August 30, 2017 / 4:45 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Aug 30

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        01.00/02.00      00.50/01.00      00.50/01.00
                02.85%           02.85%           02.85%
                                (Aug 29)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25
                02.85%           02.85%           02.85%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  20.00/22.00    44.75/46.75   68.00/70.00    90.50/92.50
 1100  20.00/22.00    44.75/46.75   68.00/70.00    90.50/92.50
 1200  20.00/22.00    44.50/46.50   67.75/69.75    90.25/92.25
 1300  20.00/22.00    44.75/46.75   68.00/70.00    90.50/92.50
 1400  20.00/22.00    44.25/46.25   67.25/69.25    89.75/91.75
 1500  20.00/22.00    44.50/46.50   67.50/69.50    90.00/92.00
 1600  20.00/22.00    44.50/46.50   67.50/69.50    90.00/92.00
 1715  20.00/22.00    44.50/46.50   67.75/69.75    90.25/92.25
                       (Closing Aug 29)
 1715  21.25/23.25    46.00/48.00   69.25/71.25    91.75/93.75
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  116.00/118.00  138.00/140.00 160.25/162.20 184.75/186.70
 1100  116.00/118.00  138.00/140.00 160.25/162.20 184.75/186.70
 1200  115.50/117.50  137.25/139.25 159.25/161.25 183.75/185.75
 1300  116.00/118.00  137.75/139.75 159.50/161.50 184.25/186.25
 1400  115.00/117.00  136.75/138.75 158.75/160.75 183.25/185.25
 1500  115.25/117.25  137.00/139.00 159.00/161.00 183.50/185.50
 1600  115.25/117.25  137.25/139.25 159.25/161.25 184.00/186.00
 1715  115.75/117.75  137.75/139.75 160.00/162.00 184.75/186.75
                       (Closing Aug 29)
 1715  117.50/119.50  139.25/141.25 161.00/163.00 185.75/187.75
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  210.00/212.00  231.00/233.00  254.00/256.00 275.50/277.50
 1100  210.00/212.00  231.00/233.00  254.00/256.00 275.50/277.50
 1200  209.00/211.00  230.00/232.00  253.00/255.00 274.50/276.50
 1300  209.50/211.50  230.25/232.25  253.00/255.00 274.50/276.50
 1400  208.50/210.50  229.50/231.50  252.50/254.50 274.00/276.00
 1500  209.00/211.00  230.00/232.00  253.00/255.00 274.50/276.50
 1600  209.50/211.50  230.50/232.50  253.50/255.50 275.00/277.00
 1715  210.25/212.25  231.50/233.50  254.50/256.50 276.00/278.00
                       (Closing Aug 29)
 1715  211.00/213.00  232.00/234.00  254.75/256.75 276.50/278.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.30%    4.35%    4.38%      4.39%     4.39%   4.41%
 1100   4.30%    4.35%    4.38%      4.39%     4.39%   4.41%
 1200   4.29%    4.33%    4.36%      4.38%     4.38%   4.38%
 1300   4.30%    4.35%    4.38%      4.39%     4.40%   4.40%
 1400   4.29%    4.31%    4.34%      4.36%     4.36%   4.37%
 1500   4.29%    4.33%    4.35%      4.37%     4.37%   4.38%
 1600   4.29%    4.33%    4.35%      4.36%     4.37%   4.38%
 1715   4.29%    4.33%    4.36%      4.37%     4.38%   4.40%
                       (Closing Aug 29) 
 1715   4.37%    4.39%    4.40%      4.41%     4.42%   4.42%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.43%    4.45%    4.43%      4.40%     4.37%   4.34%
 1100   4.43%    4.45%    4.43%      4.40%     4.37%   4.34%
 1200   4.40%    4.43%    4.41%      4.38%     4.35%   4.32%
 1300   4.41%    4.44%    4.42%      4.38%     4.35%   4.32%
 1400   4.39%    4.42%    4.40%      4.37%     4.35%   4.31%
 1500   4.40%    4.42%    4.41%      4.38%     4.36%   4.32%
 1600   4.41%    4.43%    4.42%      4.39%     4.36%   4.33%
 1715   4.42%    4.45%    4.43%      4.40%     4.37%   4.34%
                       (Closing Aug 29) 
 1715   4.42%    4.45%    4.43%      4.40%     4.37%   4.33%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0150/64.0250 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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