May 17, 2017 / 4:42 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-May 17

6 Min Read

               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 16)            
 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  09.75/10.75    36.50/38.50    64.00/66.00    91.75/93.75
 1100  09.75/10.75    36.50/38.50    64.00/66.00    91.75/93.75
 1200  09.75/10.75    36.50/38.50    64.00/66.00    91.75/93.75
 1300  09.75/10.75    36.50/38.50    64.25/66.25    91.75/93.75
 1400  09.75/10.75    36.50/38.50    64.25/66.25    91.75/93.75
 1500  09.75/10.75    36.50/38.50    64.00/66.00    91.50/93.50
 1600  09.75/11.25    36.50/38.50    64.00/66.00    91.50/93.50
 1715  09.75/10.75    36.50/38.50    64.00/66.00    91.50/93.50
                      (Closing May 16)
 1715  10.75/11.75    37.50/39.50    65.00/67.00    92.50/94.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 116.75/118.75  144.50/146.50  170.25/172.25  195.25/197.25
 1100 116.75/118.75  144.50/146.50  170.50/172.50  195.50/197.50
 1200 116.75/118.70  144.75/146.70  170.50/172.50  195.50/197.50
 1300 116.75/118.75  144.75/146.75  170.50/172.50  195.50/197.50
 1400 117.00/119.00  144.75/146.75  170.50/172.50  195.50/197.50
 1500 116.75/118.75  144.50/146.50  170.25/172.25  195.25/197.25
 1600 116.75/118.75  144.75/146.75  170.75/172.75  195.75/197.75
 1715 116.75/118.75  144.25/146.25  170.00/172.00  195.00/197.00
                      (Closing May 16)
 1715 117.50/119.50  145.00/147.00  170.75/172.75  195.75/197.75
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 223.75/225.75  247.75/249.75  272.00/274.00  300.50/302.50
 1100 224.00/226.00  248.25/250.25  272.50/274.50  301.00/303.00
 1200 224.00/226.00  248.25/250.20  272.50/274.50  301.00/303.00
 1300 224.00/226.00  248.25/250.25  272.50/274.50  301.00/303.00
 1400 224.00/226.00  248.25/250.25  272.50/274.50  301.00/303.00
 1500 223.75/225.75  248.00/250.00  272.25/274.25  300.50/302.50
 1600 224.25/226.25  248.25/250.25  272.25/274.25  300.50/302.50
 1715 223.50/225.50  247.50/249.50  271.75/273.75  300.00/302.00
                      (Closing May 16) 
 1715 224.25/226.25  248.25/250.25  272.50/274.50  301.00/303.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.06%    5.08%    5.08%      5.06%     5.03%   5.01%
 1100   5.06%    5.08%    5.08%      5.06%     5.03%   5.02%
 1200   5.06%    5.08%    5.08%      5.06%     5.04%   5.02%
 1300   5.06%    5.09%    5.08%      5.05%     5.04%   5.02%
 1400   5.06%    5.09%    5.08%      5.06%     5.04%   5.02%
 1500   5.05%    5.07%    5.07%      5.05%     5.03%   5.01%
 1600   5.07%    5.07%    5.07%      5.05%     5.03%   5.02%
 1715   5.05%    5.07%    5.06%      5.04%     5.01%   4.99%
                      (Closing May 16) 
 1715   5.07%    5.09%    5.07%      5.05%     5.02%   5.00%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.00%    4.99%    4.98%      4.97%     5.00%   5.00%
 1100   5.00%    4.99%    4.99%      4.98%     5.01%   5.00%
 1200   5.01%    4.99%    4.99%      4.98%     5.01%   5.01%
 1300   5.00%    4.99%    4.98%      4.98%     5.01%   5.00%
 1400   5.00%    4.99%    4.98%      4.98%     5.01%   5.00%
 1500   4.99%    4.98%    4.98%      4.97%     5.00%   4.99%
 1600   5.01%    4.99%    4.98%      4.97%     5.00%   4.99%
 1715   4.98%    4.97%    4.96%      4.96%     4.98%   4.98%
                      (Closing May 16)
 1715   4.98%    4.98%    4.97%      4.96%     4.99%   4.99%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.1500/64.1600 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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