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RPT-India fwd/annualised dlr premia-(close)-Apr 12
April 12, 2017 / 4:49 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 12

             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%           02.82%        03.53%
                               (Apr 11)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.82%           02.82%        02.82%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  09.75/11.25    40.00/42.00    68.00/70.00   96.50/98.50
 1100  09.50/11.50    40.00/42.00    67.50/69.50   96.00/98.00
 1200  09.75/11.25    40.00/42.00    68.00/70.00   96.50/98.50
 1300  09.75/11.25    40.00/42.00    68.00/70.00   96.50/98.50
 1400  09.75/11.75    40.50/42.50    68.25/70.25   96.50/98.50
 1500  09.75/11.25    40.00/42.00    68.00/70.00   96.50/98.50
 1600  09.75/11.25    40.00/42.00    68.00/70.00   96.50/98.50
 1715  09.75/11.25    40.00/42.00    68.00/70.00   96.50/98.50
                      (Closing Apr 11)
 1715  13.75/15.25    44.00/46.00    72.00/74.00  100.50/102.50
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 124.50/126.50  150.00/152.00  178.00/180.00  204.50/206.50
 1100 124.00/126.00  150.00/152.00  178.00/180.00  204.25/206.25
 1200 124.50/126.50  150.00/152.00  178.00/180.00  204.50/206.50
 1300 124.50/126.50  150.00/152.00  178.00/180.00  204.50/206.50
 1400 124.50/126.50  150.25/152.25  178.50/180.50  205.00/207.00
 1500 124.50/126.50  150.00/152.00  178.00/180.00  204.50/206.50
 1600 124.50/126.50  150.00/152.00  178.00/180.00  204.50/206.50
 1715 124.50/126.50  150.00/152.00  178.00/180.00  204.50/206.50
                      (Closing Apr 11)
 1715 128.75/130.75  154.50/156.50  182.50/184.50  209.00/211.00
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 230.00/232.00  259.00/261.00  283.00/285.00  307.00/309.00
 1100 230.00/232.00  259.00/261.00  283.00/285.00  307.00/309.00
 1200 230.00/232.00  259.00/261.00  283.00/285.00  307.00/309.00
 1300 230.25/232.25  259.50/261.50  283.50/285.50  307.50/309.50
 1400 230.50/232.50  259.50/261.50  283.50/285.50  307.50/309.50
 1500 230.25/232.20  259.50/261.50  283.50/285.50  307.50/309.50
 1600 230.25/232.20  259.50/261.50  283.50/285.50  307.50/309.50
 1715 230.25/232.25  259.50/261.50  283.50/285.50  307.50/309.50
                      (Closing Apr 11)
 1715 234.75/236.75  264.00/266.00  288.00/290.00  312.00/314.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.28%    5.26%    5.25%      5.22%     5.18%   5.14%
 1100   5.28%    5.23%    5.22%      5.20%     5.17%   5.14%
 1200   5.28%    5.26%    5.25%      5.22%     5.18%   5.14%
 1300   5.28%    5.26%    5.25%      5.22%     5.18%   5.15%
 1400   5.35%    5.29%    5.26%      5.22%     5.19%   5.16%
 1500   5.28%    5.27%    5.25%      5.22%     5.18%   5.15%
 1600   5.28%    5.26%    5.25%      5.22%     5.18%   5.14%
 1715   5.28%    5.26%    5.25%      5.22%     5.18%   5.14%
                      (Closing Apr 11)
 1715   5.34%    5.30%    5.28%      5.26%     5.23%   5.19%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.12%    5.10%    5.08%      5.06%     5.04%   5.05%
 1100   5.11%    5.10%    5.08%      5.06%     5.04%   5.05%
 1200   5.12%    5.10%    5.08%      5.06%     5.04%   5.05%
 1300   5.12%    5.11%    5.09%      5.07%     5.06%   5.06%
 1400   5.13%    5.11%    5.10%      5.07%     5.05%   5.06%
 1500   5.12%    5.11%    5.09%      5.07%     5.06%   5.06%
 1600   5.12%    5.10%    5.09%      5.07%     5.05%   5.06%
 1715   5.12%    5.10%    5.09%      5.07%     5.05%   5.06%
                      (Closing Apr 11)
 1715   5.16%    5.14%    5.12%      5.11%     5.09%   5.08%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.6750/64.6850 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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