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RPT-India fwd/annualised dlr premia-(close)-May 29
May 29, 2017 / 4:49 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-May 29

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000            N/A              N/A       00.50/1.50    
                 N/A              N/A          02.83%  
                               (May 26)            
 1000        02.00/04.00       02.00/04.00      N/A
                02.82%            02.82%        N/A
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  24.50/25.50    50.25/52.25    76.25/78.25  100.00/102.00
 1100  24.25/26.25    50.25/52.25    76.25/78.25  100.00/102.00
 1200  24.50/25.50    49.75/51.75    75.50/77.50   98.75/100.75
 1300  24.50/25.50    49.75/51.75    75.50/77.50   98.75/100.75
 1400  24.50/25.50    49.75/51.75    75.50/77.50   98.75/100.75
 1500  24.50/25.50    49.75/51.75    75.75/77.75   99.00/101.00
 1600  24.50/25.50    49.75/51.75    75.75/77.75   99.00/101.00
 1715  24.50/25.50    50.00/52.00    76.00/78.00   99.25/101.25 
                       (Closing May 26)
 1715  25.25/27.25    51.25/53.25    77.25/79.25  101.00/103.00
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 125.75/127.75  150.00/152.00  173.50/175.50  200.25/202.25
 1100 125.75/127.75  150.00/152.00  173.50/175.50  200.25/202.25
 1200 124.25/126.25  148.00/150.00  171.00/173.00  197.25/199.25
 1300 124.25/126.25  148.00/150.00  171.25/173.25  197.75/199.75
 1400 124.25/126.25  148.00/150.00  171.25/173.25  197.75/199.75
 1500 124.50/126.50  148.50/150.50  171.75/173.75  198.25/200.25
 1600 124.50/126.50  148.50/150.50  171.75/173.75  198.25/200.25
 1715 125.00/127.00  149.25/151.25  172.75/174.75  199.25/201.25
                        (Closing May 26)
 1715 126.75/128.75  151.00/153.00  174.50/176.50  201.25/203.25
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 223.00/225.00  245.75/247.75  272.50/274.50  300.50/302.50
 1100 222.75/224.75  245.25/247.25  272.00/274.00  299.50/301.50
 1200 219.50/221.50  241.75/243.75  268.00/270.00  295.50/297.50
 1300 220.00/222.00  242.25/244.25  268.50/270.50  296.00/298.00
 1400 220.00/222.00  242.25/244.25  268.50/270.50  296.00/298.00
 1500 220.50/222.50  242.75/244.75  269.00/271.00  296.50/298.50
 1600 220.50/222.50  242.75/244.75  269.00/271.00  296.50/298.50
 1715 221.50/223.50  243.75/245.75  270.00/272.00  297.00/299.00
                       (Closing May 26)
 1715 224.00/226.00  246.75/248.75  273.50/275.50   00.25/01.25
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.71%    4.75%    4.75%      4.72%     4.68%   4.67%
 1100   4.76%    4.75%    4.75%      4.72%     4.68%   4.66%
 1200   4.71%    4.70%    4.70%      4.66%     4.63%   4.60%
 1300   4.71%    4.70%    4.70%      4.66%     4.63%   4.60%
 1400   4.71%    4.71%    4.70%      4.66%     4.63%   4.60%
 1500   4.72%    4.71%    4.72%      4.68%     4.64%   4.63%
 1600   4.72%    4.71%    4.72%      4.68%     4.64%   4.62%
 1715   4.72%    4.73%    4.74%      4.69%     4.69%   4.66%
                       (Closing May 26) 
 1715   4.80%    4.77%    4.77%      4.74%     4.70%   4.68%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.65%    4.64%    4.64%      4.63%     4.67%   4.67%
 1100   4.65%    4.64%    4.63%      4.62%     4.66%   4.65%
 1200   4.59%    4.57%    4.57%      4.56%     4.59%   4.59%
 1300   4.59%    4.59%    4.58%      4.57%     4.60%   4.60%
 1400   4.60%    4.59%    4.58%      4.57%     4.60%   4.60%
 1500   4.61%    4.60%    4.59%      4.59%     4.62%   4.61%
 1600   4.61%    4.60%    4.59%      4.58%     4.62%   4.61%
 1715   4.64%    4.63%    4.61%      4.60%     4.63%   4.62%
                       (Closing May 26)
 1715   4.67%    4.66%    4.65%      4.65%     4.68%   4.68%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.4850/64.4950 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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