May 26, 2017 / 4:45 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-May 26

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.00/04.00       02.00/04.00        N/A    
                02.82%            02.82%          N/A  
                               (May 25)            
 1000        03.00/06.00       00.50/01.50    02.50/04.50
                03.39%            02.83%         03.53%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  00.25/01.25    25.25/27.25    51.00/53.00    77.00/79.00
 1100  00.25/01.25    25.25/27.25    51.25/53.25    77.25/79.25
 1200  00.25/01.25    25.25/27.25    51.50/53.50    77.75/79.75
 1300  00.25/01.25    25.25/27.25    51.25/53.25    77.25/79.25
 1400  00.25/01.25    25.25/27.25    51.50/53.50    78.00/80.00
 1500  00.25/01.25    25.25/27.25    51.50/53.50    77.75/79.75
 1600  00.25/01.25    25.25/27.25    51.25/53.25    77.50/79.50
 1715  00.25/01.25    25.25/27.25    51.25/53.25    77.25/79.25
                       (Closing May 25)
 1715  00.25/01.25    25.25/27.25    51.25/53.25    77.50/79.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 100.50/102.50  126.00/128.00  150.00/152.00  173.00/175.00
 1100 100.75/102.75  126.25/128.25  150.00/152.00  173.00/175.00
 1200 101.25/103.25  126.75/128.75  150.75/152.75  173.75/175.75
 1300 101.50/103.50  127.50/129.50  151.75/153.75  175.00/177.00
 1400 102.00/104.00  128.00/130.00  152.50/154.50  176.00/178.00
 1500 101.50/103.50  127.25/129.25  151.25/153.25  174.50/176.50
 1600 101.25/103.25  127.00/129.00  151.00/153.00  174.50/176.50
 1715 101.00/103.00  126.75/128.75  151.00/153.00  174.50/176.50
                       (Closing May 25)
 1715 101.00/103.00  126.50/128.50  150.50/152.50  173.50/175.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 199.75/201.75  222.25/224.25  244.75/246.75  271.50/273.50
 1100 199.75/201.75  222.25/224.25  244.75/246.75  271.50/273.50
 1200 200.50/202.50  223.00/225.00  245.75/247.75  272.50/274.50
 1300 202.00/204.00  224.50/226.50  247.00/249.00  274.00/276.00
 1400 203.00/205.00  225.75/227.75  248.50/250.50  275.50/277.50
 1500 201.50/203.50  224.25/226.25  247.00/249.00  274.00/276.00
 1600 201.50/203.50  224.25/226.25  247.00/249.00  274.00/276.00
 1715 201.25/203.25  224.00/226.00  246.75/248.75  273.50/275.50
                       (Closing May 25)
 1715 200.50/202.50  223.00/225.00  245.50/247.50  272.50/274.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.78%    4.74%    4.74%      4.70%     4.66%   4.64%
 1100   4.78%    4.76%    4.75%      4.71%     4.67%   4.64%
 1200   4.79%    4.79%    4.79%      4.74%     4.69%   4.66%
 1300   4.79%    4.77%    4.76%      4.75%     4.72%   4.69%
 1400   4.79%    4.79%    4.80%      4.78%     4.74%   4.72%
 1500   4.79%    4.79%    4.79%      4.75%     4.71%   4.68%
 1600   4.79%    4.77%    4.78%      4.75%     4.71%   4.68%
 1715   4.80%    4.77%    4.77%      4.74%     4.70%   4.68%
                       (Closing May 25) 
 1715   4.78%    4.76%    4.77%      4.72%     4.68%   4.65%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.62%    4.61%    4.60%      4.60%     4.64%   4.64%
 1100   4.62%    4.61%    4.60%      4.60%     4.64%   4.64%
 1200   4.64%    4.63%    4.62%      4.62%     4.66%   4.66%
 1300   4.67%    4.67%    4.65%      4.64%     4.68%   4.68%
 1400   4.70%    4.69%    4.68%      4.67%     4.71%   4.71%
 1500   4.66%    4.66%    4.65%      4.65%     4.69%   4.69%
 1600   4.66%    4.66%    4.65%      4.65%     4.69%   4.69%
 1715   4.67%    4.66%    4.65%      4.65%     4.68%   4.68%
                       (Closing May 25)
 1715   4.63%    4.63%    4.62%      4.61%     4.65%   4.65%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.4400/64.4500 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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