November 22, 2017 / 4:43 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Nov 22

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        01.00/02.50      01.00/02.50          N/A     
               02.82%           02.82%             N/A
                               (Nov 21)            
 1000        01.50/03.25      00.50/01.25      01.00/02.00 
               02.81%           02.81%           02.81%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  04.00/05.00   25.50/27.50    48.00/50.00    69.50/71.50
 1100  03.75/05.25   25.50/27.50    47.50/49.50    69.00/71.00
 1200  03.75/05.25   25.50/27.50    47.50/49.50    68.75/70.75
 1300  03.25/04.75   24.50/26.50    46.00/48.00    67.50/69.50
 1400  03.25/05.25   25.00/27.00    46.50/48.50    68.00/70.00
 1500  03.25/04.75   24.75/26.75    46.50/48.50    68.25/70.25
 1600  03.25/04.75   24.75/26.75    46.75/48.75    68.50/70.50
 1715  03.25/04.75   24.50/26.50    46.50/48.50    68.00/70.00
                         (Closing Nov 21)
 1715  04.00/05.00   25.75/27.75    48.25/50.25    70.00/72.00
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000  92.25/94.25  120.25/122.25  146.75/148.75 168.75/170.75
 1100  91.75/93.75  119.50/121.50  145.75/147.75 167.75/169.75
 1200  91.25/93.25  119.25/121.25  145.50/147.50 167.50/169.50
 1300  90.25/92.25  118.25/120.25  144.75/146.75 166.75/168.75
 1400  90.50/92.50  119.00/121.00  145.50/147.50 168.00/170.00
 1500  91.00/93.00  119.25/121.25  145.75/147.75 167.75/169.75
 1600  91.50/93.50  120.00/122.00  146.50/148.50 168.50/170.50
 1715  90.75/92.75  119.25/121.25  145.75/147.75 167.75/169.75
                       (Closing Nov 21)  
 1715  92.75/94.75  120.75/122.75  147.25/149.25 169.50/171.50
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  192.25/194.25  215.00/217.00 235.50/237.50 259.00/261.00
 1100  191.25/193.25  214.00/216.00 234.50/236.50 258.00/260.00
 1200  191.25/193.25  214.00/216.00 234.50/236.50 258.00/260.00
 1300  190.25/192.25  213.00/215.00 233.50/235.50 257.00/259.00
 1400  191.75/193.75  214.50/216.50 235.00/237.00 258.75/260.75
 1500  191.50/193.50  214.50/216.50 235.25/237.25 259.00/261.00
 1600  192.25/194.25  215.00/217.00 235.75/237.75 259.50/261.50
 1715  191.25/193.25  214.00/216.00 234.75/236.75 258.50/260.50
                          (Closing Nov 21)  
 1715  193.25/195.25  216.00/218.00 236.50/238.50 260.00/262.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.26%    4.08%    4.13%      4.23%     4.42%   4.43%
 1100   4.27%    4.05%    4.11%      4.21%     4.40%   4.40%
 1200   4.27%    4.05%    4.09%      4.19%     4.38%   4.39%
 1300   4.10%    3.92%    4.01%      4.14%     4.34%   4.37%
 1400   4.18%    3.96%    4.04%      4.15%     4.37%   4.39%
 1500   4.13%    3.96%    4.05%      4.17%     4.38%   4.39%
 1600   4.13%    3.97%    4.06%      4.19%     4.40%   4.41%
 1715   4.09%    3.95%    4.04%      4.15%     4.37%   4.39%
                         (Closing Nov 21)  
 1715   4.30%    4.10%    4.16%      4.25%     4.43%   4.44%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.41%    4.38%    4.35%      4.33%     4.30%   4.27%
 1100   4.39%    4.36%    4.33%      4.31%     4.29%   4.26%
 1200   4.38%    4.36%    4.33%      4.31%     4.29%   4.26%
 1300   4.36%    4.33%    4.31%      4.29%     4.27%   4.24%
 1400   4.38%    4.36%    4.34%      4.32%     4.29%   4.26%
 1500   4.38%    4.36%    4.34%      4.32%     4.30%   4.27%
 1600   4.39%    4.37%    4.34%      4.32%     4.30%   4.27%
 1715   4.37%    4.35%    4.32%      4.31%     4.28%   4.25%
                         (Closing Nov 21)
 1715   4.42%    4.39%    4.37%      4.34%     4.31%   4.28%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.9100/64.9200 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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