May 16, 2017 / 4:45 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-May 16

               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 15)            
 1000        00.50/02.50       00.25/01.25    00.25/01.25
                01.42%            01.42%         01.42%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  10.75/11.75    37.50/39.50    64.75/66.75    92.00/94.00
 1100  10.75/11.75    37.00/39.00    64.50/66.50    92.00/94.00
 1200  10.75/11.75    37.00/39.00    64.50/66.50    92.00/94.00
 1300  10.75/11.75    37.00/39.00    64.50/66.50    92.00/94.00
 1400  10.75/11.75    37.00/39.00    64.50/66.50    91.75/93.75
 1500  10.75/11.75    37.00/39.00    64.50/66.50    91.75/93.75
 1600  10.75/12.25    37.50/39.50    65.00/67.00    92.25/94.25
 1715  10.75/11.75    37.50/39.50    65.00/67.00    92.50/94.50
                      (Closing May 15)
 1715  11.50/12.50    38.25/40.25    65.75/67.75    93.00/95.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 116.75/118.75  144.00/146.00  169.50/171.50  194.00/196.00
 1100 116.75/118.75  144.00/146.00  169.25/171.25  193.75/195.75
 1200 116.75/118.75  144.00/146.00  169.25/171.25  193.75/195.75
 1300 116.75/118.75  144.00/146.00  169.50/171.50  194.00/196.00
 1400 116.50/118.50  143.75/145.75  169.00/171.00  193.50/195.50
 1500 116.50/118.50  143.75/145.75  169.00/171.00  193.50/195.50
 1600 117.25/119.25  144.75/146.75  170.25/172.25  195.00/197.00
 1715 117.50/119.50  145.00/147.00  170.75/172.75  195.75/197.75
                      (Closing May 15)
 1715 117.75/119.75  145.00/147.00  170.50/172.50  195.25/197.25
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 222.00/224.00  246.00/248.00  270.00/272.00  298.00/300.00
 1100 221.75/223.75  245.50/247.50  269.50/271.50  297.50/299.50
 1200 221.75/223.75  245.50/247.50  269.50/271.50  297.50/299.50
 1300 222.00/224.00  245.75/247.75  269.50/271.50  297.50/299.50
 1400 221.50/223.50  245.25/247.25  269.00/271.00  297.00/299.00
 1500 221.50/223.50  245.25/247.25  269.00/271.00  297.00/299.00
 1600 223.25/225.25  247.25/249.25  271.25/273.25  299.50/301.50
 1715 224.25/226.25  248.25/250.25  272.50/274.50  301.00/303.00
                      (Closing May 15) 
 1715 223.25/225.25  247.00/249.00  271.00/273.00  299.00/301.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.07%    5.07%    5.05%      5.01%     4.98%   4.96%
 1100   5.01%    5.04%    5.04%      5.01%     4.98%   4.95%
 1200   5.02%    5.04%    5.04%      5.02%     4.99%   4.96%
 1300   5.02%    5.04%    5.05%      5.02%     4.99%   4.96%
 1400   5.02%    5.04%    5.04%      5.01%     4.98%   4.95%
 1500   5.02%    5.04%    5.03%      5.01%     4.98%   4.95%
 1600   5.09%    5.08%    5.06%      5.04%     5.01%   4.98%
 1715   5.07%    5.09%    5.07%      5.05%     5.02%   5.00%
                      (Closing May 15) 
 1715   5.05%    5.07%    5.06%      5.03%     4.99%   4.97%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.94%    4.92%    4.92%      4.91%     4.94%   4.94%
 1100   4.93%    4.92%    4.91%      4.90%     4.93%   4.93%
 1200   4.94%    4.92%    4.91%      4.91%     4.93%   4.94%
 1300   4.94%    4.93%    4.92%      4.91%     4.93%   4.94%
 1400   4.93%    4.92%    4.91%      4.90%     4.93%   4.93%
 1500   4.93%    4.92%    4.91%      4.90%     4.92%   4.93%
 1600   4.97%    4.95%    4.94%      4.94%     4.96%   4.97%
 1715   4.98%    4.98%    4.97%      4.96%     4.99%   4.99%
                      (Closing May 15)
 1715   4.95%    4.94%    4.93%      4.92%     4.94%   4.95%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0800/64.0900 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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