August 11, 2017 / 4:46 AM / 4 days ago

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

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        03.80/04.10      02.25/02.45      01.55/01.65
                04.32%           04.26%           04.41%
                                (Aug 10)            
 1000        03.10/03.40      00.75/00.85      02.35/02.55
                04.42%           04.28%           04.47%
---------------------------------------------------------------
 TIME      AUG           SEP            OCT           NOV
---------------------------------------------------------------
 1000  11.50/13.00    34.50/36.50   59.75/61.75   83.25/85.25
 1100  11.25/12.75    34.25/36.25   59.50/61.50   82.75/84.75
 1200  11.25/12.75    34.25/36.25   59.25/61.25   82.50/84.50
 1300  11.25/12.75    34.00/36.00   59.25/61.25   82.75/84.75
 1400  11.25/12.75    34.00/36.00   59.25/61.25   82.75/84.75 
 1500  11.00/12.50    34.00/36.00   59.00/61.00   82.25/84.25 
 1600  11.00/12.50    34.00/36.00   59.00/61.00   82.25/84.25
 1715  11.00/12.50    34.00/36.00   59.00/61.00   82.25/84.25
                         (Closing Aug 10)
 1715  13.00/14.50    36.00/38.00   61.25/63.25   84.75/86.75 
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000  106.00/108.00  131.50/133.50  152.50/154.50 174.00/176.00
 1100  105.25/107.25  130.50/132.50  151.50/153.50 173.00/175.00
 1200  105.00/107.00  130.00/132.00  151.00/153.00 172.50/174.50
 1300  105.50/107.50  130.50/132.50  151.25/153.25 172.50/174.50
 1400  105.50/107.50  130.50/132.50  151.25/153.25 172.50/174.50
 1500  104.75/106.75  129.50/131.50  150.50/152.50 172.00/174.00
 1600  104.50/106.50  129.00/131.00  149.50/151.50 170.50/172.50
 1715  104.50/106.50  129.00/131.00  149.75/151.75 171.00/173.00
                          (Closing Aug 10)
 1715  107.50/109.50  133.00/135.00  153.75/155.75 175.00/177.00
----------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL 
----------------------------------------------------------------
 1000 198.00/200.00  223.00/225.00  244.00/246.00  267.00/269.00
 1100 197.00/199.00  222.00/224.00  243.00/245.00  266.00/268.00
 1200 196.50/198.50  221.50/223.50  242.50/244.50  265.50/267.50
 1300 196.50/198.50  221.50/223.50  242.50/244.50  265.50/267.50
 1400 196.50/198.50  221.00/223.00  242.00/244.00  265.00/267.00
 1500 196.00/198.00  221.00/223.00  242.00/244.00  265.00/267.00
 1600 194.00/196.00  219.00/221.00  240.00/242.00  263.00/265.00
 1715 194.75/196.75  219.50/221.50  240.50/242.50  263.50/265.50
                         (Closing Aug 10) 
 1715 199.00/201.00  224.00/226.00  245.00/247.00  268.00/270.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.60%    4.56%    4.53%      4.51%     4.49%   4.47%
 1100   4.55%    4.53%    4.50%      4.48%     4.46%   4.43%
 1200   4.56%    4.53%    4.49%      4.47%     4.45%   4.42%
 1300   4.53%    4.52%    4.50%      4.49%     4.47%   4.43%
 1400   4.56%    4.52%    4.49%      4.47%     4.44%   4.41%
 1500   4.51%    4.50%    4.47%      4.46%     4.43%   4.40%
 1600   4.51%    4.50%    4.48%      4.45%     4.42%   4.38%
 1715   4.52%    4.50%    4.48%      4.45%     4.42%   4.39%
                         (Closing Aug 10) 
 1715   4.59%    4.56%    4.53%      4.52%     4.50%   4.47%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.45%    4.45%    4.44%      4.40%     4.38%   4.35%
 1100   4.41%    4.42%    4.41%      4.38%     4.36%   4.33%
 1200   4.41%    4.42%    4.41%      4.38%     4.36%   4.33%
 1300   4.41%    4.42%    4.41%      4.38%     4.36%   4.33%
 1400   4.39%    4.40%    4.40%      4.37%     4.35%   4.32%
 1500   4.39%    4.40%    4.39%      4.37%     4.34%   4.32%
 1600   4.36%    4.36%    4.35%      4.33%     4.31%   4.29%
 1715   4.37%    4.38%    4.37%      4.34%     4.32%   4.30%
                         (Closing Aug 10) 
 1715   4.44%    4.44%    4.43%      4.41%     4.38%   4.35% 
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.1300/64.1400 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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