May 23, 2017 / 4:46 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-May 23

               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
                02.82%            02.82%         02.82%
                               (May 22)            
 1000        01.50/02.00       00.75/01.00    00.75/01.00
                04.25%            04.25%         04.25%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  04.25/05.25    30.00/32.00    56.00/58.00    82.00/84.00
 1100  04.50/05.50    30.25/32.25    56.25/58.25    82.25/84.25
 1200  04.50/05.50    30.25/32.25    56.25/58.25    82.50/84.50
 1300  04.50/05.50    30.00/32.00    56.00/58.00    82.25/84.25
 1400  04.00/06.00    30.00/32.00    56.00/58.00    82.00/84.00
 1500  04.25/05.25    30.00/32.00    56.00/58.00    82.00/84.00
 1600  04.00/05.50    30.00/32.00    56.00/58.00    82.25/84.25
 1715  04.25/05.25    30.00/32.00    56.00/58.00    82.25/84.25
                      (Closing May 22)
 1715  05.25/06.25    31.00/33.00    57.25/59.25    83.75/85.75
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 106.00/108.00  131.75/133.75  156.00/158.00  179.50/181.50
 1100 106.00/108.00  132.00/134.00  156.50/158.50  180.00/182.00
 1200 106.50/108.50  132.50/134.50  157.00/159.00  180.50/182.50
 1300 106.25/108.20  132.25/134.20  156.50/158.50  180.00/182.00
 1400 106.00/108.00  132.00/134.00  156.50/158.50  180.25/182.20
 1500 106.00/108.00  132.00/134.00  156.50/158.50  180.25/182.25
 1600 106.25/108.25  132.25/134.25  156.75/158.75  180.50/182.50
 1715 106.25/108.25  132.25/134.25  156.75/158.75  180.50/182.50
                      (Closing May 22)
 1715 107.75/109.75  133.75/135.75  158.25/160.25  182.00/184.00
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 206.75/208.75  230.25/232.25  253.50/255.50  280.50/282.50
 1100 207.00/209.00  230.25/232.25  253.50/255.50  280.50/282.50
 1200 207.50/209.50  230.75/232.75  254.00/256.00  281.00/283.00
 1300 207.00/209.00  230.25/232.25  253.50/255.50  280.50/282.50
 1400 207.50/209.50  230.75/232.70  254.00/256.00  281.00/283.00
 1500 207.50/209.50  230.75/232.75  254.00/256.00  281.00/283.00
 1600 207.50/209.50  230.75/232.75  254.00/256.00  281.00/283.00
 1715 207.50/209.50  230.75/232.75  254.00/256.00  281.00/283.00
                      (Closing May 22)
 1715 209.00/211.00  232.25/234.25  255.50/257.50  282.50/284.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.85%    4.80%    4.77%      4.75%     4.71%   4.68%
 1100   4.89%    4.82%    4.79%      4.75%     4.72%   4.70%
 1200   4.89%    4.82%    4.80%      4.77%     4.73%   4.71%
 1300   4.85%    4.81%    4.79%      4.77%     4.73%   4.70%
 1400   4.86%    4.81%    4.78%      4.76%     4.73%   4.71%
 1500   4.85%    4.81%    4.78%      4.76%     4.72%   4.70%
 1600   4.84%    4.80%    4.79%      4.76%     4.73%   4.70%
 1715   4.84%    4.79%    4.78%      4.75%     4.72%   4.70%
                      (Closing May 22) 
 1715   4.89%    4.85%    4.84%      4.81%     4.77%   4.74%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.67%    4.66%    4.67%      4.67%     4.70%   4.71%
 1100   4.68%    4.67%    4.67%      4.67%     4.71%   4.71% 
 1200   4.69%    4.68%    4.68%      4.68%     4.71%   4.71% 
 1300   4.69%    4.68%    4.68%      4.68%     4.71%   4.71% 
 1400   4.69%    4.69%    4.69%      4.69%     4.72%   4.72% 
 1500   4.69%    4.69%    4.69%      4.69%     4.72%   4.72% 
 1600   4.69%    4.68%    4.68%      4.68%     4.71%   4.71% 
 1715   4.68%    4.67%    4.67%      4.67%     4.70%   4.70% 
                      (Closing May 22)
 1715   4.73%    4.71%    4.71%      4.71%     4.74%   4.74%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.8850/64.8950 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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