May 3, 2017 / 4:43 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-May 3

6 Min Read

               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%
                               (May 2)            
 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  22.50/24.00    49.75/51.75    77.75/79.75  106.00/108.00
 1100  22.25/23.75    49.50/51.50    77.50/79.50  105.50/107.50
 1200  22.25/23.75    49.25/51.25    77.25/79.25  105.25/107.20
 1300  22.50/24.00    49.50/51.50    77.25/79.25  105.25/107.25
 1400  22.25/23.75    49.25/51.25    77.00/79.00  105.00/107.00
 1500  22.25/23.75    49.25/51.25    77.00/79.00  105.00/107.00
 1600  22.00/23.50    49.00/51.00    76.75/78.75  104.50/106.50
 1715  22.00/23.50    49.00/51.00    76.50/78.50  104.50/106.50
                       (Closing May 2)
 1715  23.50/25.00    50.75/52.75    78.75/80.75  106.75/108.75
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 131.75/133.75  159.75/161.75  186.25/188.25  212.00/214.00
 1100 131.00/133.00  158.75/160.75  185.00/187.00  210.50/212.50
 1200 130.75/132.70  158.75/160.70  185.00/187.00  210.50/212.50
 1300 130.75/132.75  158.75/160.75  185.25/187.25  211.00/213.00
 1400 130.50/132.50  158.50/160.50  185.00/187.00  210.75/212.75
 1500 130.50/132.50  158.50/160.50  184.75/186.75  210.25/212.25
 1600 130.00/132.00  157.75/159.75  184.00/186.00  209.50/211.50
 1715 130.00/132.00  157.75/159.75  184.00/186.00  209.50/211.50
                      (Closing May 2)
 1715 132.25/134.25  160.25/162.25  186.50/188.50  212.00/214.00
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 241.50/243.50  266.00/268.00  290.50/292.50  320.00/322.00
 1100 240.00/242.00  264.50/266.50  289.00/291.00  318.50/320.50
 1200 240.00/242.00  264.25/266.20  288.75/290.70  318.00/320.00
 1300 240.25/242.25  264.75/266.75  289.25/291.25  318.50/320.50
 1400 240.00/242.00  264.25/266.25  288.75/290.75  318.00/320.00
 1500 239.75/241.75  264.25/266.25  288.75/290.75  318.00/320.00
 1600 238.75/240.75  263.25/265.25  287.75/289.75  317.00/319.00
 1715 238.75/240.75  263.25/265.25  287.75/289.75  317.00/319.00
                        (Closing May 2) 
 1715 241.50/243.50  266.00/268.00  290.50/292.50  320.00/322.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.11%    5.16%    5.15%      5.16%     5.13%   5.11%
 1100   5.06%    5.13%    5.14%      5.13%     5.10%   5.08%
 1200   5.06%    5.11%    5.12%      5.12%     5.09%   5.07%
 1300   5.10%    5.13%    5.12%      5.12%     5.10%   5.08%
 1400   5.06%    5.11%    5.10%      5.11%     5.09%   5.07%
 1500   5.05%    5.10%    5.10%      5.11%     5.09%   5.07%
 1600   5.01%    5.08%    5.09%      5.08%     5.07%   5.04%
 1715   5.01%    5.08%    5.07%      5.08%     5.06%   5.04%
                      (Closing May 2) 
 1715   5.12%    5.16%    5.15%      5.14%     5.11%   5.09%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.10%    5.09%    5.09%      5.08%     5.09%   5.11%
 1100   5.06%    5.06%    5.06%      5.05%     5.06%   5.09%
 1200   5.06%    5.06%    5.06%      5.05%     5.05%   5.08%
 1300   5.07%    5.07%    5.06%      5.06%     5.06%   5.09%
 1400   5.06%    5.06%    5.06%      5.05%     5.05%   5.08%
 1500   5.06%    5.05%    5.05%      5.05%     5.05%   5.08%
 1600   5.04%    5.03%    5.03%      5.03%     5.04%   5.06%
 1715   5.04%    5.03%    5.03%      5.03%     5.04%   5.06%
                      (Closing May 2) 
 1715   5.07%    5.07%    5.07%      5.06%     5.06%   5.09%
--------------------------------------------------------------- 
        (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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