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RPT-India fwd/annualised dlr premia-(close)-May 5
May 5, 2017 / 4:41 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-May 5

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.00/05.00       01.50/03.50    00.50/01.50
                02.84%           02.84%         02.84%
                               (May 4)            
 1000        02.50/05.50       00.50/01.50    02.00/04.00
                03.55%           02.84%         03.79%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  18.00/19.50    45.00/47.00    72.50/74.50  100.00/102.00
 1100  18.00/19.50    45.00/47.00    72.50/74.50  100.00/102.00
 1200  18.00/19.50    45.00/47.00    72.50/74.50  100.00/102.00
 1300  18.25/19.75    45.25/47.25    72.50/74.50  100.00/102.00
 1400  18.25/19.75    45.25/47.25    72.50/74.50  100.00/102.00
 1500  18.25/19.75    45.25/47.25    72.50/74.50  100.00/102.00
 1600  18.25/19.75    45.25/47.25    72.50/74.50  100.00/102.00
 1715  18.25/19.75    45.25/47.25    72.75/74.75  100.25/102.25
                       (Closing May 4)
 1715  19.00/20.50    46.00/48.00    73.50/75.50  101.00/103.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 125.00/127.00  152.50/154.50  178.50/180.50  203.50/205.50
 1100 125.00/127.00  152.50/154.50  178.50/180.50  203.50/205.50
 1200 125.00/127.00  152.25/154.20  178.00/180.00  203.00/205.00
 1300 125.00/127.00  152.50/154.50  178.25/180.25  203.25/205.25
 1400 125.00/127.00  152.50/154.50  178.25/180.25  203.25/205.25
 1500 125.00/127.00  152.50/154.50  178.25/180.25  203.25/205.25
 1600 125.00/127.00  152.50/154.50  178.25/180.25  203.25/205.25
 1715 125.25/127.25  152.75/154.75  178.50/180.50  203.50/205.50
                      (Closing May 4)
 1715 126.50/128.50  154.00/156.00  180.00/182.00  205.25/207.25
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 232.75/234.75  257.00/259.00  281.25/283.25  310.00/312.00
 1100 232.50/234.50  256.50/258.50  280.75/282.75  309.50/311.50
 1200 232.00/234.00  256.00/258.00  280.00/282.00  309.00/311.00
 1300 232.25/234.25  256.25/258.25  280.50/282.50  309.50/311.50
 1400 232.25/234.25  256.25/258.25  280.50/282.50  309.50/311.50
 1500 232.25/234.25  256.25/258.25  280.50/282.50  309.50/311.50
 1600 232.25/234.25  256.25/258.25  280.50/282.50  309.50/311.50
 1715 232.50/234.50  256.75/258.75  281.00/283.00  310.00/312.00
                      (Closing May 4) 
 1715 234.50/236.50  258.75/260.75  283.00/285.00  312.00/314.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.93%    5.03%    5.03%      5.02%     4.99%   4.98%
 1100   4.93%    5.02%    5.03%      5.02%     4.99%   4.98%
 1200   4.93%    5.02%    5.03%      5.02%     4.99%   4.97%
 1300   4.98%    5.04%    5.03%      5.02%     4.99%   4.98%
 1400   4.98%    5.04%    5.03%      5.02%     4.99%   4.97%
 1500   4.97%    5.04%    5.03%      5.01%     4.99%   4.97%
 1600   4.97%    5.03%    5.02%      5.01%     4.99%   4.97%
 1715   4.97%    5.04%    5.04%      5.02%     5.00%   4.98%
                      (Closing May 4) 
 1715   4.96%    5.04%    5.04%      5.04%     5.02%   5.01%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.97%    4.97%    4.97%      4.96%     4.98%   5.00%
 1100   4.97%    4.96%    4.96%      4.95%     4.97%   4.99%
 1200   4.95%    4.95%    4.95%      4.94%     4.96%   4.98%
 1300   4.96%    4.96%    4.96%      4.95%     4.97%   4.99%
 1400   4.96%    4.96%    4.96%      4.95%     4.97%   4.99%
 1500   4.96%    4.95%    4.95%      4.95%     4.96%   4.99%
 1600   4.95%    4.95%    4.95%      4.94%     4.96%   4.98%
 1715   4.96%    4.96%    4.96%      4.95%     4.97%   4.99%
                      (Closing May 4) 
 1715   5.00%    4.99%    5.00%      4.99%     5.00%   5.02%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.3700/64.3800 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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