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RPT-India fwd/annualised dlr premia-(close)-Aug 10
August 10, 2017 / 4:43 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Aug 10

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        03.10/03.40      00.75/00.85      02.35/02.55
                04.42%           04.28%           04.47%
                                (Aug 9)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25
                02.86%           02.86%           02.86%
---------------------------------------------------------------
 TIME      AUG           SEP            OCT           NOV
---------------------------------------------------------------
 1000  13.00/14.00    36.00/38.00   61.00/63.00   84.50/86.50
 1100  13.00/14.50    36.00/38.00   61.00/63.00   84.75/86.75
 1200  13.25/14.25    36.00/38.00   61.25/63.25   84.75/86.75
 1300  13.25/14.25    36.00/38.00   61.25/63.25   84.75/86.75
 1400  13.00/14.50    35.75/37.75   61.00/63.00   84.50/86.50
 1500  13.00/14.50    35.75/37.75   61.00/63.00   84.75/86.75
 1600  13.00/14.50    35.75/37.75   61.00/63.00   84.50/86.50
 1715  13.00/14.50    36.00/38.00   61.25/63.25   84.75/86.75
                         (Closing Aug 9)
 1715  15.50/16.50    38.25/40.25   63.25/65.25   86.50/88.50 
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000  107.25/109.25  132.25/134.25  153.00/155.00 174.00/176.00
 1100  107.75/109.75  133.00/135.00  153.75/155.75 174.50/176.50
 1200  107.50/109.50  132.50/134.50  153.25/155.25 174.25/176.25
 1300  107.50/109.50  132.75/134.75  153.50/155.50 174.75/176.75
 1400  107.25/109.25  132.50/134.50  153.25/155.25 174.25/176.25
 1500  107.75/109.75  132.75/134.75  153.50/155.50 174.50/176.50
 1600  107.25/109.25  132.50/134.50  153.25/155.25 174.25/176.25
 1715  107.50/109.50  133.00/135.00  153.75/155.75 175.00/177.00
                         (Closing Aug 9)
 1715  109.00/111.00  133.75/135.75  154.25/156.25 175.00/177.00
----------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL 
----------------------------------------------------------------
 1000 197.50/199.50  222.00/224.00  242.75/244.75  265.50/267.50
 1100 198.25/200.25  223.00/225.00  243.75/245.75  266.50/268.50
 1200 198.25/200.25  223.00/225.00  243.75/245.75  266.50/268.50
 1300 198.75/200.75  223.50/225.50  244.25/246.25  267.00/269.00
 1400 198.25/200.25  223.00/225.00  243.75/245.75  266.50/268.50
 1500 198.25/200.25  223.00/225.00  243.75/245.75  266.50/268.50
 1600 198.25/200.25  223.00/225.00  243.75/245.75  266.50/268.50
 1715 199.00/201.00  224.00/226.00  245.00/247.00  268.00/270.00
                         (Closing Aug 9) 
 1715 198.50/200.50  223.00/225.00  243.50/245.50  266.00/268.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.57%    4.55%    4.52%      4.51%     4.48%   4.45%
 1100   4.59%    4.55%    4.53%      4.53%     4.51%   4.48%
 1200   4.60%    4.57%    4.54%      4.53%     4.50%   4.46%
 1300   4.60%    4.57%    4.54%      4.53%     4.50%   4.47%
 1400   4.58%    4.54%    4.53%      4.51%     4.49%   4.46%
 1500   4.58%    4.55%    4.53%      4.53%     4.51%   4.47%
 1600   4.57%    4.54%    4.52%      4.51%     4.49%   4.46%
 1715   4.59%    4.56%    4.53%      4.52%     4.50%   4.47%
                         (Closing Aug 9) 
 1715   4.58%    4.56%    4.52%      4.50%     4.48%   4.44%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.42%    4.42%    4.40%      4.37%     4.34%   4.31%
 1100   4.44%    4.44%    4.42%      4.39%     4.36%   4.33%
 1200   4.44%    4.44%    4.42%      4.39%     4.36%   4.33%
 1300   4.45%    4.45%    4.43%      4.40%     4.37%   4.34%
 1400   4.44%    4.44%    4.42%      4.39%     4.36%   4.33%
 1500   4.44%    4.44%    4.42%      4.39%     4.36%   4.34%
 1600   4.43%    4.43%    4.42%      4.39%     4.36%   4.33%
 1715   4.44%    4.44%    4.43%      4.41%     4.38%   4.35%
                         (Closing Aug 9) 
 1715   4.41%    4.40%    4.39%      4.36%     4.33%   4.31% 
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0800/64.0900 rupees)
           
  Note: Figures in brackets indicate negative values.    
    
    Premiums have been given in paise and annualised premiums   
            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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