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RPT-India fwd/annualised dlr premia-(close)-Aug 31
August 31, 2017 / 4:45 AM / 19 days ago

RPT-India fwd/annualised dlr premia-(close)-Aug 31

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        02.25/05.25      00.50/01.25      01.75/03.75
                02.56%           02.85%           02.49%
                                (Aug 30)            
 1000        01.00/02.00      00.50/01.00      00.50/01.00
                02.85%           02.85%           02.85%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  17.25/19.25    41.75/43.75   65.00/67.00    87.75/89.75
 1100  17.25/19.25    41.75/43.75   65.00/67.00    87.75/89.75
 1200  17.00/19.00    41.50/43.50   64.75/66.75    87.25/89.25
 1300  17.50/19.00    41.75/43.75   64.75/66.75    87.00/89.00
 1400  17.50/19.00    41.75/43.75   64.75/66.75    87.00/89.00
 1500  17.25/18.75    41.75/43.75   64.75/66.75    87.25/89.25
 1600  17.00/19.00    41.50/43.50   64.50/66.50    87.25/89.25
 1715  17.25/18.75    41.25/43.25   64.25/66.25    86.50/88.50
                       (Closing Aug 30)
 1715  20.00/22.00    44.50/46.50   67.75/69.75    90.25/92.25
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  113.25/115.25  135.25/137.25 157.25/159.25 182.25/184.25
 1100  113.25/115.25  135.25/137.25 157.25/159.25 182.25/184.25
 1200  113.00/115.00  135.00/137.00 157.00/159.00 182.00/184.00
 1300  113.00/115.00  134.75/136.75 157.00/159.00 182.00/184.00
 1400  113.00/115.00  134.75/136.75 157.00/159.00 182.00/184.00
 1500  113.00/115.00  134.75/136.75 157.00/159.00 182.00/184.00
 1600  112.75/114.75  134.75/136.75 157.00/159.00 182.00/184.00
 1715  112.00/114.00  134.00/136.00 156.50/158.50 181.50/183.50
                       (Closing Aug 30)
 1715  115.75/117.75  137.75/139.75 160.00/162.00 184.75/186.75
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  208.00/210.00  229.25/231.25  252.00/254.00 274.00/276.00
 1100  207.75/209.75  229.00/231.00  252.00/254.00 274.00/276.00
 1200  207.75/209.75  229.00/231.00  252.00/254.00 274.00/276.00
 1300  208.00/210.00  229.00/231.00  252.00/254.00 274.00/276.00
 1400  208.00/210.00  229.00/231.00  252.00/254.00 274.00/276.00
 1500  208.00/210.00  229.00/231.00  252.00/254.00 274.00/276.00
 1600  208.00/210.00  229.00/231.00  252.00/254.00 274.00/276.00
 1715  207.50/209.50  228.50/230.50  251.50/253.50 273.50/275.50
                       (Closing Aug 30)
 1715  210.25/212.25  231.50/233.50  254.50/256.50 276.00/278.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.34%    4.36%    4.38%      4.40%     4.40%   4.41%
 1100   4.34%    4.36%    4.38%      4.40%     4.40%   4.42%
 1200   4.29%    4.34%    4.36%      4.38%     4.39%   4.41%
 1300   4.34%    4.36%    4.36%      4.37%     4.39%   4.40%
 1400   4.34%    4.36%    4.36%      4.37%     4.40%   4.40%
 1500   4.31%    4.36%    4.37%      4.38%     4.40%   4.41%
 1600   4.30%    4.34%    4.36%      4.38%     4.39%   4.41%
 1715   4.29%    4.32%    4.34%      4.35%     4.37%   4.39%
                       (Closing Aug 30) 
 1715   4.29%    4.33%    4.36%      4.37%     4.38%   4.40%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.43%    4.46%    4.44%      4.41%     4.38%   4.35%
 1100   4.44%    4.46%    4.44%      4.41%     4.38%   4.35%
 1200   4.43%    4.45%    4.44%      4.41%     4.38%   4.35%
 1300   4.43%    4.46%    4.44%      4.41%     4.38%   4.35%
 1400   4.43%    4.46%    4.44%      4.41%     4.38%   4.35%
 1500   4.43%    4.46%    4.45%      4.41%     4.38%   4.36%
 1600   4.44%    4.46%    4.45%      4.42%     4.38%   4.36%
 1715   4.42%    4.45%    4.44%      4.41%     4.38%   4.35%
                       (Closing Aug 30) 
 1715   4.42%    4.45%    4.43%      4.40%     4.37%   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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