May 31, 2017 / 4:42 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-May 31

              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%
                                (May 30)            
 1000        01.00/03.00      00.50/01.50      00.50/01.50
                02.82%           02.82%           02.82%
---------------------------------------------------------------
 TIME      JUN            JUL           AUG            SEP
---------------------------------------------------------------
 1000  22.50/24.50    48.50/50.50    74.25/76.25   98.00/100.00
 1100  22.50/24.00    48.25/50.25    74.25/76.25   98.00/100.00
 1200  22.25/24.25    48.00/50.00    73.75/75.75   97.50/99.50 
 1300  22.00/24.00    47.50/49.50    73.00/75.00   97.00/99.00 
 1400  22.00/23.50    47.50/49.50    73.50/75.50   97.50/99.50
 1500  22.00/23.50    47.75/49.75    73.75/75.75   97.50/99.50
 1600  22.00/23.50    47.75/49.75    74.00/76.00   98.00/100.00
 1715  22.25/23.75    48.25/50.25    74.25/76.25   98.50/100.50
                       (Closing May 30)
 1715  23.50/25.00    49.00/51.00    75.00/77.00   99.00/101.00
----------------------------------------------------------------
 TIME      OCT            NOV            DEC            JAN
----------------------------------------------------------------
 1000 124.00/126.00  148.50/150.50  172.00/174.00  198.50/200.50
 1100 123.75/125.75  147.75/149.75  171.00/173.00  197.75/199.75
 1200 123.25/125.25  147.50/149.50  170.75/172.75  197.25/199.25
 1300 123.00/125.00  147.25/149.25  170.75/172.75  197.25/199.25
 1400 123.00/125.00  147.25/149.25  170.75/172.75  197.50/199.50
 1500 123.50/125.50  148.00/150.00  171.75/173.75  198.50/200.50
 1600 124.25/126.20  149.00/151.00  173.00/175.00  200.00/202.00
 1715 124.75/126.75  149.50/151.50  173.50/175.50  201.00/203.00
                        (Closing May 30)
 1715 124.75/126.75  149.00/151.00  172.75/174.75  199.25/201.25
----------------------------------------------------------------
 TIME      FEB            MAR            APR            MAY 
----------------------------------------------------------------
 1000 220.50/222.50  242.50/244.50  268.50/270.50  295.50/297.50
 1100 220.00/222.00  242.00/244.00  268.00/270.00  295.00/297.00
 1200 219.50/221.50  241.50/243.50  267.50/269.50  294.50/296.50
 1300 219.25/221.25  241.25/243.25  267.00/269.00  294.00/296.00
 1400 219.75/221.75  242.00/244.00  268.00/270.00  295.00/297.00
 1500 221.00/223.00  243.50/245.50  269.75/271.75  297.00/299.00
 1600 222.50/224.50  245.00/247.00  271.25/273.20  298.50/300.50
 1715 223.50/225.50  246.00/248.00  272.50/274.50  300.00/302.00
                       (Closing May 30)
 1715 221.50/223.50  243.75/245.75  270.00/272.00  297.00/299.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.75%    4.74%    4.72%      4.70%     4.68%   4.67%
 1100   4.70%    4.72%    4.72%      4.70%     4.67%   4.64%
 1200   4.70%    4.70%    4.69%      4.68%     4.65%   4.64%
 1300   4.65%    4.65%    4.65%      4.66%     4.65%   4.63%
 1400   4.61%    4.65%    4.68%      4.68%     4.64%   4.63%
 1500   4.61%    4.68%    4.70%      4.68%     4.66%   4.66%
 1600   4.61%    4.68%    4.71%      4.70%     4.69%   4.69%
 1715   4.66%    4.72%    4.73%      4.73%     4.71%   4.70%
                       (Closing May 30) 
 1715   4.72%    4.70%    4.71%      4.70%     4.67%   4.65%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.66%    4.64%    4.62%      4.61%     4.63%   4.62%
 1100   4.63%    4.62%    4.61%      4.60%     4.62%   4.61%
 1200   4.62%    4.61%    4.60%      4.59%     4.61%   4.60%
 1300   4.63%    4.61%    4.60%      4.59%     4.61%   4.60%
 1400   4.62%    4.62%    4.61%      4.60%     4.62%   4.61%
 1500   4.65%    4.64%    4.63%      4.63%     4.65%   4.64%
 1600   4.69%    4.68%    4.66%      4.66%     4.68%   4.67%
 1715   4.70%    4.70%    4.69%      4.68%     4.70%   4.69%
                       (Closing May 30)
 1715   4.65%    4.63%    4.62%      4.61%     4.63%   4.62%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5000/64.5100 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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