May 8, 2017 / 4:46 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-May 8

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        01.50/04.50       00.50/01.50    01.00/03.00
                02.84%           02.84%         02.84%
                               (May 5)            
 1000        02.00/05.00       01.50/03.50    00.50/01.50
                02.84%           02.84%         02.84%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  17.00/18.00    44.00/46.00    71.50/73.50   99.00/101.00
 1100  17.00/18.00    44.00/46.00    71.50/73.50   99.00/101.00
 1200  16.50/18.00    43.50/45.50    71.00/73.00   98.50/100.50
 1300  16.50/18.00    43.50/45.50    71.00/73.00   98.50/100.50
 1400  17.00/18.00    44.00/46.00    71.50/73.50   99.00/101.00
 1500  16.75/18.25    43.75/45.75    71.25/73.25   98.75/100.75
 1600  17.00/18.00    43.75/45.75    71.25/73.25   98.75/100.75
 1715  17.00/18.00    43.75/45.75    71.25/73.25   98.75/100.75
                       (Closing May 5)
 1715  18.25/19.75    45.25/47.25    72.75/74.75  100.25/102.25
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 124.00/126.00  151.50/153.50  177.50/179.50  202.75/204.70
 1100 124.00/126.00  151.50/153.50  177.50/179.50  202.75/204.75
 1200 123.50/125.50  151.00/153.00  177.00/179.00  202.25/204.25
 1300 123.50/125.50  151.00/153.00  177.00/179.00  202.25/204.25
 1400 124.00/126.00  151.50/153.50  177.50/179.50  202.50/204.50
 1500 124.00/126.00  152.00/154.00  178.25/180.25  203.50/205.50
 1600 123.75/125.75  151.50/153.50  177.50/179.50  202.75/204.75
 1715 123.75/125.75  151.50/153.50  177.50/179.50  202.75/204.75
                      (Closing May 5)
 1715 125.25/127.25  152.75/154.75  178.50/180.50  203.50/205.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 232.00/234.00  256.25/258.20  280.50/282.50  309.50/311.50
 1100 232.00/234.00  256.25/258.25  280.50/282.50  309.50/311.50
 1200 231.25/233.25  255.50/257.50  279.75/281.75  308.50/310.50
 1300 231.50/233.50  255.75/257.75  280.00/282.00  309.00/311.00
 1400 231.50/233.50  255.75/257.75  280.00/282.00  309.00/311.00
 1500 232.50/234.50  256.50/258.50  280.75/282.75  309.50/311.50
 1600 231.75/233.75  256.00/258.00  280.25/282.25  309.00/311.00
 1715 232.00/234.00  256.00/258.00  280.25/282.25  309.00/311.00
                      (Closing May 5) 
 1715 232.50/234.50  256.75/258.75  281.00/283.00  310.00/312.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.06%    5.10%    5.08%      5.06%     5.03%   5.01%
 1100   5.06%    5.10%    5.08%      5.06%     5.03%   5.00%
 1200   5.00%    5.06%    5.05%      5.04%     5.01%   4.99%
 1300   5.00%    5.05%    5.05%      5.04%     5.01%   4.99%
 1400   5.06%    5.10%    5.08%      5.06%     5.03%   5.00%
 1500   5.04%    5.08%    5.06%      5.05%     5.03%   5.02%
 1600   5.04%    5.07%    5.06%      5.04%     5.02%   5.00%
 1715   5.04%    5.07%    5.06%      5.04%     5.01%   5.00%
                      (Closing May 5) 
 1715   4.97%    5.04%    5.04%      5.02%     5.00%   4.98%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.00%    5.00%    5.00%      4.99%     5.01%   5.02%
 1100   4.99%    4.99%    4.99%      4.99%     5.01%   5.02%
 1200   4.98%    4.98%    4.98%      4.97%     4.99%   5.01%
 1300   4.98%    4.98%    4.98%      4.98%     5.00%   5.01%
 1400   4.99%    4.99%    4.98%      4.98%     5.00%   5.01%
 1500   5.01%    5.01%    5.00%      4.99%     5.01%   5.02%
 1600   4.99%    4.99%    4.98%      4.98%     5.00%   5.01%
 1715   4.99%    4.99%    4.99%      4.98%     4.99%   5.01% 
                      (Closing May 5) 
 1715   4.96%    4.96%    4.96%      4.95%     4.97%   4.99%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.3000/64.3100 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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