May 2, 2017 / 4:47 AM / 4 months ago

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

               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
                02.85%           02.85%         02.85%
                               (Apr 28)            
 1000        03.00/06.00       02.50/04.50    00.50/01.50
                03.41%           03.55%         02.84%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  23.50/25.00    50.75/52.75    78.75/80.75  106.75/108.75
 1100  23.50/25.00    50.75/52.75    78.75/80.75  106.75/108.75
 1230  23.50/25.00    50.75/52.75    78.75/80.75  106.75/108.75
 1300  23.50/25.00    50.75/52.75    78.75/80.75  106.75/108.75
 1400  23.50/25.00    50.75/52.75    78.75/80.75  106.75/108.75
 1500  23.50/25.50    50.50/52.50    78.50/80.50  106.50/108.50
 1600  23.50/25.00    50.75/52.75    78.75/80.75  106.75/108.75
 1715  23.50/25.00    50.75/52.75    78.75/80.75  106.75/108.75
                       (Closing Apr 28)
 1715  24.50/26.00    51.75/53.75    80.00/82.00  108.00/110.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 132.25/134.25  160.25/162.25  186.75/188.75  212.25/214.25
 1100 132.25/134.25  160.25/162.25  186.50/188.50  212.00/214.00
 1230 132.25/134.25  160.25/162.25  186.75/188.75  212.50/214.50
 1300 132.25/134.25  160.25/162.25  186.50/188.50  212.00/214.00
 1400 132.25/134.25  160.25/162.25  186.50/188.50  212.00/214.00
 1500 132.00/134.00  160.00/162.00  186.50/188.50  212.00/214.00
 1600 132.25/134.25  160.25/162.25  186.50/188.50  212.00/214.00
 1715 132.25/134.25  160.25/162.25  186.50/188.50  212.00/214.00
                      (Closing Apr 28)
 1715 133.50/135.50  161.50/163.50  188.00/190.00  213.75/215.75
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 241.75/243.75  266.25/268.25  291.00/293.00  320.50/322.50
 1100 241.50/243.50  266.00/268.00  290.50/292.50  320.00/322.00
 1230 242.00/244.00  266.50/268.50  291.00/293.00  320.50/322.50
 1300 241.50/243.50  266.00/268.00  290.50/292.50  320.00/322.00
 1400 241.50/243.50  266.00/268.00  290.50/292.50  320.00/322.00
 1500 241.50/243.50  266.00/268.00  290.50/292.50  320.00/322.00
 1600 241.50/243.50  266.00/268.00  290.50/292.50  320.00/322.00
 1715 241.50/243.50  266.00/268.00  290.50/292.50  320.00/322.00
                        (Closing Apr 28) 
 1715 243.25/245.25  267.75/269.75  292.50/294.50  322.00/324.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.13%    5.16%    5.16%      5.15%     5.12%   5.10%
 1100   5.12%    5.16%    5.15%      5.14%     5.12%   5.09%
 1230   5.12%    5.16%    5.15%      5.14%     5.11%   5.09%
 1300   5.12%    5.16%    5.15%      5.14%     5.12%   5.09%
 1400   5.13%    5.16%    5.15%      5.15%     5.12%   5.09%
 1500   5.15%    5.14%    5.14%      5.13%     5.11%   5.09%
 1600   5.12%    5.16%    5.15%      5.14%     5.11%   5.09%
 1715   5.12%    5.16%    5.15%      5.14%     5.11%   5.09%
                      (Closing Apr 28) 
 1715   5.14%    5.17%    5.17%      5.15%     5.12%   5.10%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.09%    5.08%    5.08%      5.07%     5.08%   5.11%
 1100   5.08%    5.07%    5.07%      5.06%     5.07%   5.09%
 1230   5.08%    5.08%    5.08%      5.07%     5.07%   5.10%
 1300   5.08%    5.07%    5.07%      5.06%     5.07%   5.10%
 1400   5.08%    5.07%    5.07%      5.06%     5.07%   5.10%
 1500   5.08%    5.07%    5.07%      5.06%     5.07%   5.10%
 1600   5.08%    5.07%    5.07%      5.06%     5.06%   5.09% 
 1715   5.07%    5.07%    5.07%      5.06%     5.06%   5.09% 
                      (Closing Apr 28) 
 1715   5.09%    5.08%    5.08%      5.07%     5.08%   5.11%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2125/64.2225 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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