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RPT-India fwd/annualised dlr premia-(close)-Aug 23
August 23, 2017 / 4:44 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Aug 23

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        03.25/04.75      00.50/01.25      02.75/03.50
                03.70%           02.85%           03.91%
                                (Aug 22)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25
                02.85%           02.85%           02.85%
---------------------------------------------------------------
 TIME      AUG           SEP            OCT           NOV
---------------------------------------------------------------
 1000  01.75/02.75    24.50/26.50   49.75/51.75   73.50/75.50
 1100  02.00/03.00    25.00/26.50   50.00/52.00   73.50/75.50
 1200  02.00/03.00    25.00/26.50   49.75/51.75   73.25/75.25
 1300  01.75/02.75    24.75/26.75   49.50/51.50   73.00/75.00
 1400  01.75/02.75    24.75/26.75   49.75/51.75   73.25/75.25
 1500  01.75/02.75    24.75/26.75   49.50/51.50   73.25/75.25
 1600  01.75/02.75    24.50/26.50   49.75/51.75   73.50/75.50
 1715  01.75/02.75    24.75/26.75   49.75/51.75   73.50/75.50
                       (Closing Aug 22)
 1715  05.00/06.00    28.00/29.50   53.00/55.00   76.50/78.50
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000   96.25/98.25   122.00/124.00  143.50/145.50 165.00/167.00
 1100   96.25/98.25   122.00/124.00  143.50/145.50 165.00/167.00
 1200   96.25/98.25   122.00/124.00  143.50/145.50 165.00/167.00
 1300   96.00/98.00   121.50/123.50  143.00/145.00 164.50/166.50
 1400   96.25/98.25   122.00/124.00  143.50/145.50 165.00/167.00
 1500   96.25/98.25   122.00/124.00  143.50/145.50 165.00/167.00
 1600   96.25/98.25   122.00/124.00  143.50/145.50 165.00/167.00
 1715   96.50/98.50   122.25/124.25  143.75/145.75 165.50/167.50
                        (Closing Aug 22)
 1715   99.25/101.25  125.00/127.00  146.50/148.50 168.00/170.00
----------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL 
----------------------------------------------------------------
 1000 189.00/191.00  214.00/216.00  234.75/236.75  257.50/259.50
 1100 189.00/191.00  214.00/216.00  234.75/236.75  257.50/259.50
 1200 189.00/191.00  214.00/216.00  234.75/236.75  257.50/259.50
 1300 188.50/190.50  213.50/215.50  234.25/236.25  257.00/259.00
 1400 189.00/191.00  214.00/216.00  234.75/236.75  257.50/259.50
 1500 189.00/191.00  214.00/216.00  234.75/236.75  257.50/259.50
 1600 189.00/191.00  214.00/216.00  234.75/236.75  257.50/259.50
 1715 189.50/191.50  214.50/216.50  235.25/237.25  258.00/260.00
                       (Closing Aug 22) 
 1715 192.00/194.00  217.00/219.00  237.75/239.75  260.50/262.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.54%    4.52%    4.51%      4.50%     4.49%   4.47%
 1100   4.58%    4.54%    4.51%      4.50%     4.49%   4.47%
 1200   4.58%    4.51%    4.50%      4.50%     4.49%   4.47%
 1300   4.58%    4.49%    4.48%      4.49%     4.47%   4.45%
 1400   4.58%    4.51%    4.50%      4.50%     4.49%   4.47%
 1500   4.58%    4.49%    4.50%      4.50%     4.49%   4.47%
 1600   4.53%    4.51%    4.51%      4.50%     4.49%   4.47%
 1715   4.58%    4.52%    4.51%      4.51%     4.50%   4.48%
                       (Closing Aug 22) 
 1715   4.55%    4.53%    4.51%      4.50%     4.49%   4.47%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.46%    4.47%    4.44%      4.40%     4.37%   4.34%
 1100   4.46%    4.47%    4.44%      4.40%     4.37%   4.33%
 1200   4.46%    4.47%    4.44%      4.40%     4.37%   4.33%
 1300   4.44%    4.46%    4.42%      4.39%     4.36%   4.33%
 1400   4.46%    4.47%    4.44%      4.40%     4.37%   4.33%
 1500   4.46%    4.47%    4.44%      4.40%     4.37%   4.34%
 1600   4.46%    4.47%    4.44%      4.40%     4.37%   4.33%
 1715   4.47%    4.48%    4.45%      4.41%     4.38%   4.34%
                       (Closing Aug 22) 
 1715   4.46%    4.47%    4.44%      4.40%     4.37%   4.34%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.1075/64.1175 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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