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RPT-India fwd/annualised dlr premia-(close)-Nov 10
November 10, 2017 / 4:43 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Nov 10

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        02.00/04.25      01.50/03.00      00.50/01.25 
               02.81%           02.81%           02.81%
                                (Nov 9)            
 1000        02.00/04.25      00.50/01.25      01.50/03.00 
               02.81%           02.81%           02.81%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  12.50/13.50   34.75/36.75    59.50/61.50    82.00/84.00
 1100  12.50/13.50   34.50/36.50    59.00/61.00    81.50/83.50
 1200  12.50/14.25   34.75/36.75    59.50/61.50    81.75/83.75
 1300  12.50/14.00   34.75/36.75    59.50/61.50    81.75/83.75
 1400  12.25/13.75   35.00/37.00    60.00/62.00    82.00/84.00
 1500  12.50/14.00   35.00/37.00    60.00/62.00    82.50/84.50
 1600  12.50/14.00   35.00/37.00    60.00/62.00    82.50/84.50
 1715  12.50/14.00   35.00/37.00    60.00/62.00    82.50/84.50
                       (Closing Nov 9)
 1715  13.00/15.00   35.50/37.50    60.50/62.50    83.00/85.00
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000 104.50/106.50 131.75/133.75  158.50/160.50 180.75/182.75
 1100 104.00/106.00 131.25/133.25  158.00/160.00 180.25/182.25
 1200 104.25/106.25 131.50/133.50  158.25/160.25 180.50/182.50
 1300 104.25/106.25 131.50/133.50  158.25/160.25 180.50/182.50
 1400 104.50/106.50 132.00/134.00  158.50/160.50 181.00/183.00
 1500 105.50/107.50 132.75/134.75  159.50/161.50 182.00/184.00
 1600 105.25/107.25 132.75/134.75  159.75/161.75 182.25/184.25
 1715 105.50/107.50 133.00/135.00  160.00/162.00 182.50/184.50
                        (Closing Nov 9)  
 1715 105.50/107.50 132.75/134.75  159.50/161.50 181.75/183.75
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  204.50/206.50  227.50/229.50 248.00/250.00 271.50/273.50
 1100  204.00/206.00  227.00/229.00 247.50/249.50 271.00/273.00
 1200  204.25/206.25  227.00/229.00 247.50/249.50 271.00/273.00
 1300  204.25/206.25  227.00/229.00 247.50/249.50 271.00/273.00
 1400  205.00/207.00  228.00/230.00 248.50/250.50 272.00/274.00
 1500  206.00/208.00  229.00/231.00 249.50/251.50 273.00/275.00
 1600  206.00/208.00  229.00/231.00 249.50/251.50 273.00/275.00
 1715  206.50/208.50  229.50/231.50 250.00/252.00 273.50/275.50
                        (Closing Nov 9)  
 1715  205.50/207.50  228.50/230.50 249.00/251.00 272.50/274.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.49%    4.39%    4.38%      4.41%     4.50%   4.53%
 1100   4.46%    4.35%    4.35%      4.38%     4.49%   4.52%
 1200   4.52%    4.39%    4.37%      4.40%     4.49%   4.52%
 1300   4.51%    4.39%    4.37%      4.40%     4.49%   4.52%
 1400   4.51%    4.42%    4.39%      4.41%     4.51%   4.53%
 1500   4.53%    4.42%    4.40%      4.44%     4.53%   4.56%
 1600   4.53%    4.42%    4.40%      4.43%     4.53%   4.56%
 1715   4.52%    4.41%    4.40%      4.43%     4.54%   4.56%
                        (Closing Nov 9)  
 1715   4.51%    4.40%    4.40%      4.42%     4.51%   4.54%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.51%    4.47%    4.44%      4.41%     4.37%   4.34%
 1100   4.49%    4.46%    4.43%      4.40%     4.37%   4.33%
 1200   4.50%    4.47%    4.43%      4.40%     4.37%   4.33%
 1300   4.50%    4.46%    4.43%      4.40%     4.37%   4.33%
 1400   4.51%    4.48%    4.45%      4.42%     4.38%   4.35%
 1500   4.53%    4.50%    4.46%      4.43%     4.39%   4.36%
 1600   4.54%    4.50%    4.46%      4.43%     4.39%   4.36%
 1715   4.54%    4.51%    4.47%      4.44%     4.40%   4.36%
                        (Closing Nov 9)
 1715   4.52%    4.49%    4.45%      4.42%     4.38%   4.35%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.1600/65.1700 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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