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RPT-India fwd/annualised dlr premia-(close)-Apr 26
April 26, 2017 / 5:02 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 26

               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
                02.85%           02.85%         02.85%
                               (Apr 25)            
 1000        01.00/03.00       00.50/01.50    00.50/01.50
                02.84%           02.84%         02.84%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  29.25/30.75    57.00/59.00    85.25/87.25  113.75/115.75
 1100  29.25/30.75    57.00/59.00    85.25/87.25  113.75/115.75
 1200  29.25/30.75    56.75/58.75    85.00/87.00  113.25/115.25
 1300  29.00/31.00    56.25/58.25    84.50/86.50  112.75/114.75
 1400  29.25/30.75    57.00/59.00    85.00/87.00  113.50/115.50
 1500  29.25/30.75    56.50/58.50    85.00/87.00  113.50/115.50
 1600  29.75/31.25    57.25/59.25    86.00/88.00  115.00/117.00
 1715  29.25/30.75    57.00/59.00    85.75/87.75  114.50/116.50
                       (Closing Apr 25)
 1715  30.00/32.00    57.75/59.75    86.00/88.00  114.50/116.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 139.50/141.50  168.00/170.00  194.50/196.50  220.50/222.50
 1100 139.50/141.50  168.00/170.00  194.50/196.50  220.50/222.50
 1200 139.00/141.00  167.50/169.50  194.25/196.25  220.25/222.25
 1300 138.50/140.50  167.00/169.00  193.50/195.50  219.50/221.50
 1400 139.50/141.50  168.00/170.00  194.75/196.70  220.75/222.70
 1500 139.50/141.50  167.75/169.75  194.50/196.50  220.50/222.50
 1600 141.00/143.00  169.75/171.75  196.75/198.70  223.00/225.00
 1715 140.50/142.50  169.25/171.25  196.25/198.25  222.50/224.50
                      (Closing Apr 25)
 1715 140.00/142.00  168.25/170.25  194.75/196.75  220.50/222.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 249.75/251.75  274.25/276.25  299.00/301.00  328.00/330.00
 1100 249.75/251.75  274.25/276.25  299.00/301.00  328.00/330.00
 1200 249.75/251.75  274.25/276.25  299.00/301.00  328.00/330.00
 1300 249.00/251.00  273.50/275.50  298.00/300.00  327.00/329.00
 1400 250.25/252.20  274.75/276.70  299.50/301.50  328.50/330.50
 1500 250.00/252.00  274.75/276.75  299.50/301.50  328.50/330.50
 1600 253.00/255.00  278.00/280.00  303.00/305.00  332.50/334.50
 1715 252.50/254.50  277.50/279.50  302.50/304.50  332.00/334.00
                       (Closing Apr 25) 
 1715 249.75/251.75  274.25/276.25  299.00/301.00   00.50/01.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.18%    5.25%    5.23%      5.24%     5.20%   5.18%
 1100   5.19%    5.25%    5.23%      5.24%     5.20%   5.18%
 1200   5.18%    5.23%    5.22%      5.21%     5.18%   5.16%
 1300   5.18%    5.18%    5.18%      5.18%     5.16%   5.15%
 1400   5.18%    5.24%    5.21%      5.22%     5.20%   5.18%
 1500   5.18%    5.20%    5.21%      5.22%     5.20%   5.17%
 1600   5.26%    5.26%    5.27%      5.28%     5.25%   5.23%
 1715   5.17%    5.24%    5.25%      5.26%     5.23%   5.21%
                      (Closing Apr 25) 
 1715   5.18%    5.21%    5.20%      5.21%     5.17%   5.14%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.16%    5.16%    5.14%      5.13%     5.12%   5.15%
 1100   5.16%    5.16%    5.14%      5.13%     5.12%   5.16%
 1200   5.15%    5.15%    5.14%      5.13%     5.12%   5.15%
 1300   5.13%    5.13%    5.12%      5.11%     5.10%   5.13%
 1400   5.16%    5.15%    5.15%      5.13%     5.12%   5.16%
 1500   5.15%    5.15%    5.14%      5.13%     5.12%   5.15%
 1600   5.21%    5.21%    5.20%      5.19%     5.18%   5.22%
 1715   5.20%    5.19%    5.19%      5.18%     5.17%   5.21%
                      (Closing Apr 25) 
 1715   5.12%    5.11%    5.11%      5.09%     5.09%   5.12%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.1150/64.1250 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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