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RPT-India fwd/annualised dlr premia-(close)-Nov 23
November 23, 2017 / 4:45 AM / 18 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 23

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000            N/A             N/A            01.50/03.00
                 N/A             N/A               02.81%
                                (Nov 22)            
 1000        01.00/02.50      01.00/02.50          N/A     
               02.82%           02.82%             N/A
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  01.50/02.50   23.00/25.00    44.75/46.75    66.25/68.25
 1100  01.75/02.75   22.75/24.75    44.75/46.75    66.50/68.50
 1200  01.75/02.75   22.75/24.75    44.75/46.75    66.50/68.50
 1300  01.50/02.50   22.50/24.50    44.50/46.50    66.25/68.25
 1400  01.50/02.50   22.50/24.50    44.50/46.50    66.25/68.25
 1500  01.50/02.50   22.50/24.50    44.50/46.50    66.25/68.25
 1600  01.00/03.00   23.00/25.00    44.50/46.50    66.00/68.00
 1715  01.50/02.50   22.50/24.50    44.50/46.50    66.25/68.25
                         (Closing Nov 22)
 1715  03.25/04.75   24.50/26.50    46.50/48.50    68.00/70.00
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000  89.00/91.00  117.25/119.25  143.75/145.75 166.00/168.00
 1100  89.50/91.50  118.00/120.00  144.50/146.50 166.75/168.75
 1200  89.50/91.50  118.00/120.00  144.50/146.50 166.75/168.75
 1300  89.00/91.00  117.50/119.50  144.00/146.00 166.25/168.25
 1400  89.00/91.00  117.50/119.50  144.00/146.00 166.25/168.25
 1500  89.00/91.00  117.50/119.50  144.00/146.00 166.25/168.25
 1600  88.75/90.75  117.00/119.00  143.75/145.75 166.00/168.00
 1715  89.00/91.00  117.50/119.50  144.00/146.00 166.00/168.00
                         (Closing Nov 22)   
 1715  90.75/92.75  119.25/121.25  145.75/147.75 167.75/169.75
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  189.75/191.75  212.50/214.50 233.25/235.25 257.00/259.00
 1100  190.50/192.50  213.50/215.50 234.25/236.25 258.00/260.00
 1200  190.50/192.50  213.50/215.50 234.50/236.50 258.50/260.50
 1300  190.00/192.00  213.00/215.00 234.00/236.00 258.00/260.00
 1400  190.00/192.00  213.00/215.00 234.00/236.00 258.00/260.00
 1500  190.00/192.00  213.00/215.00 234.00/236.00 258.00/260.00
 1600  190.00/192.00  213.00/215.00 233.50/235.50 257.50/259.50
 1715  189.75/191.75  212.50/214.50 233.25/235.25 257.00/259.00
                         (Closing Nov 22)  
 1715  191.25/193.25  214.00/216.00 234.75/236.75 258.50/260.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.22%    3.97%    4.07%      4.18%     4.41%   4.40%
 1100   4.18%    3.97%    4.08%      4.21%     4.44%   4.43%
 1200   4.18%    3.97%    4.09%      4.21%     4.44%   4.43%
 1300   4.13%    3.95%    4.07%      4.19%     4.42%   4.41%
 1400   4.13%    3.95%    4.07%      4.19%     4.42%   4.42%
 1500   4.14%    3.95%    4.07%      4.19%     4.42%   4.42%
 1600   4.23%    3.96%    4.06%      4.18%     4.41%   4.41%
 1715   4.15%    3.96%    4.08%      4.20%     4.44%   4.43%
                         (Closing Nov 22)  
 1715   4.09%    3.95%    4.04%      4.15%     4.37%   4.39%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.39%    4.37%    4.34%      4.32%     4.30%   4.27%
 1100   4.41%    4.39%    4.36%      4.34%     4.32%   4.29%
 1200   4.42%    4.39%    4.37%      4.35%     4.33%   4.30%
 1300   4.40%    4.38%    4.35%      4.34%     4.32%   4.29%
 1400   4.40%    4.38%    4.35%      4.34%     4.32%   4.29%
 1500   4.41%    4.38%    4.36%      4.34%     4.32%   4.29%
 1600   4.40%    4.38%    4.36%      4.34%     4.31%   4.29%
 1715   4.41%    4.39%    4.36%      4.34%     4.32%   4.29%
                         (Closing Nov 22)
 1715   4.37%    4.35%    4.32%      4.31%     4.28%   4.25%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5800/64.5900 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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