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RPT-India fwd/annualised dlr premia-(close)-May 11
May 11, 2017 / 4:47 AM / 7 months ago

RPT-India fwd/annualised dlr premia-(close)-May 11

               Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        02.75/04.00       00.50/01.00    02.25/03.00
                03.89%            02.83%         04.24%
                               (May 9)            
 1000        01.50/04.50       01.00/03.00    00.50/01.50
                02.83%           02.83%         02.83%
---------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
---------------------------------------------------------------
 1000  13.00/14.50    40.00/42.00    67.50/69.50    95.00/97.00
 1100  13.25/14.75    40.00/42.00    67.50/69.50    95.00/97.00
 1200  13.25/14.75    40.00/42.00    67.50/69.50    95.00/97.00
 1300  13.25/14.75    40.00/42.00    67.25/69.25    94.75/96.75
 1400  13.25/14.75    40.00/42.00    67.50/69.50    95.00/97.00 
 1500  13.25/14.75    40.00/42.00    67.50/69.50    95.00/97.00 
 1600  13.25/14.75    40.00/42.00    67.25/69.25    94.75/96.75 
 1715  13.25/14.75    40.00/42.00    67.50/69.50    95.00/97.00 
                       (Closing May 9)
 1715  15.75/17.25    42.75/44.75    70.25/72.25    97.75/99.75
----------------------------------------------------------------
 TIME      SEP            OCT            NOV            DEC
----------------------------------------------------------------
 1000 120.00/122.00  147.50/149.50  173.50/175.50  198.75/200.75
 1100 120.00/122.00  147.50/149.50  173.50/175.50  198.75/200.75
 1200 120.00/122.00  147.50/149.50  173.50/175.50  198.75/200.75
 1300 119.75/121.75  147.25/149.25  173.00/175.00  198.00/200.00
 1400 120.00/122.00  147.50/149.50  173.50/175.50  198.50/200.50
 1500 120.00/122.00  147.50/149.50  173.50/175.50  198.50/200.50
 1600 120.00/122.00  147.50/149.50  173.25/175.25  198.25/200.25
 1715 120.00/122.00  147.50/149.50  173.25/175.25  198.25/200.25
                      (Closing May 9)
 1715 122.75/124.75  150.25/152.25  176.25/178.25  201.50/203.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR 
----------------------------------------------------------------
 1000 228.00/230.00  252.00/254.00  276.00/278.00  304.50/306.50
 1100 228.00/230.00  252.00/254.00  276.00/278.00  304.50/306.50
 1200 227.75/229.75  251.75/253.75  276.00/278.00  304.50/306.50
 1300 227.00/229.00  251.00/253.00  275.00/277.00  303.50/305.50
 1400 227.50/229.50  251.50/253.50  275.50/277.50  304.00/306.00
 1500 227.50/229.50  251.50/253.50  275.50/277.50  304.00/306.00
 1600 227.00/229.00  251.00/253.00  275.00/277.00  303.50/305.50
 1715 227.00/229.00  251.00/253.00  275.00/277.00  303.50/305.50
                      (Closing May 9) 
 1715 230.50/232.50  254.50/256.50  278.50/280.50  307.00/309.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.99%    5.03%    5.03%      5.01%     4.98%   4.96%
 1100   5.02%    5.03%    5.03%      5.01%     4.98%   4.96%
 1200   5.02%    5.04%    5.03%      5.01%     4.98%   4.97%
 1300   5.03%    5.03%    5.02%      5.01%     4.98%   4.96%
 1400   5.03%    5.05%    5.04%      5.02%     4.99%   4.98%
 1500   5.03%    5.04%    5.04%      5.02%     4.99%   4.97%
 1600   5.03%    5.03%    5.03%      5.02%     4.99%   4.97%
 1715   5.03%    5.05%    5.04%      5.02%     4.99%   4.97%
                      (Closing May 9) 
 1715   4.99%    5.04%    5.03%      5.01%     4.98%   4.96%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.96%    4.96%    4.96%      4.95%     4.97%   4.97%
 1100   4.96%    4.96%    4.95%      4.94%     4.96%   4.97%
 1200   4.96%    4.96%    4.95%      4.95%     4.97%   4.97%
 1300   4.95%    4.95%    4.95%      4.94%     4.96%   4.97%
 1400   4.97%    4.96%    4.96%      4.95%     4.97%   4.98%
 1500   4.96%    4.96%    4.96%      4.95%     4.97%   4.97%
 1600   4.96%    4.95%    4.95%      4.94%     4.96%   4.97%
 1715   4.96%    4.95%    4.95%      4.94%     4.96%   4.97%
                      (Closing May 9) 
 1715   4.95%    4.95%    4.95%      4.94%     4.95%   4.96%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.3750/64.3850 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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