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RPT-India fwd/annualised dlr premia-(close)-Nov 27
November 27, 2017 / 4:43 AM / 21 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 27

              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
                02.82%           02.82%            02.82%
                              (Nov 24)            
 1000        01.50/03.75      01.00/02.50       00.50/01.25
                02.11%           01.88%            02.82%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  00.50/01.00   21.00/23.00    42.75/44.75    64.50/66.50
 1100  00.25/01.25   21.25/23.25    42.50/44.50    64.00/66.00
 1200  00.25/01.25   21.25/23.25    42.50/44.50    64.00/66.00
 1300  00.25/01.25   20.75/22.75    42.50/44.50    64.50/66.50
 1400  00.25/01.25   20.75/22.75    42.25/44.25    64.00/66.00
 1500  00.25/01.25   20.50/22.50    42.00/44.00    63.50/65.50
 1600  00.25/01.25   21.00/23.00    42.25/44.25    63.50/65.50
 1715  00.25/01.25   21.25/23.25    42.50/44.50    63.75/65.75
                         (Closing Nov 24)
 1715  01.00/02.00   21.75/23.75    43.50/45.50    65.25/67.25
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000  87.50/89.50  116.00/118.00  142.50/144.50 164.50/166.50
 1100  86.75/88.75  115.25/117.25  141.75/143.75 163.75/165.75
 1200  86.75/88.75  115.25/117.25  141.75/143.75 163.75/165.75
 1300  87.25/89.25  115.75/117.75  142.25/144.25 164.25/166.25
 1400  86.75/88.75  115.25/117.25  141.75/143.75 163.75/165.75
 1500  86.25/88.25  114.75/116.75  141.25/143.25 163.25/165.25
 1600  86.25/88.25  114.75/116.75  141.25/143.25 163.50/165.50
 1715  86.50/88.50  115.00/117.00  141.50/143.50 163.75/165.75
                         (Closing Nov 24)   
 1715  88.00/90.00  116.50/118.50  143.00/145.00 165.25/167.25
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  188.25/190.25  211.00/213.00 232.00/234.00 256.00/258.00
 1100  187.50/189.50  210.25/212.25 231.00/233.00 255.00/257.00
 1200  187.25/189.25  210.00/212.00 231.00/233.00 255.00/257.00
 1300  187.75/189.75  210.50/212.50 231.50/233.50 255.50/257.50
 1400  187.25/189.25  210.00/212.00 231.00/233.00 255.00/257.00
 1500  186.75/188.75  209.50/211.50 230.50/232.50 254.50/256.50
 1600  187.25/189.25  210.25/212.25 231.00/233.00 255.00/257.00
 1715  187.50/189.50  210.25/212.25 231.00/233.00 255.00/257.00
                         (Closing Nov 24)  
 1715  188.75/190.75  211.50/213.50 232.25/234.25 256.00/258.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.13%    3.92%    4.05%      4.19%     4.42%   4.42%
 1100   4.18%    3.90%    4.03%      4.16%     4.40%   4.40%
 1200   4.19%    3.91%    4.03%      4.16%     4.40%   4.40%
 1300   4.09%    3.90%    4.06%      4.18%     4.42%   4.42%
 1400   4.10%    3.88%    4.03%      4.17%     4.41%   4.41%
 1500   4.05%    3.86%    4.01%      4.15%     4.39%   4.39%
 1600   4.14%    3.89%    4.01%      4.14%     4.39%   4.39%
 1715   4.20%    3.92%    4.03%      4.16%     4.41%   4.41%
                         (Closing Nov 24)  
 1715   4.14%    3.93%    4.06%      4.18%     4.42%   4.42%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.40%    4.37%    4.34%      4.33%     4.31%   4.28%
 1100   4.38%    4.36%    4.33%      4.32%     4.30%   4.27%
 1200   4.39%    4.35%    4.33%      4.32%     4.30%   4.28%
 1300   4.40%    4.37%    4.34%      4.33%     4.31%   4.28%
 1400   4.39%    4.36%    4.34%      4.33%     4.31%   4.28%
 1500   4.38%    4.35%    4.33%      4.32%     4.30%   4.28%
 1600   4.38%    4.36%    4.34%      4.33%     4.31%   4.28%
 1715   4.40%    4.37%    4.35%      4.33%     4.31%   4.29%
                         (Closing Nov 24)
 1715   4.40%    4.37%    4.35%      4.33%     4.30%   4.28%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5000/64.5100 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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