November 24, 2017 / 4:42 AM / 7 months ago

RPT-India fwd/annualised dlr premia-(close)-Nov 24

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
 1000        01.50/03.75      01.00/02.50       00.50/01.25
                02.11%           01.88%            02.82%
                              (Nov 23)            
 1000            N/A             N/A            01.50/03.00
                 N/A             N/A               02.81%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  00.75/01.75   22.00/24.00    43.75/45.75    65.50/67.50
 1100  01.00/02.00   22.25/24.25    44.25/46.25    65.75/67.75
 1200  01.00/02.00   22.25/24.25    44.00/46.00    65.50/67.50
 1300  00.75/01.75   21.75/23.75    43.50/45.50    65.25/67.25
 1400  01.00/02.00   22.25/24.25    43.75/45.75    65.25/67.25
 1500  01.00/02.00   21.75/23.75    43.50/45.50    65.25/67.25
 1600  00.75/01.75   22.25/24.25    43.75/45.75    65.25/67.25
 1715  01.00/02.00   21.75/23.75    43.50/45.50    65.25/67.25
                         (Closing Nov 23)
 1715  01.50/02.50   22.50/24.50    44.50/46.50    66.25/68.25
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000  88.50/90.50  117.00/119.00  143.75/145.75 166.00/168.00
 1100  88.75/90.75  117.25/119.25  144.00/146.00 166.25/168.25
 1200  88.50/90.50  117.00/119.00  143.50/145.50 165.75/167.75
 1300  88.00/90.00  116.50/118.50  143.00/145.00 165.25/167.25
 1400  88.00/90.00  116.50/118.50  143.00/145.00 165.25/167.25
 1500  88.00/90.00  116.50/118.50  143.00/145.00 165.25/167.25
 1600  87.75/89.75  116.25/118.25  142.50/144.50 164.50/166.50
 1715  88.00/90.00  116.50/118.50  143.00/145.00 165.25/167.25
                         (Closing Nov 23)   
 1715  89.00/91.00  117.50/119.50  144.00/146.00 166.00/168.00
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  190.00/192.00  213.00/215.00 233.50/235.50 257.50/259.50
 1100  190.25/192.25  213.25/215.25 234.00/236.00 258.00/260.00
 1200  189.75/191.75  212.75/214.75 233.50/235.50 257.50/259.50
 1300  189.00/191.00  212.00/214.00 233.00/235.00 257.00/259.00
 1400  189.00/191.00  211.75/213.75 232.50/234.50 256.50/258.50
 1500  188.75/190.75  211.50/213.50 232.50/234.50 256.50/258.50
 1600  188.50/190.50  211.50/213.50 232.00/234.00 256.00/258.00
 1715  188.75/190.75  211.50/213.50 232.25/234.25 256.00/258.00
                         (Closing Nov 23)  
 1715  189.75/191.75  212.50/214.50 233.25/235.25 257.00/259.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.18%    3.95%    4.08%      4.21%     4.44%   4.44%
 1100   4.23%    3.99%    4.09%      4.22%     4.44%   4.44%
 1200   4.23%    3.97%    4.08%      4.20%     4.44%   4.43%
 1300   4.14%    3.93%    4.06%      4.19%     4.42%   4.42%
 1400   4.23%    3.96%    4.07%      4.19%     4.42%   4.42%
 1500   4.14%    3.93%    4.06%      4.18%     4.42%   4.41%
 1600   4.23%    3.95%    4.06%      4.17%     4.41%   4.40%
 1715   4.14%    3.93%    4.06%      4.18%     4.42%   4.42%
                         (Closing Nov 23)  
 1715   4.15%    3.96%    4.08%      4.20%     4.44%   4.43%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.42%    4.40%    4.37%      4.35%     4.33%   4.30%
 1100   4.43%    4.40%    4.38%      4.36%     4.33%   4.31%
 1200   4.41%    4.39%    4.37%      4.35%     4.33%   4.30%
 1300   4.41%    4.38%    4.36%      4.34%     4.32%   4.30%
 1400   4.41%    4.38%    4.35%      4.34%     4.32%   4.29%
 1500   4.40%    4.37%    4.34%      4.33%     4.31%   4.29%
 1600   4.38%    4.36%    4.34%      4.32%     4.30%   4.28%
 1715   4.40%    4.37%    4.35%      4.33%     4.30%   4.28%
                         (Closing Nov 23)
 1715   4.41%    4.39%    4.36%      4.34%     4.32%   4.29%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.6975/64.7075 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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