August 24, 2017 / 4:44 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Aug 24

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        02.75/04.75      02.75/03.50      00.50/01.25
                03.13%           03.92%           02.85%
                                (Aug 23)            
 1000        03.25/04.75      00.50/01.25      02.75/03.50
                03.70%           02.85%           03.91%
---------------------------------------------------------------
 TIME      AUG           SEP            OCT           NOV
---------------------------------------------------------------
 1000  00.75/01.75    23.50/25.50   48.75/50.75   72.50/74.50
 1100  00.75/01.75    23.50/25.50   48.50/50.50   72.25/74.25
 1200  00.75/01.75    23.50/25.50   48.50/50.50   72.00/74.00
 1300  00.75/01.75    23.50/25.50   48.50/50.50   72.00/74.00
 1400  00.75/01.75    23.50/25.50   48.50/50.50   72.00/74.00
 1500  00.75/01.75    23.50/25.50   48.50/50.50   72.00/74.00
 1600  00.75/01.75    23.50/25.50   48.50/50.50   72.00/74.00
 1715  00.75/01.75    23.50/25.50   48.50/50.50   72.00/74.00
                       (Closing Aug 23)
 1715  01.75/02.75    24.75/26.75   49.75/51.75   73.50/75.50
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000   95.50/97.50   121.25/123.25  142.75/144.75 164.50/166.50
 1100   95.25/97.25   120.75/122.75  142.25/144.25 164.25/166.25
 1200   94.75/96.75   120.50/122.50  142.25/144.25 164.00/166.00
 1300   94.75/96.75   120.50/122.50  142.00/144.00 164.00/166.00
 1400   94.75/96.75   120.75/122.75  142.75/144.75 164.75/166.75
 1500   94.75/96.75   120.50/122.50  142.25/144.25 164.50/166.50
 1600   94.75/96.75   120.50/122.50  142.25/144.25 164.25/166.25
 1715   94.75/96.75   120.50/122.50  142.00/144.00 164.00/166.00
                        (Closing Aug 23)
 1715   96.50/98.50   122.25/124.25  143.75/145.75 165.50/167.50
----------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL 
----------------------------------------------------------------
 1000 188.50/190.50  213.50/215.50  234.25/236.25  257.00/259.00
 1100 188.00/190.00  213.00/215.00  234.00/236.00  257.00/259.00
 1200 188.00/190.00  213.00/215.00  234.00/236.00  257.00/259.00
 1300 188.00/190.00  213.00/215.00  234.00/236.00  257.00/259.00
 1400 189.00/191.00  214.00/216.00  235.00/237.00  258.00/260.00
 1500 188.75/190.75  213.75/215.75  234.75/236.75  257.50/259.50
 1600 188.25/190.25  213.25/215.25  234.25/236.25  257.00/259.00
 1715 188.25/190.25  213.50/215.50  234.25/236.25  257.00/259.00
                       (Closing Aug 23) 
 1715 189.50/191.50  214.50/216.50  235.25/237.25  258.00/260.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.50%    4.50%    4.50%      4.51%     4.50%   4.48%
 1100   4.50%    4.48%    4.49%      4.50%     4.48%   4.46%
 1200   4.50%    4.48%    4.47%      4.47%     4.47%   4.46%
 1300   4.50%    4.48%    4.47%      4.47%     4.47%   4.45%
 1400   4.50%    4.48%    4.47%      4.47%     4.47%   4.47%
 1500   4.50%    4.48%    4.47%      4.47%     4.47%   4.46%
 1600   4.50%    4.48%    4.47%      4.47%     4.47%   4.46%
 1715   4.50%    4.48%    4.47%      4.47%     4.47%   4.45%
                       (Closing Aug 23) 
 1715   4.58%    4.52%    4.51%      4.51%     4.50%   4.48%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.47%    4.48%    4.45%      4.41%     4.38%   4.34%
 1100   4.46%    4.47%    4.44%      4.41%     4.38%   4.34%
 1200   4.45%    4.47%    4.44%      4.40%     4.38%   4.34%
 1300   4.45%    4.47%    4.43%      4.40%     4.37%   4.34% 
 1400   4.47%    4.49%    4.46%      4.42%     4.39%   4.36% 
 1500   4.47%    4.49%    4.45%      4.42%     4.38%   4.35%
 1600   4.46%    4.47%    4.44%      4.41%     4.38%   4.34%
 1715   4.46%    4.48%    4.45%      4.41%     4.38%   4.34%
                       (Closing Aug 23) 
 1715   4.47%    4.48%    4.45%      4.41%     4.38%   4.34%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0300/64.0400 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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