May 4, 2017 / 4:44 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-May 4

6 Min Read

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.50/05.50       00.50/01.50    02.00/04.00
                03.55%           02.84%         03.79%
                               (May 3)            
 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  19.00/20.50    46.00/48.00    73.50/75.50  101.00/103.00
 1100  19.00/20.50    46.00/48.00    73.50/75.50  101.00/103.00
 1200  19.00/20.50    46.00/48.00    73.75/75.75  101.50/103.50
 1300  19.25/20.75    46.00/48.00    73.50/75.50  101.00/103.00
 1400  19.00/20.50    45.75/47.75    73.50/75.50  101.00/103.00
 1500  19.25/20.75    46.25/48.25    73.75/75.75  101.50/103.50 
 1600  19.25/20.75    46.25/48.25    73.75/75.75  101.50/103.50
 1715  19.00/20.50    46.00/48.00    73.50/75.50  101.00/103.00
                       (Closing May 3)
 1715  22.00/23.50    49.00/51.00    76.50/78.50  104.50/106.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 126.50/128.50  154.00/156.00  180.00/182.00  205.25/207.25
 1100 126.50/128.50  154.00/156.00  180.00/182.00  205.25/207.25
 1200 127.00/129.00  154.50/156.50  180.50/182.50  205.75/207.70
 1300 126.50/128.50  154.00/156.00  180.00/182.00  205.25/207.25
 1400 126.50/128.50  154.25/156.25  180.25/182.25  205.50/207.50
 1500 127.00/129.00  154.50/156.50  180.50/182.50  205.75/207.75
 1600 127.00/129.00  154.50/156.50  180.50/182.50  205.75/207.75
 1715 126.50/128.50  154.00/156.00  180.00/182.00  205.25/207.25
                      (Closing May 3)
 1715 130.00/132.00  157.75/159.75  184.00/186.00  209.50/211.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 234.50/236.50  258.75/260.70  283.00/285.00  312.00/314.00
 1100 234.50/236.50  258.75/260.75  283.00/285.00  312.00/314.00
 1200 235.00/237.00  259.25/261.20  283.50/285.50  312.50/314.50
 1300 234.50/236.50  258.75/260.75  283.00/285.00  312.00/314.00
 1400 234.75/236.75  259.00/261.00  283.00/285.00  312.00/314.00
 1500 235.00/237.00  259.25/261.25  283.50/285.50  312.50/314.50
 1600 235.00/237.00  259.25/261.25  283.50/285.50  312.50/314.50
 1715 234.50/236.50  258.75/260.75  283.00/285.00  312.00/314.00
                        (Closing May 3) 
 1715 238.75/240.75  263.25/265.25  287.75/289.75  317.00/319.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.95%    5.04%    5.04%      5.04%     5.02%   5.00%
 1100   4.95%    5.04%    5.04%      5.04%     5.02%   5.00%
 1200   4.95%    5.05%    5.06%      5.06%     5.04%   5.02%
 1300   4.99%    5.04%    5.04%      5.04%     5.02%   5.05%
 1400   4.94%    5.03%    5.04%      5.04%     5.03%   5.01%
 1500   5.00%    5.07%    5.06%      5.04%     5.02%   5.01%
 1600   5.00%    5.07%    5.06%      5.06%     5.04%   5.02%
 1715   4.96%    5.04%    5.04%      5.04%     5.02%   5.01%
                      (Closing May 3) 
 1715   5.01%    5.08%    5.07%      5.08%     5.06%   5.04%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.99%    4.99%    4.99%      4.99%     5.00%   5.02%
 1100   4.99%    4.99%    4.99%      4.99%     5.00%   5.02%
 1200   5.01%    5.00%    5.00%      5.00%     5.01%   5.03% 
 1300   4.99%    4.99%    4.99%      4.99%     5.00%   5.02%
 1400   5.00%    5.00%    5.00%      4.99%     5.00%   5.02% 
 1500   5.00%    5.01%    5.00%      5.00%     5.01%   5.03% 
 1600   5.01%    5.00%    5.00%      5.00%     5.01%   5.03%
 1715   5.00%    4.99%    5.00%      4.99%     5.00%   5.02%
                      (Closing May 3) 
 1715   5.04%    5.03%    5.03%      5.03%     5.04%   5.06%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.1750/64.1850 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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