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RPT-India fwd/annualised dlr premia-(close)-May 15
May 15, 2017 / 4:49 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-May 15

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        00.50/02.50       00.25/01.25    00.25/01.25
                01.42%            01.42%         01.42%
                               (May 12)            
 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  11.00/12.50    37.50/39.50    64.75/66.75    92.00/94.00
 1100  11.25/12.75    37.75/39.75    65.00/67.00    92.00/94.00
 1200  11.25/12.75    38.00/40.00    65.25/67.25    92.25/94.25
 1300  11.25/12.75    37.75/39.75    65.00/67.00    92.25/94.25
 1400  11.25/12.75    38.00/40.00    65.25/67.25    92.25/94.25
 1500  11.25/12.75    38.00/40.00    65.25/67.25    92.50/94.50
 1600  11.50/12.50    38.25/40.25    65.75/67.75    93.00/95.00
 1715  11.50/12.50    38.25/40.25    65.75/67.75    93.00/95.00
                      (Closing May 12)
 1715  12.25/13.75    39.00/41.00    66.25/68.25    93.25/95.25
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 116.50/118.50  143.50/145.50  169.00/171.00  193.50/195.50
 1100 116.50/118.50  143.50/145.50  168.75/170.75  193.25/195.25
 1200 116.50/118.50  143.50/145.50  169.00/171.00  193.50/195.50
 1300 117.00/119.00  144.00/146.00  169.25/171.25  193.75/195.75
 1400 117.25/119.25  144.25/146.25  169.75/171.75  194.25/196.25
 1500 117.25/119.25  144.25/146.25  169.50/171.50  194.00/196.00
 1600 117.75/119.75  145.00/147.00  170.25/172.20  194.75/196.70
 1715 117.75/119.75  145.00/147.00  170.50/172.50  195.25/197.25
                      (Closing May 12)
 1715 117.75/119.75  145.00/147.00  170.50/172.50  195.25/197.25
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 221.75/223.70  245.50/247.50  269.50/271.50  297.50/299.50
 1100 221.25/223.25  245.00/247.00  269.00/271.00  297.00/299.00
 1200 221.50/223.50  245.25/247.25  269.00/271.00  297.00/299.00
 1300 221.75/223.75  245.50/247.50  269.50/271.50  297.50/299.50
 1400 222.25/224.25  246.00/248.00  269.75/271.75  297.50/299.50
 1500 222.00/224.00  245.75/247.75  269.50/271.50  297.50/299.50
 1600 222.75/224.70  246.50/248.50  270.50/272.50  298.50/300.50
 1715 223.25/225.25  247.00/249.00  271.00/273.00  299.00/301.00
                      (Closing May 12) 
 1715 223.50/225.50  247.50/249.50  271.50/273.50  299.50/301.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.95%    4.99%    5.00%      4.97%     4.94%   4.92%
 1100   4.99%    5.01%    5.00%      4.97%     4.94%   4.91%
 1200   5.02%    5.03%    5.01%      4.97%     4.94%   4.92%
 1300   4.99%    5.01%    5.01%      4.99%     4.96%   4.93%
 1400   5.02%    5.03%    5.01%      4.99%     4.96%   4.94%
 1500   5.02%    5.03%    5.02%      5.00%     4.97%   4.94%
 1600   5.05%    5.07%    5.05%      5.02%     4.99%   4.96%
 1715   5.05%    5.07%    5.06%      5.03%     4.99%   4.97%
                      (Closing May 12) 
 1715   5.02%    5.03%    5.01%      4.97%     4.94%   4.92%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.91%    4.90%    4.89%      4.89%     4.92%   4.92%
 1100   4.90%    4.89%    4.88%      4.88%     4.90%   4.91%
 1200   4.90%    4.89%    4.89%      4.88%     4.91%   4.91%
 1300   4.91%    4.90%    4.89%      4.89%     4.91%   4.92%
 1400   4.92%    4.91%    4.90%      4.89%     4.91%   4.92%
 1500   4.92%    4.91%    4.90%      4.89%     4.91%   4.92%
 1600   4.94%    4.92%    4.91%      4.91%     4.93%   4.94%
 1715   4.95%    4.94%    4.93%      4.92%     4.94%   4.95%
                      (Closing May 12)
 1715   4.91%    4.90%    4.90%      4.90%     4.92%   4.93%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0550/64.0650 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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