August 16, 2017 / 4:41 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Aug 16

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        02.75/04.75      01.00/02.00      01.75/02.75
                03.12%           02.84%           03.31%
                                (Aug 14)            
 1000        02.00/04.00      01.00/02.00      01.00/02.00
                02.85%           02.85%           02.85%
---------------------------------------------------------------
 TIME      AUG           SEP            OCT           NOV
---------------------------------------------------------------
 1000  07.00/08.50    30.00/32.00   54.75/56.75   77.75/79.75
 1100  07.00/08.50    30.00/32.00   54.75/56.75   77.75/79.75
 1200  07.00/08.50    29.75/31.75   54.50/56.50   77.50/79.50
 1300  07.00/08.50    29.75/31.75   54.75/56.75   77.75/79.75
 1400  07.00/08.50    29.75/31.75   54.50/56.50   77.50/79.50
 1500  07.00/08.50    29.75/31.75   54.50/56.50   77.50/79.50
 1600  07.00/08.50    29.50/31.50   54.25/56.25   77.25/79.25
 1715  07.00/08.50    29.50/31.50   54.25/56.25   77.25/79.25
                         (Closing Aug 14)
 1715  09.00/10.50    32.00/34.00   57.00/59.00   80.00/82.00 
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000  100.00/102.00  124.50/126.50  145.00/147.00 166.00/168.00
 1100  100.00/102.00  124.50/126.50  145.00/147.00 166.00/168.00
 1200  100.00/102.00  124.75/126.75  145.25/147.25 166.25/168.25
 1300  100.00/102.00  124.50/126.50  145.00/147.00 166.00/168.00
 1400   99.75/101.75  124.50/126.50  145.00/147.00 165.50/167.50
 1500   99.75/101.75  124.50/126.50  145.00/147.00 166.00/168.00
 1600   99.50/101.50  124.00/126.00  144.50/146.50 165.50/167.50
 1715   99.50/101.50  124.00/126.00  144.50/146.50 165.50/167.50
                          (Closing Aug 14)
 1715  102.00/104.00  126.25/128.25  146.75/148.75 167.75/169.75
----------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL 
----------------------------------------------------------------
 1000 189.50/191.50  214.25/216.25  235.00/237.00  257.50/259.50
 1100 189.75/191.75  214.50/216.50  235.25/237.25  258.00/260.00
 1200 189.75/191.75  214.25/216.25  234.75/236.75  257.50/259.50
 1300 189.50/191.50  214.00/216.00  234.50/236.50  257.00/259.00
 1400 189.00/191.00  213.50/215.50  234.00/236.00  256.50/258.50
 1500 189.50/191.50  214.25/216.25  235.00/237.00  257.50/259.50
 1600 189.00/191.00  213.75/215.75  234.50/236.50  257.00/259.00
 1715 189.00/191.00  213.50/215.50  234.00/236.00  256.50/258.50
                         (Closing Aug 14) 
 1715 191.25/193.25  216.00/218.00  236.50/238.50  259.00/261.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.50%    4.47%    4.43%      4.42%     4.38%   4.35%
 1100   4.51%    4.47%    4.44%      4.42%     4.38%   4.35%
 1200   4.47%    4.45%    4.42%      4.41%     4.39%   4.36%
 1300   4.48%    4.47%    4.44%      4.42%     4.39%   4.35%
 1400   4.48%    4.45%    4.42%      4.41%     4.38%   4.35%
 1500   4.48%    4.45%    4.42%      4.41%     4.38%   4.35%
 1600   4.45%    4.43%    4.41%      4.40%     4.37%   4.34%
 1715   4.45%    4.43%    4.41%      4.40%     4.37%   4.34%
                         (Closing Aug 14) 
 1715   4.44%    4.46%    4.44%      4.42%     4.38%   4.34%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.33%    4.34%    4.33%      4.30%     4.27%   4.25%
 1100   4.33%    4.35%    4.33%      4.31%     4.28%   4.26%
 1200   4.34%    4.35%    4.33%      4.30%     4.27%   4.25%
 1300   4.34%    4.35%    4.33%      4.30%     4.27%   4.25%
 1400   4.33%    4.34%    4.32%      4.29%     4.26%   4.24%
 1500   4.34%    4.35%    4.33%      4.31%     4.28%   4.25%
 1600   4.33%    4.34%    4.32%      4.30%     4.27%   4.25%
 1715   4.33%    4.34%    4.32%      4.29%     4.26%   4.24%
                          (Closing Aug 14) 
 1715   4.33%    4.34%    4.33%      4.30%     4.28%   4.25% 
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.1500/64.1600 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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