May 25, 2017 / 4:44 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-May 25

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        03.00/06.00       00.50/01.50    02.50/04.50
                03.39%            02.83%         03.53%
                               (May 24)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.81%            02.81%         02.81%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  00.25/01.25    25.75/27.75    51.75/53.75    78.00/80.00
 1100  00.25/01.25    25.50/27.50    51.50/53.50    77.50/79.50
 1200  00.25/01.25    25.50/27.50    51.25/53.25    77.25/79.25
 1300  00.25/01.25    25.25/27.25    51.00/53.00    77.00/79.00
 1400  00.25/01.25    25.25/27.25    51.00/53.00    77.00/79.00
 1500  00.25/01.25    25.00/27.00    51.00/53.00    77.00/79.00
 1600  00.25/01.25    25.25/27.25    51.00/53.00    76.75/78.75
 1715  00.25/01.25    25.25/27.25    51.25/53.25    77.50/79.50
                       (Closing May 24)
 1715  03.50/04.50    29.25/31.25    55.25/57.25    81.50/83.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 101.50/103.50  127.25/129.20  151.50/153.50  175.00/177.00
 1100 101.00/103.00  126.50/128.50  150.50/152.50  174.00/176.00
 1200 100.75/102.75  126.50/128.50  150.75/152.75  174.00/176.00
 1300 100.50/102.50  126.00/128.00  150.00/152.00  173.25/175.25
 1400 100.50/102.50  126.00/128.00  150.00/152.00  173.25/175.20
 1500 100.50/102.50  126.00/128.00  150.00/152.00  173.25/175.20
 1600 100.50/102.50  126.50/128.50  150.75/152.75  174.00/176.00
 1715 101.00/103.00  126.50/128.50  150.50/152.50  173.50/175.50
                       (Closing May 24)
 1715 105.00/107.00  130.75/132.75  155.00/157.00  178.50/180.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 202.00/204.00  224.75/226.70  247.50/249.50  274.50/276.50
 1100 201.00/203.00  223.75/225.75  246.50/248.50  273.50/275.50
 1200 200.75/202.75  223.50/225.50  246.25/248.25  273.00/275.00
 1300 200.25/202.25  223.00/225.00  245.75/247.75  272.50/274.50
 1400 200.00/202.00  222.50/224.50  245.25/247.20  272.00/274.00
 1500 200.00/202.00  222.50/224.50  245.25/247.20  272.00/274.00
 1600 200.75/202.75  223.25/225.25  245.75/247.75  272.50/274.50
 1715 200.50/202.50  223.00/225.00  245.50/247.50  272.50/274.50
                       (Closing May 24)
 1715 205.50/207.50  228.50/230.50  251.50/253.50  278.50/280.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.88%    4.81%    4.80%      4.75%     4.71%   4.69%
 1100   4.83%    4.79%    4.77%      4.73%     4.68%   4.66%
 1200   4.84%    4.77%    4.76%      4.72%     4.69%   4.67%
 1300   4.79%    4.74%    4.74%      4.71%     4.66%   4.64%
 1400   4.79%    4.74%    4.74%      4.71%     4.67%   4.64%
 1500   4.74%    4.74%    4.74%      4.70%     4.66%   4.64%
 1600   4.78%    4.74%    4.72%      4.70%     4.68%   4.66%
 1715   4.78%    4.76%    4.77%      4.72%     4.68%   4.65%
                       (Closing May 24) 
 1715   4.87%    4.81%    4.80%      4.75%     4.71%   4.68%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.67%    4.67%    4.66%      4.65%     4.69%   4.69%
 1100   4.65%    4.64%    4.64%      4.63%     4.68%   4.67%
 1200   4.65%    4.64%    4.64%      4.63%     4.67%   4.67%
 1300   4.63%    4.63%    4.62%      4.62%     4.66%   4.66%
 1400   4.63%    4.62%    4.61%      4.61%     4.65%   4.65%
 1500   4.62%    4.62%    4.61%      4.61%     4.65%   4.65%
 1600   4.64%    4.63%    4.62%      4.62%     4.65%   4.65%
 1715   4.63%    4.63%    4.62%      4.61%     4.65%   4.65%
                       (Closing May 24)
 1715   4.67%    4.66%    4.65%      4.65%     4.69%   4.69%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.6100/64.6200 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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