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RPT-India fwd/annualised dlr premia-(close)-Nov 20
November 20, 2017 / 4:44 AM / in 24 days

RPT-India fwd/annualised dlr premia-(close)-Nov 20

              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 17)            
 1000        02.00/04.25      01.50/03.00      00.50/01.25 
               02.82%           02.82%           02.82%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  05.50/07.00   28.00/30.00    52.00/54.00    74.00/76.00
 1100  05.25/06.75   27.50/29.50    51.50/53.50    73.50/75.50
 1200  05.00/06.50   27.25/29.25    51.00/53.00    73.00/75.00
 1300  05.00/06.50   27.25/29.25    51.00/53.00    73.00/75.00
 1400  05.00/06.75   27.25/29.25    51.00/53.00    73.00/75.00
 1500  05.50/07.00   27.75/29.75    51.25/53.25    73.25/75.25
 1600  05.50/07.50   28.00/30.00    51.50/53.50    73.00/75.00
 1715  05.25/06.75   27.25/29.25    50.75/52.75    72.50/74.50
                       (Closing Nov 17)
 1715  06.75/07.75   29.25/31.25    53.50/55.50    75.75/77.75
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000  97.00/99.00  124.75/126.75  151.25/153.25 173.25/175.25
 1100  96.50/98.50  124.25/126.25  150.75/152.75 172.75/174.75
 1200  96.00/98.00  123.75/125.75  150.25/152.25 172.25/174.25
 1300  96.00/98.00  124.00/126.00  150.50/152.50 172.75/174.75
 1400  96.00/98.00  123.75/125.75  150.25/152.25 172.25/174.25
 1500  96.00/98.00  124.00/126.00  150.50/152.50 172.50/174.50
 1600  95.50/97.50  124.00/126.00  150.50/152.50 172.50/174.50
 1715  95.50/97.50  123.50/125.50  150.00/152.00 172.00/174.00
                       (Closing Nov 17)  
 1715  99.00/101.00 127.00/129.00  153.50/155.50 175.50/177.50
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  196.75/198.75  219.50/221.50 240.00/242.00 263.50/265.50
 1100  196.25/198.25  219.00/221.00 239.50/241.50 263.00/265.00
 1200  195.75/197.75  218.50/220.50 239.00/241.00 262.50/264.50
 1300  196.25/198.25  219.00/221.00 239.50/241.50 263.00/265.00
 1400  195.75/197.75  218.50/220.50 239.00/241.00 262.50/264.50
 1500  196.00/198.00  218.75/220.75 239.00/241.00 262.50/264.50
 1600  196.00/198.00  218.75/220.75 239.00/241.00 262.50/264.50
 1715  195.50/197.50  218.50/220.50 239.00/241.00 262.50/264.50
                       (Closing Nov 17)  
 1715  199.25/201.25  222.00/224.00 242.50/244.50 266.00/268.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.39%    4.27%    4.28%      4.35%     4.50%   4.50%
 1100   4.31%    4.23%    4.25%      4.33%     4.49%   4.49%
 1200   4.27%    4.19%    4.23%      4.30%     4.47%   4.47%
 1300   4.27%    4.19%    4.22%      4.30%     4.48%   4.48%
 1400   4.28%    4.19%    4.23%      4.31%     4.47%   4.47%
 1500   4.36%    4.22%    4.24%      4.31%     4.48%   4.48%
 1600   4.41%    4.24%    4.23%      4.28%     4.47%   4.48%
 1715   4.28%    4.17%    4.19%      4.28%     4.45%   4.46%
                       (Closing Nov 17)  
 1715   4.47%    4.34%    4.34%      4.41%     4.56%   4.55%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.47%    4.43%    4.39%      4.36%     4.33%   4.30%
 1100   4.46%    4.42%    4.38%      4.35%     4.33%   4.29%
 1200   4.44%    4.41%    4.37%      4.35%     4.32%   4.29%
 1300   4.46%    4.42%    4.38%      4.36%     4.33%   4.29%
 1400   4.45%    4.41%    4.38%      4.35%     4.32%   4.29%
 1500   4.45%    4.42%    4.38%      4.35%     4.32%   4.29%
 1600   4.45%    4.41%    4.38%      4.35%     4.32%   4.28%
 1715   4.43%    4.40%    4.37%      4.34%     4.32%   4.28%
                       (Closing Nov 17)
 1715   4.51%    4.47%    4.43%      4.40%     4.37%   4.33%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.1050/65.1150 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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