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RPT-India fwd/annualised dlr premia-(close)-Apr 20
April 20, 2017 / 4:42 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 20

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.50/05.50       00.50/01.50    02.00/04.00
                03.53%           02.82%         03.76%
                               (Apr 19)            
 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  03.00/04.00    33.00/35.00    60.50/62.50   88.50/90.50
 1100  03.00/04.00    33.00/35.00    60.50/62.50   89.00/91.00
 1200  03.00/04.00    33.00/35.00    60.50/62.50   88.75/90.75
 1300  03.25/04.25    33.25/35.25    60.75/62.75   89.00/91.00
 1400  03.25/04.25    33.25/35.25    61.00/63.00   89.00/91.00
 1500  03.00/04.00    33.00/35.00    60.75/62.75   89.00/91.00
 1600  03.00/04.00    33.00/35.00    60.75/62.75   89.00/91.00
 1715  03.00/04.50    33.00/35.00    60.75/62.75   89.00/91.00
                       (Closing Apr 19)
 1715  06.00/07.00    36.00/38.00    63.50/65.50   91.75/93.75
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 116.00/118.00  141.25/143.25  168.75/170.75  194.75/196.75
 1100 116.50/118.50  141.50/143.50  169.00/171.00  195.00/197.00
 1200 116.25/118.25  141.50/143.50  169.00/171.00  195.00/197.00
 1300 116.50/118.50  141.75/143.75  169.50/171.50  195.50/197.50
 1400 116.75/118.75  142.00/144.00  169.75/171.75  195.75/197.75
 1500 117.00/119.00  142.25/144.25  170.00/172.00  196.00/198.00
 1600 117.00/119.00  142.25/144.25  170.00/172.00  196.00/198.00
 1715 117.00/119.00  142.25/144.25  170.00/172.00  196.25/198.25
                       (Closing Apr 19)
 1715 119.75/121.75  145.00/147.00  172.50/174.50  198.50/200.50
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 220.00/222.00  249.00/251.00  273.00/275.00  297.00/299.00
 1100 220.00/222.00  249.00/251.00  273.00/275.00  297.00/299.00
 1200 220.25/222.25  249.25/251.25  273.25/275.25  297.50/299.50
 1300 220.75/222.75  249.75/251.75  273.75/275.75  298.00/300.00
 1400 221.00/223.00  250.00/252.00  274.25/276.25  298.50/300.50
 1500 221.25/223.25  250.50/252.50  274.75/276.75  299.00/301.00
 1600 221.25/223.25  250.50/252.50  274.75/276.75  299.00/301.00
 1715 221.50/223.50  250.50/252.50  274.75/276.75  299.00/301.00
                       (Closing Apr 19)
 1715 223.75/225.75  252.75/254.75  276.75/278.75  301.00/303.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.18%    5.18%    5.16%      5.13%     5.09%   5.05%
 1100   5.18%    5.18%    5.18%      5.15%     5.10%   5.06%
 1200   5.18%    5.18%    5.17%      5.14%     5.10%   5.06%
 1300   5.23%    5.21%    5.19%      5.15%     5.11%   5.08%
 1400   5.23%    5.23%    5.19%      5.16%     5.12%   5.08%
 1500   5.18%    5.21%    5.19%      5.17%     5.13%   5.09%
 1600   5.18%    5.20%    5.19%      5.17%     5.12%   5.09%
 1715   5.20%    5.21%    5.19%      5.17%     5.13%   5.09%
                       (Closing Apr 19)
 1715   5.23%    5.21%    5.19%      5.18%     5.14%   5.09%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.03%    5.01%    5.01%      4.99%     4.98%   5.01%
 1100   5.03%    5.01%    5.01%      4.99%     4.98%   5.01%
 1200   5.03%    5.02%    5.01%      5.00%     4.99%   5.02%
 1300   5.05%    5.03%    5.03%      5.01%     5.00%   5.03%
 1400   5.06%    5.04%    5.03%      5.02%     5.01%   5.04%
 1500   5.06%    5.04%    5.04%      5.03%     5.01%   5.05%
 1600   5.06%    5.04%    5.04%      5.02%     5.01%   5.04%
 1715   5.07%    5.05%    5.04%      5.03%     5.02%   5.05%
                       (Closing Apr 19)
 1715   5.06%    5.04%    5.03%      5.02%     5.01%   5.04%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5600/64.5700 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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