April 28, 2017 / 4:49 AM / 7 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 28

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        03.00/06.00       02.50/04.50    00.50/01.50
                03.41%           03.55%         02.84%
                               (Apr 27)            
 1000        03.00/06.00       00.50/01.50    02.50/04.50
                03.42%           02.85%         03.56%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  24.50/26.50    51.75/53.75    80.25/82.25  108.00/110.00
 1100  24.50/26.00    51.75/53.75    80.25/82.25  108.50/110.50
 1200  24.50/26.50    52.25/53.50    80.50/82.00  108.50/110.50
 1300  24.50/26.50    51.75/53.75    80.25/82.25  108.50/110.50
 1400  24.50/26.50    51.75/53.75    80.25/82.25  108.50/110.50
 1500  24.50/26.50    51.75/53.75    80.25/82.25  108.50/110.50
 1600  24.50/26.00    51.75/53.75    80.00/82.00  108.00/110.00
 1715  24.50/26.00    51.75/53.75    80.00/82.00  108.00/110.00
                       (Closing Apr 27)
 1715  25.50/27.00    52.75/54.75    81.25/83.25  109.50/111.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 134.00/136.00  162.00/164.00  188.50/190.50  214.00/216.00
 1100 134.50/136.50  162.75/164.75  189.25/191.25  215.25/217.25
 1200 134.50/136.50  163.00/165.00  189.50/191.50  215.00/217.00
 1300 134.25/136.25  162.50/164.50  189.00/191.00  215.00/217.00
 1400 134.25/136.25  162.50/164.50  189.00/191.00  215.00/217.00
 1500 134.25/136.25  162.50/164.50  189.00/191.00  215.00/217.00
 1600 133.75/135.75  161.75/163.75  188.25/190.25  214.00/216.00
 1715 133.50/135.50  161.50/163.50  188.00/190.00  213.75/215.75
                      (Closing Apr 27)
 1715 135.50/137.50  164.00/166.00  190.50/192.50  216.50/218.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 243.50/245.50  268.50/270.50  293.00/295.00  322.50/324.50
 1100 244.75/246.75  269.25/271.25  294.00/296.00  323.50/325.50
 1200 244.25/246.25  268.75/270.75  293.50/295.50  323.00/325.00
 1300 244.75/246.75  269.25/271.25  294.00/296.00  323.50/325.50
 1400 244.50/246.50  269.25/271.25  294.00/296.00  323.50/325.50
 1500 244.50/246.50  269.25/271.25  294.00/296.00  323.50/325.50
 1600 243.50/245.50  268.25/270.25  293.00/295.00  322.50/324.50
 1715 243.25/245.25  267.75/269.75  292.50/294.50  322.00/324.00
                       (Closing Apr 27) 
 1715 246.00/248.00  270.75/272.75  295.50/297.50  324.50/326.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.17%    5.17%    5.18%      5.16%     5.14%   5.12%
 1100   5.14%    5.17%    5.19%      5.18%     5.16%   5.14%
 1200   5.18%    5.18%    5.19%      5.18%     5.17%   5.15%
 1300   5.18%    5.17%    5.19%      5.18%     5.16%   5.13%
 1400   5.18%    5.17%    5.19%      5.18%     5.16%   5.13%
 1500   5.17%    5.17%    5.19%      5.18%     5.15%   5.13%
 1600   5.13%    5.16%    5.16%      5.15%     5.13%   5.10%
 1715   5.14%    5.17%    5.17%      5.15%     5.12%   5.10%
                      (Closing Apr 27) 
 1715   5.15%    5.19%    5.20%      5.19%     5.17%   5.16%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   5.10%    5.09%    5.09%      5.09%     5.09%   5.12%
 1100   5.12%    5.12%    5.11%      5.10%     5.10%   5.13%
 1200   5.13%    5.11%    5.10%      5.09%     5.10%   5.13%
 1300   5.12%    5.12%    5.12%      5.10%     5.11%   5.14%
 1400   5.12%    5.12%    5.11%      5.10%     5.11%   5.13%
 1500   5.12%    5.11%    5.11%      5.10%     5.10%   5.13%
 1600   5.09%    5.08%    5.08%      5.08%     5.08%   5.11%
 1715   5.09%    5.08%    5.08%      5.07%     5.08%   5.11%
                      (Closing Apr 27) 
 1715   5.14%    5.13%    5.13%      5.12%     5.12%   5.14%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2400/64.2500 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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