June 7, 2017 / 4:42 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 7

              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
                02.83%           02.83%           02.83%
                                (Jun 6)            
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.84%           02.84%           02.84%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  16.75/18.25    42.50/44.50    68.50/70.50   92.50/94.50
 1100  16.50/18.00    42.25/44.25    68.25/70.25   92.25/94.25
 1200  16.50/18.50    42.25/44.25    68.00/70.00   92.25/94.25
 1300  16.25/18.25    42.00/44.00    68.00/70.00   92.25/94.25
 1400  16.50/18.50    42.50/44.50    68.50/70.50   92.75/94.75
 1500  16.50/18.00    41.75/43.75    67.50/69.50   91.50/93.50
 1600  16.25/18.25    42.25/44.25    68.00/70.00   92.00/94.00
 1715  16.50/18.00    42.00/44.00    68.00/70.00   92.25/94.25
                          (Closing Jun 6)
 1715  17.50/19.00    43.25/45.25    69.25/71.25   93.50/95.50
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 118.50/120.50  143.00/145.00  166.75/168.70  194.00/196.00
 1100 118.00/120.00  142.50/144.50  166.25/168.20  193.50/195.50
 1200 118.50/120.50  143.00/145.00  166.50/168.50  193.50/195.50
 1300 118.50/120.50  143.00/145.00  166.50/168.50  193.75/195.75
 1400 118.75/120.70  143.25/145.20  167.00/169.00  194.25/196.20
 1500 117.25/119.25  141.25/143.25  164.50/166.50  191.50/193.50
 1600 118.00/120.00  142.00/144.00  165.00/167.00  191.50/193.50
 1715 118.00/120.00  141.75/143.75  164.75/166.75  191.75/193.75
                         (Closing Jun 6)
 1715 119.75/121.75  144.25/146.25  168.00/170.00  195.50/197.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 216.75/218.70  239.50/241.50  265.50/267.50  292.50/294.50
 1100 216.00/218.00  238.50/240.50  264.50/266.50  291.50/293.50
 1200 216.00/218.00  238.50/240.50  264.50/266.50  291.50/293.50
 1300 216.50/218.50  239.00/241.00  265.00/267.00  292.00/294.00
 1400 217.00/219.00  239.50/241.50  265.50/267.50  292.50/294.50
 1500 214.00/216.00  236.50/238.50  262.50/264.50  289.50/291.50
 1600 213.75/215.75  236.00/238.00  262.00/264.00  289.00/291.00
 1715 214.25/216.25  236.75/238.75  262.75/264.75  289.50/291.50
                        (Closing Jun 6)
 1715 218.25/220.25  241.00/243.00  267.00/269.00  294.00/296.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.73%    4.74%    4.73%      4.72%     4.69%   4.68%
 1100   4.69%    4.72%    4.72%      4.70%     4.68%   4.67%
 1200   4.71%    4.71%    4.71%      4.71%     4.69%   4.68%
 1300   4.67%    4.69%    4.71%      4.71%     4.70%   4.68%
 1400   4.73%    4.74%    4.74%      4.73%     4.71%   4.69%
 1500   4.66%    4.67%    4.68%      4.68%     4.65%   4.63%
 1600   4.69%    4.72%    4.71%      4.70%     4.68%   4.65%
 1715   4.68%    4.70%    4.72%      4.71%     4.68%   4.65%
                           (Closing Jun 6)
 1715   4.72%    4.73%    4.74%      4.73%     4.71%   4.70%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.68%    4.67%    4.67%      4.67%     4.68%   4.66%
 1100   4.67%    4.66%    4.65%      4.66%     4.67%   4.65%
 1200   4.67%    4.66%    4.65%      4.65%     4.66%   4.65%
 1300   4.67%    4.67%    4.66%      4.67%     4.67%   4.66%
 1400   4.69%    4.69%    4.68%      4.68%     4.68%   4.67%
 1500   4.63%    4.63%    4.62%      4.63%     4.64%   4.63%
 1600   4.64%    4.62%    4.61%      4.62%     4.63%   4.62%
 1715   4.63%    4.63%    4.62%      4.63%     4.64%   4.63%
                           (Closing Jun 6)
 1715   4.69%    4.69%    4.68%      4.69%     4.69%   4.68%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.3250/64.3350 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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