April 19, 2017 / 4:45 AM / 7 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 19

               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
                02.83%           02.83%         02.83%
                               (Apr 18)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.83%           02.83%        02.83%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  05.75/07.25    36.25/38.25    63.75/65.75   91.75/93.75
 1100  06.00/07.00    36.00/38.00    63.50/65.50   91.50/93.50
 1200  05.75/07.25    36.25/38.25    63.75/65.75   91.75/93.75
 1300  06.00/07.00    36.00/38.00    63.50/65.50   91.50/93.50
 1400  06.00/07.00    36.00/38.00    63.50/65.50   91.75/93.75
 1500  06.00/07.00    36.00/38.00    63.50/65.50   91.50/93.50
 1600  06.00/07.00    36.00/38.00    63.50/65.50   91.75/93.75
 1715  06.00/07.00    36.00/38.00    63.50/65.50   91.75/93.75
                       (Closing Apr 18)
 1715  06.75/08.25    36.75/38.75    64.50/66.50   92.75/94.75
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 119.50/121.50  145.00/147.00  172.75/174.75  199.00/201.00
 1100 119.50/121.50  144.50/146.50  172.25/174.25  198.25/200.25
 1200 119.75/121.75  145.00/147.00  172.75/174.75  198.75/200.75
 1300 119.50/121.50  144.50/146.50  172.25/174.25  198.25/200.25
 1400 119.75/121.75  145.00/147.00  172.50/174.50  198.50/200.50
 1500 119.50/121.50  144.75/146.75  172.25/174.25  198.25/200.25
 1600 119.50/121.50  144.50/146.50  172.00/174.00  198.00/200.00
 1715 119.75/121.75  145.00/147.00  172.50/174.50  198.50/200.50
                       (Closing Apr 18)
 1715 120.75/122.75  146.00/148.00  173.75/175.75  200.00/202.00
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 224.25/226.25  253.25/255.25  277.25/279.25  301.50/303.50
 1100 223.50/225.50  252.50/254.50  276.75/278.75  301.00/303.00
 1200 223.75/225.75  252.75/254.75  277.00/279.00  301.00/303.00
 1300 223.50/225.50  252.50/254.50  276.75/278.75  301.00/303.00
 1400 223.75/225.75  252.75/254.75  277.00/279.00  301.00/303.00
 1500 223.50/225.50  252.50/254.50  276.50/278.50  300.50/302.50
 1600 223.25/225.25  252.25/254.25  276.25/278.25  300.50/302.50
 1715 223.75/225.75  252.75/254.75  276.75/278.75  301.00/303.00
                       (Closing Apr 18)
 1715 225.50/227.50  254.50/256.50  278.75/280.75  303.00/305.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.26%    5.24%    5.20%      5.17%     5.14%   5.10%
 1100   5.23%    5.22%    5.19%      5.17%     5.12%   5.09%
 1200   5.27%    5.24%    5.20%      5.18%     5.14%   5.10%
 1300   5.23%    5.22%    5.19%      5.17%     5.12%   5.08%
 1400   5.23%    5.21%    5.19%      5.18%     5.14%   5.09%
 1500   5.23%    5.21%    5.18%      5.16%     5.13%   5.08%
 1600   5.23%    5.21%    5.19%      5.17%     5.12%   5.07%
 1715   5.23%    5.21%    5.19%      5.18%     5.14%   5.09%
                        (Closing Apr 18)
 1715   5.21%    5.21%    5.20%      5.18%     5.14%   5.10%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.08%    5.06%    5.05%      5.03%     5.02%   5.05%
 1100   5.06%    5.04%    5.03%      5.02%     5.01%   5.04%
 1200   5.07%    5.05%    5.04%      5.03%     5.01%   5.04%
 1300   5.06%    5.04%    5.03%      5.02%     5.01%   5.04%
 1400   5.06%    5.04%    5.03%      5.02%     5.01%   5.04%
 1500   5.06%    5.04%    5.03%      5.01%     5.00%   5.03%
 1600   5.05%    5.03%    5.02%      5.01%     5.00%   5.03%
 1715   5.06%    5.04%    5.03%      5.02%     5.01%   5.04%
                       (Closing Apr 18)
 1715   5.07%    5.06%    5.05%      5.04%     5.02%   5.04%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5750/64.5850 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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