August 18, 2017 / 4:40 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Aug 18

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        01.75/04.00      01.25/02.75      00.50/01.25
                02.49%           02.37%           02.85%
                                (Aug 16)            
 1000        02.75/04.75      01.00/02.00      01.75/02.75
                03.12%           02.84%           03.31%
---------------------------------------------------------------
 TIME      AUG           SEP            OCT           NOV
---------------------------------------------------------------
 1000  06.25/07.75    29.00/31.00   53.75/55.75   76.75/78.75
 1100  06.50/08.00    29.25/31.25   54.00/56.00   77.25/79.25
 1200  06.25/07.75    29.00/31.00   54.00/56.00   77.25/79.25
 1300  06.50/07.50    29.25/31.25   54.00/56.00   77.25/79.25
 1400  06.50/07.50    29.25/31.25   54.00/56.00   77.25/79.25
 1500  06.50/07.50    29.25/31.25   54.00/56.00   77.25/79.25
 1600  06.50/07.50    29.25/31.25   54.25/56.25   77.25/79.25
 1715  06.50/07.50    29.25/31.25   54.25/56.25   77.50/79.50
                         (Closing Aug 16)
 1715  07.00/08.50    29.50/31.50   54.25/56.25   77.25/79.25
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000   99.00/101.00  123.75/125.75  144.25/146.25 165.25/167.25
 1100   99.50/101.50  124.25/126.25  145.00/147.00 165.75/167.75
 1200   99.50/101.50  124.25/126.25  145.00/147.00 165.75/167.75
 1300   99.75/101.75  124.50/126.50  145.25/147.25 166.50/168.50
 1400   99.75/101.75  124.75/126.75  145.75/147.75 167.25/169.25
 1500   99.50/101.50  124.50/126.50  145.50/147.50 167.00/169.00
 1600   99.50/101.50  124.50/126.50  145.50/147.50 167.00/169.00
 1715  100.00/102.00  125.00/127.00  146.00/148.00 167.50/169.50
                          (Closing Aug 16)
 1715   99.50/101.50  124.00/126.00  144.50/146.50 165.50/167.50
----------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL 
----------------------------------------------------------------
 1000 189.00/191.00  213.75/215.75  234.50/236.50  257.00/259.00
 1100 189.50/191.50  214.00/216.00  234.50/236.50  257.00/259.00
 1200 189.50/191.50  214.00/216.00  234.50/236.50  257.00/259.00
 1300 190.25/192.25  215.00/217.00  235.75/237.75  258.50/260.50
 1400 191.25/193.25  216.00/218.00  236.75/238.75  259.50/261.50
 1500 190.75/192.75  215.50/217.50  236.25/238.25  259.00/261.00
 1600 190.75/192.75  215.50/217.50  236.25/238.25  259.00/261.00
 1715 191.25/193.25  216.00/218.00  236.75/238.75  259.50/261.50
                          (Closing Aug 16) 
 1715 189.00/191.00  213.50/215.50  234.00/236.00  256.50/258.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.49%    4.46%    4.43%      4.41%     4.39%   4.36%
 1100   4.54%    4.48%    4.46%      4.44%     4.41%   4.38%
 1200   4.49%    4.48%    4.46%      4.44%     4.41%   4.38%
 1300   4.52%    4.48%    4.46%      4.45%     4.42%   4.39%
 1400   4.52%    4.48%    4.46%      4.45%     4.42%   4.40%
 1500   4.52%    4.48%    4.46%      4.44%     4.42%   4.39%
 1600   4.52%    4.50%    4.46%      4.44%     4.42%   4.39%
 1715   4.52%    4.50%    4.47%      4.46%     4.43%   4.41%
                         (Closing Aug 16) 
 1715   4.45%    4.43%    4.41%      4.40%     4.37%   4.34%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.34%    4.36%    4.34%      4.31%     4.29%   4.26%
 1100   4.36%    4.37%    4.35%      4.32%     4.29%   4.26%
 1200   4.36%    4.37%    4.35%      4.32%     4.29%   4.26%
 1300   4.38%    4.39%    4.37%      4.34%     4.31%   4.28%
 1400   4.39%    4.41%    4.39%      4.36%     4.33%   4.30%
 1500   4.39%    4.40%    4.38%      4.35%     4.32%   4.29%
 1600   4.39%    4.40%    4.38%      4.35%     4.32%   4.29%
 1715   4.40%    4.41%    4.39%      4.36%     4.33%   4.30%
                          (Closing Aug 16) 
 1715   4.33%    4.34%    4.32%      4.29%     4.26%   4.24%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.1375/64.1475 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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