April 27, 2017 / 4:53 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 27

6 Min Read

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        03.00/06.00       00.50/01.50    02.50/04.50
                03.42%           02.85%         03.56%
                               (Apr 26)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.85%           02.85%         02.85%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  25.50/27.00    53.25/55.25    81.75/83.75  110.50/112.50
 1100  25.50/27.00    53.00/55.00    81.50/83.50  110.00/112.00
 1200  25.75/27.75    53.00/55.00    81.50/83.50  110.00/112.00
 1300  25.50/27.00    53.00/55.00    81.50/83.50  110.00/112.00
 1400  25.50/27.00    53.00/55.00    81.50/83.50  110.00/112.00
 1500  25.50/27.00    52.75/54.75    81.25/83.25  109.50/111.50
 1600  25.50/27.00    52.75/54.75    81.25/83.25  109.50/111.50
 1715  25.50/27.00    52.75/54.75    81.25/83.25  109.50/111.50
                       (Closing Apr 26)
 1715  29.25/30.75    57.00/59.00    85.75/87.75  114.50/116.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 137.00/139.00  165.75/167.70  192.75/194.70  219.00/221.00
 1100 136.00/138.00  164.75/166.75  191.75/193.75  218.00/220.00
 1200 136.25/138.25  165.25/167.25  192.25/194.25  218.25/220.25
 1300 136.00/138.00  164.75/166.75  191.75/193.75  218.00/220.00
 1400 136.00/138.00  164.75/166.70  191.50/193.50  217.50/219.50
 1500 135.50/137.50  164.00/166.00  190.50/192.50  216.50/218.50
 1600 135.50/137.50  164.00/166.00  190.50/192.50  216.50/218.50
 1715 135.50/137.50  164.00/166.00  190.50/192.50  216.50/218.50
                      (Closing Apr 26)
 1715 140.50/142.50  169.25/171.25  196.25/198.25  222.50/224.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 249.00/251.00  274.00/276.00  299.00/301.00  328.50/330.50
 1100 248.00/250.00  273.00/275.00  298.00/300.00  327.50/329.50
 1200 248.25/250.25  273.00/275.00  297.75/299.75  327.00/329.00
 1300 247.75/249.75  272.50/274.50  297.50/299.50  327.00/329.00
 1400 247.25/249.20  272.00/274.00  297.00/299.00  326.50/328.50
 1500 246.00/248.00  270.75/272.75  295.50/297.50  324.50/326.50
 1600 246.00/248.00  270.75/272.75  295.50/297.50  324.50/326.50
 1715 246.00/248.00  270.75/272.75  295.50/297.50  324.50/326.50
                       (Closing Apr 26) 
 1715 252.50/254.50  277.50/279.50  302.50/304.50  332.00/334.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.17%    5.24%    5.24%      5.25%     5.24%   5.22%
 1100   5.16%    5.21%    5.22%      5.22%     5.20%   5.18%
 1200   5.25%    5.21%    5.22%      5.22%     5.21%   5.20%
 1300   5.16%    5.21%    5.22%      5.22%     5.20%   5.18%
 1400   5.16%    5.21%    5.22%      5.22%     5.20%   5.18%
 1500   5.16%    5.19%    5.20%      5.19%     5.18%   5.16%
 1600   5.15%    5.19%    5.20%      5.19%     5.17%   5.16%
 1715   5.15%    5.19%    5.20%      5.19%     5.17%   5.16%
                      (Closing Apr 26) 
 1715   5.17%    5.24%    5.25%      5.26%     5.23%   5.21%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.20%    5.20%    5.20%      5.18%     5.19%   5.21%
 1100   5.18%    5.17%    5.17%      5.16%     5.17%   5.19%
 1200   5.19%    5.18%    5.18%      5.16%     5.16%   5.18%
 1300   5.18%    5.17%    5.17%      5.16%     5.16%   5.18%
 1400   5.17%    5.16%    5.16%      5.15%     5.15%   5.18%
 1500   5.14%    5.14%    5.13%      5.12%     5.12%   5.14%
 1600   5.14%    5.13%    5.13%      5.12%     5.12%   5.14%
 1715   5.14%    5.13%    5.13%      5.12%     5.12%   5.14%
                      (Closing Apr 26) 
 1715   5.20%    5.19%    5.19%      5.18%     5.17%   5.21%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.1500/64.1600 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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