August 29, 2017 / 4:48 AM / 24 days ago

RPT-India fwd/annualised dlr premia-(close)-Aug 29

 
              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
                02.85%           02.85%           02.85%
                                (Aug 28)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25
                02.86%           02.86%           02.86%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  21.25/23.25    45.75/47.75   69.00/71.00    91.50/93.50
 1100  21.25/23.25    45.75/47.75   69.00/71.00    91.50/93.50
 1200  21.25/23.25    46.00/48.00   69.25/71.25    91.75/93.75
 1300  21.25/23.25    46.00/48.00   69.25/71.25    91.75/93.75
 1400  21.25/23.25    46.00/48.00   69.25/71.25    91.75/93.75
 1500  21.25/23.25    46.00/48.00   69.25/71.25    91.75/93.75
 1600  21.25/23.25    46.00/48.00   69.50/71.50    92.25/94.25
 1715  21.25/23.25    46.00/48.00   69.25/71.25    91.75/93.75
                       (Closing Aug 28)
 1715  22.25/24.25    47.00/49.00   70.25/72.25    92.75/94.75
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  116.75/118.70  138.25/140.20 160.25/162.20 184.50/186.50
 1100  117.00/119.00  138.75/140.70 160.75/162.70 185.00/187.00
 1200  117.00/119.00  138.50/140.50 160.50/162.50 184.75/186.75
 1300  117.25/119.25  139.00/141.00 161.00/163.00 185.50/187.50
 1400  117.25/119.25  139.25/141.25 161.50/163.50 186.00/188.00
 1500  117.25/119.25  139.25/141.25 161.25/163.25 186.00/188.00
 1600  117.75/119.75  139.50/141.50 161.25/163.25 186.25/188.25
 1715  117.50/119.50  139.25/141.25 161.00/163.00 185.75/187.75
                       (Closing Aug 28)
 1715  118.00/120.00  139.50/141.50 161.50/163.50 185.75/187.70
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  209.75/211.70  230.50/232.50  253.00/255.00 274.00/276.00
 1100  210.25/212.20  231.00/233.00  253.50/255.50 275.00/277.00
 1200  209.75/211.75  230.50/232.50  253.00/255.00 274.50/276.50
 1300  210.75/212.75  231.75/233.75  254.50/256.50 276.00/278.00
 1400  211.25/213.25  232.25/234.25  255.00/257.00 276.50/278.50
 1500  211.25/213.25  232.25/234.25  255.25/257.25 277.00/279.00
 1600  211.50/213.50  232.50/234.50  255.25/257.25 277.00/279.00
 1715  211.00/213.00  232.00/234.00  254.75/256.75 276.50/278.50
                       (Closing Aug 28)
 1715  211.00/213.00  232.00/234.00  254.50/256.50   00.25/01.25
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.38%    4.37%    4.39%      4.40%     4.39%   4.39%
 1100   4.38%    4.37%    4.39%      4.40%     4.40%   4.40%
 1200   4.37%    4.39%    4.40%      4.41%     4.40%   4.39%
 1300   4.37%    4.39%    4.40%      4.41%     4.41%   4.41%
 1400   4.37%    4.39%    4.40%      4.41%     4.41%   4.42%
 1500   4.37%    4.39%    4.40%      4.41%     4.41%   4.42%
 1600   4.37%    4.39%    4.42%      4.43%     4.42%   4.43%
 1715   4.37%    4.39%    4.40%      4.41%     4.42%   4.42%
                       (Closing Aug 28) 
 1715   4.43%    4.42%    4.42%      4.43%     4.41%   4.41%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.40%    4.43%    4.40%      4.37%     4.34%   4.30%
 1100   4.42%    4.44%    4.41%      4.38%     4.35%   4.31%
 1200   4.41%    4.43%    4.40%      4.37%     4.34%   4.30%
 1300   4.42%    4.45%    4.42%      4.39%     4.36%   4.33%
 1400   4.43%    4.46%    4.43%      4.40%     4.37%   4.34%
 1500   4.43%    4.46%    4.43%      4.40%     4.37%   4.34%
 1600   4.43%    4.47%    4.44%      4.41%     4.37%   4.34%
 1715   4.42%    4.45%    4.43%      4.40%     4.37%   4.33%
                       (Closing Aug 28) 
 1715   4.42%    4.44%    4.42%      4.39%     4.36%   4.32%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0175/64.0275 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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