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RPT-India fwd/annualised dlr premia-(close)-Dec 6
December 6, 2017 / 4:43 AM / 7 days ago

RPT-India fwd/annualised dlr premia-(close)-Dec 6

              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
                02.83%           02.83%            02.83%
                              (Dec 5)            
 1000        01.00/02.50      00.50/01.25       00.50/01.25
                02.84%           02.84%            02.84%
---------------------------------------------------------------
 TIME      DEC            JAN           FEB            MAR
---------------------------------------------------------------
 1000  14.50/16.50   36.25/38.25    58.50/60.50    81.50/83.50
 1100  14.50/16.50   36.25/38.25    58.25/60.25    81.25/83.25
 1200  14.50/16.50   36.25/38.25    58.00/60.00    81.00/83.00
 1300  14.25/16.25   36.00/38.00    58.00/60.00    81.00/83.00
 1400  14.50/16.50   36.25/38.25    58.00/60.00    81.00/83.00
 1500  14.00/16.00   35.50/37.50    57.50/59.50    80.50/82.50
 1600  14.00/16.00   35.50/37.50    57.50/59.50    80.50/82.50
 1715  14.00/16.00   35.50/37.50    57.50/59.50    80.50/82.50
                          (Closing Dec 5) 
 1715  15.50/17.00   37.00/39.00    59.00/61.00    82.00/84.00
----------------------------------------------------------------
 TIME      APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000 111.50/113.50 138.75/140.75  161.25/163.25 185.50/187.50
 1100 111.50/113.50 138.50/140.50  161.00/163.00 185.50/187.50
 1200 111.25/113.25 138.25/140.25  161.00/163.00 185.50/187.50
 1300 111.25/113.25 138.25/140.25  160.75/162.75 185.00/187.00
 1400 111.25/113.25 138.25/140.25  161.00/163.00 185.50/187.50
 1500 110.50/112.50 137.50/139.50  159.75/161.75 183.75/185.75
 1600 110.50/112.50 137.25/139.25  159.75/161.75 183.75/185.75
 1715 110.50/112.50 137.00/139.00  159.25/161.25 183.50/185.50
                         (Closing Dec 5)  
 1715 112.00/114.00 139.25/141.25  161.75/163.75 186.00/188.00
----------------------------------------------------------------
 TIME      AUG            SEP            OCT           NOV
----------------------------------------------------------------
 1000  209.00/211.00  230.50/232.50 255.00/257.00 277.50/279.50
 1100  209.00/211.00  230.50/232.50 255.00/257.00 277.50/279.50
 1200  209.00/211.00  230.50/232.50 255.00/257.00 277.50/279.50
 1300  208.50/210.50  230.00/232.00 254.75/256.75 277.50/279.50
 1400  209.00/211.00  230.50/232.50 255.00/257.00 277.50/279.50
 1500  207.00/209.00  228.50/230.50 253.00/255.00 275.50/277.50
 1600  207.00/209.00  228.50/230.50 253.00/255.00 275.50/277.50
 1715  207.00/209.00  228.50/230.50 253.00/255.00 275.50/277.50
                          (Closing Dec 5)   
 1715  209.50/211.50  231.00/233.00 255.50/257.50 278.00/280.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.04%    3.98%    4.16%      4.39%     4.55%   4.54%
 1100   4.03%    3.98%    4.14%      4.38%     4.55%   4.53%
 1200   4.04%    3.97%    4.13%      4.37%     4.54%   4.53%
 1300   3.99%    3.95%    4.13%      4.37%     4.54%   4.53%
 1400   4.03%    3.97%    4.12%      4.37%     4.54%   4.53%
 1500   3.93%    3.90%    4.09%      4.34%     4.51%   4.50%
 1600   3.93%    3.91%    4.09%      4.34%     4.50%   4.49%
 1715   3.93%    3.90%    4.09%      4.34%     4.50%   4.48%
                         (Closing Dec 5)    
 1715   4.05%    3.98%    4.14%      4.38%     4.54%   4.54%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.52%    4.49%    4.47%      4.45%     4.43%   4.41%
 1100   4.51%    4.49%    4.47%      4.45%     4.43%   4.41%
 1200   4.51%    4.49%    4.47%      4.45%     4.43%   4.41%
 1300   4.50%    4.48%    4.46%      4.44%     4.43%   4.41%
 1400   4.51%    4.49%    4.46%      4.45%     4.43%   4.41%
 1500   4.47%    4.44%    4.42%      4.41%     4.39%   4.38%
 1600   4.47%    4.44%    4.42%      4.41%     4.39%   4.38%
 1715   4.46%    4.44%    4.42%      4.41%     4.39%   4.38%
                           (Closing Dec 5)    
 1715   4.51%    4.49%    4.47%      4.45%     4.43%   4.41%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5200/64.5300 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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