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RPT-India fwd/annualised dlr premia-(close)-May 12
May 12, 2017 / 4:48 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-May 12

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.00/05.00       01.50/03.50    00.50/01.50
                02.84%            02.84%         02.84%
                               (May 11)            
 1000        02.75/04.00       00.50/01.00    02.25/03.00
                03.89%            02.83%         04.24%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  12.25/13.75    39.00/41.00    66.25/68.25    93.50/95.50
 1100  12.25/13.75    39.00/41.00    66.50/68.50    94.00/96.00
 1200  12.25/13.75    39.00/41.00    66.50/68.50    94.00/96.00
 1300  12.25/13.75    39.00/41.00    66.50/68.50    94.00/96.00
 1400  12.25/13.75    39.00/41.00    66.50/68.50    94.00/96.00
 1500  12.25/13.75    39.00/41.00    66.25/68.25    93.75/95.75
 1600  12.25/13.75    39.00/41.00    66.00/68.00    93.00/95.00
 1715  12.25/13.75    39.00/41.00    66.25/68.25    93.25/95.25
                       (Closing May 11)
 1715  13.25/14.75    40.00/42.00    67.50/69.50    95.00/97.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 118.50/120.50  146.00/148.00  171.75/173.75  196.75/198.75
 1100 119.00/121.00  146.50/148.50  172.25/174.25  197.25/199.25
 1200 118.75/120.75  146.25/148.25  172.00/174.00  196.75/198.75
 1300 118.75/120.75  146.25/148.25  172.00/174.00  196.75/198.75
 1400 118.75/120.75  146.25/148.25  172.00/174.00  196.75/198.75
 1500 118.75/120.70  146.25/148.20  172.00/174.00  196.75/198.70
 1600 117.50/119.50  144.50/146.50  170.00/172.00  194.75/196.70
 1715 117.75/119.75  145.00/147.00  170.50/172.50  195.25/197.25
                      (Closing May 11)
 1715 120.00/122.00  147.50/149.50  173.25/175.25  198.25/200.25
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 225.50/227.50  249.50/251.50  273.50/275.50  302.00/304.00
 1100 226.00/228.00  250.00/252.00  274.00/276.00  302.50/304.50
 1200 225.50/227.50  249.50/251.50  273.50/275.50  302.00/304.00
 1300 225.50/227.50  249.50/251.50  273.50/275.50  302.00/304.00
 1400 225.50/227.50  249.50/251.50  273.50/275.50  302.00/304.00
 1500 225.50/227.50  249.50/251.50  273.50/275.50  302.00/304.00
 1600 223.00/225.00  246.75/248.70  270.75/272.70  299.00/301.00
 1715 223.50/225.50  247.50/249.50  271.50/273.50  299.50/301.50
                      (Closing May 11) 
 1715 227.00/229.00  251.00/253.00  275.00/277.00  303.50/305.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.02%    5.03%    5.02%      5.00%     4.98%   4.96%
 1100   5.01%    5.04%    5.04%      5.02%     4.99%   4.97%
 1200   5.02%    5.04%    5.04%      5.01%     4.98%   4.97%
 1300   5.01%    5.04%    5.04%      5.01%     4.98%   4.96%
 1400   5.02%    5.04%    5.04%      5.01%     4.99%   4.97%
 1500   5.02%    5.03%    5.02%      5.00%     4.98%   4.96%
 1600   5.01%    5.01%    4.99%      4.96%     4.92%   4.90%
 1715   5.02%    5.03%    5.01%      4.97%     4.94%   4.92%
                      (Closing May 11) 
 1715   5.03%    5.05%    5.04%      5.02%     4.99%   4.97%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.95%    4.94%    4.94%      4.93%     4.96%   4.96%
 1100   4.96%    4.95%    4.95%      4.94%     4.96%   4.97%
 1200   4.95%    4.94%    4.94%      4.93%     4.96%   4.96%
 1300   4.95%    4.94%    4.94%      4.93%     4.95%   4.96%
 1400   4.95%    4.95%    4.94%      4.93%     4.96%   4.96%
 1500   4.95%    4.94%    4.94%      4.93%     4.96%   4.96%
 1600   4.89%    4.89%    4.88%      4.88%     4.90%   4.91%
 1715   4.91%    4.90%    4.90%      4.90%     4.92%   4.93%
                      (Closing May 11) 
 1715   4.96%    4.95%    4.95%      4.94%     4.96%   4.97%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2975/64.3075 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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