August 28, 2017 / 4:44 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Aug 28

 
              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
                02.86%           02.86%           02.86%
                                (Aug 24)            
 1000        02.75/04.75      02.75/03.50      00.50/01.25
                03.13%           03.92%           02.85%
---------------------------------------------------------------
 TIME      AUG           SEP            OCT           NOV
---------------------------------------------------------------
 1000  00.25/01.25    22.75/24.75   47.50/49.50   71.00/73.00
 1100  00.25/01.25    22.25/24.25   47.00/49.00   70.25/72.25
 1200  00.25/01.25    22.50/24.50   47.25/49.25   70.50/72.50
 1300  00.25/01.25    22.50/24.50   47.25/49.25   70.50/72.50
 1400  00.25/01.25    22.75/24.75   47.50/49.50   70.75/72.75
 1500  00.25/01.25    22.25/24.25   46.75/48.75   70.00/72.00
 1600  00.25/01.25    22.25/24.25   47.00/49.00   70.25/72.25
 1715  00.25/01.25    22.25/24.25   47.00/49.00   70.25/72.25
                       (Closing Aug 24)
 1715  00.75/01.75    23.50/25.50   48.50/50.50   72.00/74.00
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000   94.00/96.00   119.50/121.50  141.00/143.00 162.50/164.50
 1100   92.75/94.75   118.25/120.25  139.75/141.75 161.75/163.75
 1200   93.00/95.00   118.50/120.50  140.00/142.00 161.75/163.75
 1300   93.25/95.25   118.75/120.75  140.25/142.25 161.75/163.75
 1400   93.50/95.50   118.75/120.75  140.25/142.25 161.75/163.75
 1500   92.50/94.50   117.75/119.70  139.25/141.20 161.25/163.20
 1600   93.00/95.00   118.25/120.25  139.75/141.75 161.25/163.25
 1715   92.75/94.75   118.00/120.00  139.50/141.50 161.50/163.50
                       (Closing Aug 24)
 1715   94.75/96.75   120.50/122.50  142.00/144.00 164.00/166.00
----------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL 
----------------------------------------------------------------
 1000 186.50/188.50  211.50/213.50  232.25/234.25  255.00/257.00
 1100 185.50/187.50  210.50/212.50  231.25/233.25  254.00/256.00
 1200 185.50/187.50  210.25/212.25  231.00/233.00  253.50/255.50
 1300 185.75/187.75  210.75/212.75  231.50/233.50  254.00/256.00
 1400 186.00/188.00  211.00/213.00  231.50/233.50  254.00/256.00
 1500 185.25/187.20  210.25/212.20  231.00/233.00  253.50/255.50
 1600 185.50/187.50  210.25/212.25  231.00/233.00  253.50/255.50
 1715 185.75/187.70  211.00/213.00  232.00/234.00  254.50/256.50
                       (Closing Aug 24) 
 1715 188.25/190.25  213.50/215.50  234.25/236.25  257.00/259.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.52%    4.47%    4.47%      4.49%     4.47%   4.46%
 1100   4.43%    4.42%    4.42%      4.43%     4.42%   4.42%
 1200   4.48%    4.45%    4.44%      4.44%     4.43%   4.43%
 1300   4.48%    4.45%    4.44%      4.45%     4.44%   4.43%
 1400   4.52%    4.47%    4.46%      4.46%     4.44%   4.44%
 1500   4.43%    4.40%    4.41%      4.42%     4.41%   4.40%
 1600   4.43%    4.42%    4.42%      4.44%     4.42%   4.42%
 1715   4.43%    4.42%    4.42%      4.43%     4.41%   4.41%
                       (Closing Aug 24) 
 1715   4.50%    4.48%    4.47%      4.47%     4.47%   4.45%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.45%    4.46%    4.43%      4.40%     4.37%   4.33%
 1100   4.43%    4.44%    4.41%      4.38%     4.35%   4.32%
 1200   4.43%    4.44%    4.41%      4.38%     4.34%   4.31%
 1300   4.43%    4.45%    4.42%      4.38%     4.35%   4.32%
 1400   4.43%    4.45%    4.42%      4.38%     4.35%   4.32%
 1500   4.41%    4.43%    4.41%      4.38%     4.34%   4.31%
 1600   4.41%    4.44%    4.41%      4.37%     4.34%   4.31%
 1715   4.42%    4.44%    4.42%      4.39%     4.36%   4.32%
                       (Closing Aug 24) 
 1715   4.46%    4.48%    4.45%      4.41%     4.38%   4.34%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.9000/63.9100 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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