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RPT-India fwd/annualised dlr premia-(close)-Nov 13
November 13, 2017 / 4:43 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Nov 13

              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 
               02.80%           02.80%           02.80%
                                (Nov 10)            
 1000        02.00/04.25      01.50/03.00      00.50/01.25 
               02.81%           02.81%           02.81%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  11.75/13.25   34.50/36.50    59.75/61.75    82.25/84.25
 1100  11.75/13.25   34.50/36.50    59.50/61.50    82.00/84.00
 1200  11.75/13.25   34.50/36.50    59.75/61.75    82.25/84.25
 1300  11.75/13.25   34.50/36.50    59.75/61.75    82.25/84.25
 1400  11.50/13.00   34.00/36.00    59.00/61.00    81.50/83.50
 1500  11.75/13.25   34.50/36.50    59.50/61.50    81.75/83.75
 1600  11.75/13.25   34.25/36.25    59.25/61.25    81.75/83.75
 1715  11.50/13.00   34.00/36.00    58.75/60.75    81.25/83.25
                       (Closing Nov 10)
 1715  12.50/14.00   35.00/37.00    60.00/62.00    82.50/84.50
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000 105.25/107.25 133.00/135.00  160.00/162.00 182.50/184.50
 1100 105.00/107.00 132.75/134.75  159.50/161.50 182.00/184.00
 1200 105.00/107.00 132.50/134.50  159.25/161.25 181.75/183.75
 1300 105.25/107.25 133.00/135.00  159.75/161.75 182.00/184.00
 1400 104.50/106.50 132.25/134.25  159.00/161.00 181.25/183.25
 1500 104.50/106.50 132.25/134.25  159.00/161.00 181.25/183.25
 1600 104.75/106.75 132.25/134.25  159.00/161.00 181.25/183.25
 1715 104.00/106.00 131.50/133.50  158.25/160.25 180.25/182.25
                        (Closing Nov 10)  
 1715 105.50/107.50 133.00/135.00  160.00/162.00 182.50/184.50
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  206.50/208.50  229.50/231.50 250.00/252.00 273.50/275.50
 1100  206.00/208.00  229.00/231.00 249.50/251.50 273.00/275.00
 1200  205.75/207.75  228.75/230.75 249.00/251.00 272.50/274.50
 1300  205.75/207.75  228.75/230.75 249.00/251.00 272.50/274.50
 1400  205.00/207.00  228.00/230.00 248.50/250.50 272.00/274.00
 1500  205.00/207.00  228.00/230.00 248.50/250.50 272.00/274.00
 1600  205.00/207.00  228.00/230.00 248.50/250.50 272.00/274.00
 1715  204.00/206.00  227.00/229.00 247.50/249.50 271.00/273.00
                        (Closing Nov 10)  
 1715  206.50/208.50  229.50/231.50 250.00/252.00 273.50/275.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.55%    4.44%    4.42%      4.45%     4.55%   4.58%
 1100   4.54%    4.43%    4.41%      4.44%     4.54%   4.57%
 1200   4.54%    4.43%    4.42%      4.44%     4.53%   4.55%
 1300   4.54%    4.43%    4.42%      4.44%     4.55%   4.57%
 1400   4.46%    4.37%    4.37%      4.41%     4.51%   4.54%
 1500   4.53%    4.42%    4.39%      4.41%     4.51%   4.54%
 1600   4.51%    4.40%    4.38%      4.42%     4.52%   4.54%
 1715   4.47%    4.36%    4.35%      4.39%     4.49%   4.52%
                        (Closing Nov 10)  
 1715   4.52%    4.41%    4.40%      4.43%     4.54%   4.56%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.55%    4.51%    4.48%      4.44%     4.40%   4.36%
 1100   4.54%    4.50%    4.46%      4.43%     4.39%   4.35%
 1200   4.52%    4.49%    4.45%      4.41%     4.38%   4.34%
 1300   4.53%    4.49%    4.45%      4.41%     4.38%   4.34%
 1400   4.51%    4.47%    4.43%      4.40%     4.37%   4.33%
 1500   4.51%    4.47%    4.43%      4.40%     4.37%   4.33%
 1600   4.51%    4.47%    4.43%      4.40%     4.37%   4.33%
 1715   4.49%    4.45%    4.42%      4.38%     4.35%   4.32%
                        (Closing Nov 10)
 1715   4.54%    4.51%    4.47%      4.44%     4.40%   4.36%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.4200/65.4300 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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