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RPT-India fwd/annualised dlr premia-(close)-Nov 17
November 17, 2017 / 4:39 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Nov 17

              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 
               02.82%           02.82%           02.82%
                                (Nov 16)            
 1000        02.00/04.25      00.50/01.25      01.50/03.00 
               02.79%           02.79%           02.79%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  06.50/08.00   29.00/31.00    53.25/55.25    75.00/77.00
 1100  06.75/07.75   29.00/31.00    53.00/55.00    75.25/77.25
 1200  06.75/07.75   29.00/31.00    53.25/55.25    75.50/77.50
 1300  06.75/07.75   29.00/31.00    53.25/55.25    75.50/77.50
 1400  06.75/07.75   29.00/31.00    53.25/55.25    75.50/77.50
 1500  06.75/07.75   29.00/31.00    53.25/55.25    75.25/77.25
 1600  06.75/07.75   29.00/31.00    53.50/55.50    75.75/77.75
 1715  06.75/07.75   29.25/31.25    53.50/55.50    75.75/77.75
                       (Closing Nov 16)
 1715  07.75/08.75   30.25/32.25    54.75/56.75    77.00/79.00
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000  97.50/99.50  125.25/127.25  151.75/153.75 173.75/175.75
 1100  98.25/100.25 126.25/128.25  152.75/154.75 174.50/176.50
 1200  98.50/100.50 126.50/128.50  153.00/155.00 175.00/177.00
 1300  98.75/100.75 126.75/128.75  153.25/155.25 175.25/177.25
 1400  98.75/100.75 126.75/128.75  153.25/155.25 175.25/177.25
 1500  98.50/100.50 126.50/128.50  153.25/155.25 175.25/177.25
 1600  99.00/101.00 127.25/129.25  153.75/155.75 175.75/177.75
 1715  99.00/101.00 127.00/129.00  153.50/155.50 175.50/177.50
                       (Closing Nov 16)  
 1715 100.00/102.00 128.25/130.25  155.00/157.00 177.00/179.00
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  197.50/199.50  220.25/222.25 240.50/242.50 264.00/266.00
 1100  198.00/200.00  220.75/222.75 241.00/243.00 265.00/267.00
 1200  198.50/200.50  221.50/223.50 242.00/244.00 265.50/267.50
 1300  198.25/200.25  221.50/223.50 242.00/244.00 265.50/267.50
 1400  198.25/200.25  221.00/223.00 241.50/243.50 265.00/267.00
 1500  198.25/200.25  221.25/223.25 241.75/243.75 265.50/267.50
 1600  199.25/201.25  222.25/224.25 243.00/245.00 266.50/268.50
 1715  199.25/201.25  222.00/224.00 242.50/244.50 266.00/268.00
                       (Closing Nov 16)  
 1715  201.00/203.00  224.00/226.00 244.75/246.75 268.50/270.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.46%    4.33%    4.32%      4.36%     4.51%   4.51%
 1100   4.45%    4.31%    4.33%      4.39%     4.54%   4.54%
 1200   4.45%    4.33%    4.34%      4.40%     4.55%   4.55%
 1300   4.45%    4.32%    4.34%      4.40%     4.56%   4.55%
 1400   4.44%    4.32%    4.33%      4.40%     4.55%   4.55%
 1500   4.44%    4.32%    4.32%      4.39%     4.54%   4.54%
 1600   4.44%    4.33%    4.34%      4.41%     4.57%   4.56%
 1715   4.47%    4.34%    4.34%      4.41%     4.56%   4.55%
                       (Closing Nov 16)  
 1715   4.49%    4.35%    4.35%      4.40%     4.54%   4.55%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.48%    4.45%    4.42%      4.38%     4.35%   4.32%
 1100   4.50%    4.46%    4.42%      4.39%     4.36%   4.32%
 1200   4.51%    4.47%    4.44%      4.40%     4.37%   4.33%
 1300   4.51%    4.46%    4.43%      4.40%     4.37%   4.33%
 1400   4.51%    4.46%    4.42%      4.39%     4.35%   4.32%
 1500   4.51%    4.45%    4.42%      4.39%     4.36%   4.32%
 1600   4.52%    4.47%    4.44%      4.41%     4.38%   4.33%
 1715   4.51%    4.47%    4.43%      4.40%     4.37%   4.33%
                       (Closing Nov 16)
 1715   4.51%    4.47%    4.44%      4.41%     4.37%   4.34%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.0100/65.0200 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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