April 24, 2017 / 4:49 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 24

               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 21)            
 1000        02.50/05.50       02.00/04.00    00.50/01.50
                03.53%           03.77%         02.82%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  01.25/02.25    31.50/33.50    59.00/61.00   88.00/90.00
 1100  01.25/02.25    31.50/33.50    59.00/61.00   88.00/90.00
 1200  01.00/02.50    31.50/33.50    59.25/61.25   88.00/90.00
 1300  01.25/02.25    31.25/33.25    59.25/61.25   88.00/90.00
 1400  01.25/02.25    31.25/33.25    59.25/61.25   87.75/89.75
 1500  01.25/02.25    31.50/33.50    59.50/61.50   88.00/90.00
 1600  01.25/02.25    31.50/33.50    59.50/61.50   88.00/90.00
 1715  01.25/02.25    31.50/33.50    59.50/61.50   88.00/90.00
                       (Closing Apr 21)
 1715  02.25/03.25    32.50/34.50    60.50/62.50   89.25/91.25
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 116.50/118.50  142.50/144.50  170.50/172.50  197.00/199.00
 1100 116.50/118.50  142.50/144.50  171.00/173.00  197.50/199.50
 1200 116.75/118.75  142.75/144.75  171.25/173.25  198.00/200.00
 1300 116.50/118.50  142.50/144.50  171.00/173.00  197.50/199.50
 1400 116.25/118.25  142.00/144.00  170.25/172.25  196.75/198.75
 1500 116.75/118.75  142.75/144.75  171.25/173.25  198.00/200.00
 1600 116.75/118.75  142.75/144.75  171.25/173.25  198.00/200.00
 1715 116.75/118.75  142.75/144.75  171.25/173.25  198.00/200.00
                       (Closing Apr 21)
 1715 118.00/120.00  144.00/146.00  172.25/174.25  198.75/200.75
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 223.00/225.00  252.50/254.50  277.00/279.00  301.50/303.50
 1100 223.50/225.50  253.00/255.00  277.50/279.50  302.00/304.00
 1200 223.75/225.75  253.25/255.25  277.75/279.75  302.50/304.50
 1300 223.50/225.50  253.00/255.00  277.75/279.75  302.50/304.50
 1400 222.50/224.50  252.00/254.00  276.75/278.75  301.50/303.50
 1500 224.00/226.00  253.75/255.75  278.50/280.50  303.50/305.50
 1600 224.00/226.00  254.00/256.00  278.75/280.75  303.50/305.50
 1715 224.00/226.00  253.50/255.50  278.25/280.25  303.00/305.00
                       (Closing Apr 21)
 1715 224.75/226.75  254.25/256.25  278.75/280.75  303.50/305.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.25%    5.22%    5.24%      5.23%     5.21%   5.17%
 1100   5.25%    5.22%    5.24%      5.24%     5.21%   5.18%
 1200   5.25%    5.25%    5.25%      5.25%     5.22%   5.19%
 1300   5.21%    5.24%    5.25%      5.24%     5.21%   5.18%
 1400   5.22%    5.25%    5.24%      5.23%     5.20%   5.16%
 1500   5.26%    5.27%    5.25%      5.25%     5.22%   5.19%
 1600   5.25%    5.27%    5.25%      5.25%     5.22%   5.19%
 1715   5.26%    5.27%    5.25%      5.25%     5.22%   5.19%
                       (Closing Apr 21)
 1715   5.26%    5.26%    5.26%      5.25%     5.22%   5.18%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.14%    5.13%    5.12%      5.11%     5.09%   5.12%
 1100   5.15%    5.14%    5.13%      5.12%     5.10%   5.13%
 1200   5.17%    5.15%    5.14%      5.12%     5.11%   5.14%
 1300   5.16%    5.15%    5.13%      5.12%     5.11%   5.14%
 1400   5.14%    5.13%    5.12%      5.11%     5.10%   5.13%
 1500   5.17%    5.16%    5.15%      5.14%     5.13%   5.16%
 1600   5.17%    5.16%    5.16%      5.14%     5.13%   5.16%
 1715   5.17%    5.16%    5.15%      5.14%     5.13%   5.15%
                       (Closing Apr 21)
 1715   5.15%    5.14%    5.13%      5.12%     5.10%   5.13%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.4400/64.4500 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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