4.70%    4.70%    4.69%      4.69%     4.70%   4.69%
                        (Closing Jun 2)
 1715   4.67%    4.67%    4.66%      4.66%     4.67%   4.66%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.3550/64.3650 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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