May 18, 2017 / 4:43 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-May 18

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.00/05.00       00.50/01.50    01.50/03.50
                02.83%            02.83%         02.83%
                               (May 17)            
 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  07.25/08.75    33.75/35.75    61.25/63.25    88.50/90.50
 1100  07.25/08.75    34.00/36.00    61.50/63.50    89.00/91.00
 1200  07.25/08.25    34.00/36.00    61.50/63.50    89.00/91.00
 1300  07.25/08.25    34.00/36.00    61.50/63.50    89.00/91.00
 1400  07.25/08.75    33.75/35.75    61.25/63.25    88.75/90.75
 1500  07.25/08.75    33.75/35.75    61.00/63.00    88.50/90.50
 1600  07.50/08.50    33.75/35.75    61.25/63.25    88.75/90.75
 1715  07.50/08.50    33.75/35.75    61.25/63.25    88.50/90.50
                      (Closing May 17)
 1715  09.75/10.75    36.50/38.50    64.00/66.00    91.50/93.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 113.50/115.50  141.00/143.00  166.50/168.50  191.25/193.25
 1100 114.25/116.25  141.75/143.75  167.25/169.25  191.75/193.75
 1200 114.00/116.00  141.50/143.50  167.00/169.00  191.75/193.75
 1300 114.00/116.00  141.50/143.50  167.00/169.00  191.75/193.75
 1400 113.75/115.75  141.50/143.50  167.00/169.00  191.50/193.50
 1500 113.75/115.75  141.50/143.50  167.00/169.00  191.50/193.50
 1600 113.50/115.50  141.00/143.00  166.50/168.50  191.00/193.00
 1715 113.25/115.25  140.25/142.25  165.50/167.50  190.00/192.00
                      (Closing May 17)
 1715 116.75/118.75  144.25/146.25  170.00/172.00  195.00/197.00
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 219.50/221.50  243.50/245.50  267.50/269.50  295.50/297.50
 1100 220.00/222.00  244.00/246.00  268.00/270.00  296.00/298.00
 1200 220.00/222.00  244.00/246.00  268.00/270.00  296.00/298.00
 1300 220.00/222.00  244.00/246.00  268.00/270.00  296.00/298.00
 1400 219.50/221.50  243.50/245.50  267.50/269.50  295.50/297.50
 1500 219.50/221.50  243.50/245.50  267.25/269.25  295.00/297.00
 1600 219.00/221.00  243.00/245.00  267.00/269.00  294.50/296.50
 1715 218.00/220.00  242.00/244.00  266.00/268.00  293.50/295.50
                      (Closing May 17) 
 1715 223.50/225.50  247.50/249.50  271.75/273.75  300.00/302.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.05%    5.04%    5.03%      5.00%     4.97%   4.95%
 1100   5.09%    5.07%    5.06%      5.03%     5.00%   4.98%
 1200   5.07%    5.07%    5.06%      5.02%     4.99%   4.97%
 1300   5.07%    5.07%    5.06%      5.02%     4.99%   4.97%
 1400   5.05%    5.04%    5.03%      5.01%     4.99%   4.96%
 1500   5.03%    5.00%    5.00%      4.99%     4.97%   4.94%
 1600   5.02%    5.01%    5.01%      4.97%     4.94%   4.92%
 1715   5.01%    5.01%    4.99%      4.95%     4.92%   4.89%
                      (Closing May 17) 
 1715   5.05%    5.07%    5.06%      5.04%     5.01%   4.99%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.93%    4.92%    4.92%      4.91%     4.94%   4.93%
 1100   4.95%    4.94%    4.93%      4.92%     4.95%   4.94%
 1200   4.95%    4.94%    4.93%      4.92%     4.95%   4.94%
 1300   4.95%    4.94%    4.93%      4.92%     4.95%   4.94%
 1400   4.94%    4.92%    4.91%      4.91%     4.94%   4.93%
 1500   4.92%    4.90%    4.89%      4.89%     4.91%   4.90%
 1600   4.90%    4.88%    4.87%      4.87%     4.89%   4.89%
 1715   4.87%    4.86%    4.85%      4.85%     4.87%   4.87%
                      (Closing May 17)
 1715   4.98%    4.97%    4.96%      4.96%     4.98%   4.98%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.8400/64.8500 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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