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RPT-India fwd/annualised dlr premia-(close)-Nov 14
November 14, 2017 / 4:45 AM / 7 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 14

              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 
               02.79%           02.79%           02.79%
                                (Nov 13)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25 
               02.80%           02.80%           02.80%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  10.75/12.25   33.50/35.50    58.50/60.50    80.50/82.50
 1100  10.75/12.25   33.25/35.25    57.75/59.75    80.25/82.25
 1200  10.75/12.25   33.50/35.50    58.50/60.50    80.75/82.75
 1300  10.75/12.25   33.50/35.50    58.25/60.25    80.25/82.25
 1400  10.75/12.25   33.50/35.50    58.25/60.25    80.25/82.25
 1500  10.75/12.25   33.25/35.25    57.75/59.75    80.00/82.00
 1600  10.75/12.25   33.25/35.25    57.75/59.75    80.25/82.25
 1715  11.00/12.00   33.50/35.50    58.00/60.00    80.50/82.50
                       (Closing Nov 13)
 1715  11.50/13.00   34.00/36.00    58.75/60.75    81.25/83.25
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000 103.00/105.00 130.75/132.75  157.50/159.50 180.00/182.00
 1100 103.25/105.25 131.00/133.00  157.75/159.75 180.00/182.00
 1200 103.50/105.50 131.25/133.25  158.00/160.00 180.50/182.50
 1300 103.25/105.25 131.25/133.25  158.25/160.25 180.50/182.50
 1400 103.25/105.25 131.25/133.25  158.25/160.25 180.50/182.50
 1500 103.00/105.00 130.50/132.50  157.25/159.25 179.50/181.50
 1600 103.25/105.25 131.00/133.00  157.50/159.50 179.50/181.50
 1715 103.50/105.50 131.25/133.25  157.75/159.75 179.75/181.75
                        (Closing Nov 13)  
 1715 104.00/106.00 131.50/133.50  158.25/160.25 180.25/182.25
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  204.00/206.00  227.00/229.00 247.50/249.50 271.00/273.00
 1100  204.00/206.00  227.00/229.00 247.50/249.50 271.00/273.00
 1200  204.50/206.50  227.50/229.50 248.00/250.00 271.50/273.50
 1300  204.50/206.50  227.50/229.50 248.00/250.00 271.50/273.50
 1400  204.50/206.50  227.50/229.50 248.00/250.00 271.50/273.50
 1500  203.50/205.50  226.50/228.50 247.00/249.00 270.50/272.50
 1600  203.50/205.50  226.50/228.50 247.00/249.00 270.50/272.50
 1715  203.75/205.75  226.75/228.75 247.25/249.25 271.00/273.00
                        (Closing Nov 13)  
 1715  204.00/206.00  227.00/229.00 247.50/249.50 271.00/273.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.50%    4.41%    4.37%      4.39%     4.50%   4.53%
 1100   4.46%    4.35%    4.34%      4.39%     4.50%   4.53%
 1200   4.49%    4.40%    4.37%      4.40%     4.51%   4.53%
 1300   4.49%    4.39%    4.35%      4.39%     4.50%   4.54%
 1400   4.49%    4.38%    4.35%      4.38%     4.50%   4.54%
 1500   4.46%    4.35%    4.33%      4.37%     4.48%   4.51%
 1600   4.47%    4.36%    4.35%      4.39%     4.50%   4.53%
 1715   4.49%    4.38%    4.36%      4.40%     4.51%   4.53%
                        (Closing Nov 13)  
 1715   4.47%    4.36%    4.35%      4.39%     4.49%   4.52%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.50%    4.47%    4.44%      4.40%     4.37%   4.33%
 1100   4.50%    4.46%    4.43%      4.39%     4.36%   4.33%
 1200   4.50%    4.47%    4.44%      4.40%     4.37%   4.33%
 1300   4.51%    4.48%    4.44%      4.40%     4.37%   4.34%
 1400   4.51%    4.47%    4.44%      4.40%     4.37%   4.33%
 1500   4.48%    4.45%    4.42%      4.39%     4.35%   4.32%
 1600   4.49%    4.46%    4.43%      4.39%     4.36%   4.33%
 1715   4.49%    4.46%    4.43%      4.39%     4.36%   4.33%
                        (Closing Nov 13)
 1715   4.49%    4.45%    4.42%      4.38%     4.35%   4.32%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.4150/65.4250 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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