May 24, 2017 / 4:42 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-May 24

               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
                02.81%            02.81%         02.81%
                               (May 23)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.82%            02.82%         02.82%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  03.50/04.50    29.25/31.25    55.25/57.25    81.50/83.50
 1100  03.50/04.50    29.25/31.25    55.25/57.25    81.50/83.50
 1200  03.50/04.50    29.25/31.25    55.25/57.25    81.50/83.50
 1300  03.50/04.50    29.25/31.25    55.25/57.25    81.50/83.50
 1400  03.50/04.50    29.25/31.25    55.25/57.25    81.50/83.50
 1500  03.50/04.50    29.25/31.25    55.25/57.25    81.50/83.50
 1600  03.50/04.50    29.25/31.25    55.25/57.25    81.50/83.50
 1715  03.50/04.50    29.25/31.25    55.25/57.25    81.50/83.50
                      (Closing May 23)
 1715  04.25/05.25    30.00/32.00    56.00/58.00    82.25/84.25
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 105.50/107.50  131.50/133.50  156.00/158.00  179.75/181.75
 1100 105.25/107.25  131.25/133.25  155.75/157.75  179.50/181.50
 1200 105.25/107.25  131.25/133.25  155.75/157.75  179.50/181.50
 1300 105.25/107.25  131.25/133.25  155.50/157.50  179.00/181.00
 1400 105.25/107.25  131.00/133.00  155.25/157.25  178.75/180.75
 1500 105.00/107.00  130.75/132.75  155.25/157.25  179.00/181.00
 1600 105.00/107.00  131.00/133.00  155.25/157.25  178.75/180.75
 1715 105.00/107.00  130.75/132.75  155.00/157.00  178.50/180.50
                      (Closing May 23)
 1715 106.25/108.25  132.25/134.25  156.75/158.75  180.50/182.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 206.75/208.75  230.00/232.00  253.25/255.25  280.50/282.50
 1100 206.50/208.50  229.50/231.50  252.50/254.50  279.50/281.50
 1200 206.50/208.50  229.50/231.50  252.50/254.50  279.50/281.50
 1300 206.00/208.00  229.00/231.00  252.00/254.00  279.00/281.00
 1400 205.75/207.75  228.50/230.50  251.50/253.50  278.50/280.50
 1500 206.00/208.00  228.75/230.75  251.50/253.50  278.50/280.50
 1600 205.75/207.75  228.50/230.50  251.50/253.50  278.50/280.50
 1715 205.50/207.50  228.50/230.50  251.50/253.50  278.50/280.50
                      (Closing May 23)
 1715 207.50/209.50  230.75/232.75  254.00/256.00  281.00/283.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.86%    4.80%    4.79%      4.76%     4.72%   4.70%
 1100   4.85%    4.80%    4.78%      4.74%     4.71%   4.69%
 1200   4.86%    4.81%    4.79%      4.75%     4.72%   4.70%
 1300   4.86%    4.80%    4.79%      4.75%     4.71%   4.69%
 1400   4.87%    4.81%    4.79%      4.76%     4.71%   4.69%
 1500   4.86%    4.80%    4.79%      4.74%     4.70%   4.68%
 1600   4.86%    4.80%    4.79%      4.74%     4.71%   4.68%
 1715   4.87%    4.81%    4.80%      4.75%     4.71%   4.68%
                      (Closing May 23) 
 1715   4.84%    4.79%    4.78%      4.75%     4.72%   4.70%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.69%    4.68%    4.67%      4.67%     4.71%   4.71%
 1100   4.68%    4.67%    4.66%      4.66%     4.69%   4.69%
 1200   4.68%    4.67%    4.67%      4.66%     4.70%   4.70%
 1300   4.67%    4.66%    4.65%      4.65%     4.69%   4.69%
 1400   4.67%    4.66%    4.65%      4.65%     4.69%   4.69%
 1500   4.67%    4.66%    4.65%      4.64%     4.68%   4.68%
 1600   4.66%    4.66%    4.65%      4.65%     4.68%   4.68%
 1715   4.67%    4.66%    4.65%      4.65%     4.69%   4.69%
                      (Closing May 23)
 1715   4.68%    4.67%    4.67%      4.67%     4.70%   4.70%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.7300/64.7400 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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