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RPT-India fwd/annualised dlr premia-(close)-Nov 15
November 15, 2017 / 4:41 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Nov 15

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        01.00/02.50      00.50/01.25      00.50/01.25 
               02.79%           02.79%           02.79%
                                (Nov 14)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25 
               02.79%           02.79%           02.79%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  10.25/11.25   32.75/34.75    57.00/59.00    78.75/80.75
 1100  10.00/11.00   32.50/34.50    56.75/58.75    78.75/80.75
 1200  10.00/11.00   32.50/34.50    56.75/58.75    78.75/80.75
 1300  10.00/11.00   32.50/34.50    56.75/58.75    78.75/80.75
 1400  10.00/11.00   32.50/34.50    56.75/58.75    78.75/80.75
 1500  10.00/11.00   32.50/34.50    56.50/58.50    78.50/80.50 
 1600  10.00/11.00   32.50/34.50    56.50/58.50    78.50/80.50 
 1715  10.00/11.00   32.50/34.50    56.50/58.50    78.50/80.50
                       (Closing Nov 14)
 1715  11.00/12.00   33.50/35.50    58.00/60.00    80.50/82.50
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000 101.00/103.00 128.75/130.75  155.25/157.25 177.50/179.50
 1100 101.75/103.75 129.50/131.50  156.25/158.25 178.25/180.25
 1200 101.75/103.75 129.50/131.50  156.00/158.00 178.00/180.00
 1300 101.75/103.75 129.50/131.50  156.00/158.00 178.00/180.00
 1400 101.75/103.75 129.50/131.50  156.00/158.00 178.00/180.00
 1500 101.25/103.25 129.00/131.00  155.50/157.50 177.50/179.50
 1600 101.50/103.50 129.25/131.25  156.00/158.00 178.00/180.00
 1715 101.50/103.50 129.25/131.25  156.00/158.00 178.00/180.00
                        (Closing Nov 14)  
 1715 103.50/105.50 131.25/133.25  157.75/159.75 179.75/181.75
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  202.50/204.50  224.25/226.25 245.50/247.50 268.00/270.00
 1100  202.25/204.25  225.00/227.00 245.50/247.50 269.00/271.00
 1200  202.00/204.00  225.00/227.00 245.50/247.50 269.00/271.00
 1300  202.00/204.00  225.00/227.00 245.50/247.50 269.00/271.00
 1400  202.00/204.00  225.00/227.00 245.50/247.50 269.00/271.00
 1500  201.25/203.25  224.00/226.00 244.50/246.50 268.00/270.00
 1600  202.00/204.00  225.00/227.00 245.50/247.50 269.00/271.00
 1715  202.00/204.00  225.00/227.00 245.50/247.50 269.00/271.00
                        (Closing Nov 14)  
 1715  203.75/205.75  226.75/228.75 247.25/249.25 271.00/273.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.51%    4.37%    4.32%      4.34%     4.46%   4.48%
 1100   4.46%    4.34%    4.32%      4.36%     4.48%   4.51%
 1200   4.46%    4.35%    4.32%      4.37%     4.48%   4.51%
 1300   4.46%    4.35%    4.32%      4.37%     4.49%   4.51%
 1400   4.46%    4.35%    4.32%      4.37%     4.49%   4.51%
 1500   4.48%    4.34%    4.32%      4.36%     4.48%   4.50%
 1600   4.47%    4.34%    4.31%      4.36%     4.48%   4.51%
 1715   4.47%    4.34%    4.31%      4.36%     4.48%   4.51%
                        (Closing Nov 14)  
 1715   4.49%    4.38%    4.36%      4.40%     4.51%   4.53%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.46%    4.44%    4.40%      4.37%     4.34%   4.30%
 1100   4.48%    4.45%    4.41%      4.38%     4.35%   4.31%
 1200   4.47%    4.44%    4.41%      4.38%     4.35%   4.31%
 1300   4.48%    4.44%    4.41%      4.38%     4.35%   4.31%
 1400   4.48%    4.44%    4.41%      4.38%     4.35%   4.31%
 1500   4.47%    4.44%    4.40%      4.37%     4.34%   4.31%
 1600   4.48%    4.45%    4.42%      4.39%     4.36%   4.32%
 1715   4.48%    4.45%    4.42%      4.39%     4.36%   4.32%
                       (Closing Nov 14)
 1715   4.49%    4.46%    4.43%      4.39%     4.36%   4.33%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.2100/65.2200 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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