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RPT-India fwd/annualised dlr premia-(close)-Nov 28
November 28, 2017 / 4:50 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Nov 28

              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
                02.83%           02.83%            02.83%
                              (Nov 27)            
 1000        01.00/02.50      00.50/01.25       00.50/01.25
                02.82%           02.82%            02.82%
---------------------------------------------------------------
 TIME      DEC            JAN           FEB            MAR
---------------------------------------------------------------
 1000  19.50/21.50   40.50/42.50    61.75/63.75    84.25/86.25
 1100  19.75/21.75   40.50/42.50    61.50/63.50    84.00/86.00
 1200  19.25/21.25   40.00/42.00    61.00/63.00    83.25/85.25
 1300  19.25/21.25   40.00/42.00    61.00/63.00    83.50/85.50
 1400  19.50/21.50   40.25/42.25    61.25/63.25    83.50/85.50
 1500  19.00/21.00   39.50/41.50    60.50/62.50    83.00/85.00
 1600  19.50/21.50   40.25/42.25    61.25/63.25    83.75/85.75
 1715  19.75/21.75   40.50/42.50    61.50/63.50    84.25/86.25
                         (Closing Nov 27)
 1715  21.25/23.25   42.50/44.50    63.75/65.75    86.50/88.50
----------------------------------------------------------------
 TIME      APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000 112.50/114.50 138.75/140.75  160.75/162.75 184.25/186.25
 1100 112.25/114.25 138.25/140.25  160.25/162.25 184.00/186.00
 1200 111.50/113.50 137.75/139.75  159.75/161.75 183.25/185.25
 1300 112.00/114.00 138.25/140.25  160.25/162.25 183.75/185.75
 1400 112.00/114.00 138.25/140.25  160.25/162.25 184.00/186.00
 1500 111.50/113.50 138.00/140.00  160.00/162.00 183.75/185.75
 1600 112.50/114.50 139.00/141.00  161.50/163.50 185.50/187.50
 1715 113.25/115.25 139.75/141.75  162.25/164.25 186.25/188.25
                         (Closing Nov 27)   
 1715 115.00/117.00 141.50/143.50  163.75/165.75 187.50/189.50
----------------------------------------------------------------
 TIME      AUG            SEP            OCT           NOV
----------------------------------------------------------------
 1000  207.00/209.00  227.75/229.75 251.50/253.50 272.50/274.50
 1100  206.75/208.75  227.25/229.25 251.00/253.00 272.00/274.00
 1200  206.00/208.00  226.75/228.75 250.50/252.50 271.50/273.50
 1300  206.50/208.50  227.25/229.25 251.00/253.00 272.00/274.00
 1400  206.75/208.75  227.50/229.50 251.25/253.25 272.50/274.50
 1500  206.50/208.50  227.50/229.50 251.50/253.50 273.00/275.00
 1600  208.50/210.50  229.50/231.50 253.50/255.50 275.00/277.00
 1715  209.50/211.50  230.50/232.50 254.50/256.50 276.00/278.00
                         (Closing Nov 27)  
 1715  210.25/212.25  231.00/233.00 255.00/257.00  00.25/01.25 
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.00%    3.79%    3.94%      4.09%     4.34%   4.34%
 1100   4.06%    3.79%    3.94%      4.08%     4.34%   4.34%
 1200   3.96%    3.75%    3.91%      4.05%     4.31%   4.32%
 1300   3.96%    3.75%    3.90%      4.06%     4.33%   4.34%
 1400   4.01%    3.77%    3.92%      4.06%     4.33%   4.34%
 1500   3.91%    3.70%    3.87%      4.03%     4.30%   4.32%
 1600   4.00%    3.77%    3.92%      4.07%     4.34%   4.35%
 1715   4.05%    3.79%    3.93%      4.09%     4.37%   4.38%
                         (Closing Nov 27)  
 1715   4.20%    3.92%    4.03%      4.16%     4.41%   4.41%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.34%    4.31%    4.29%      4.28%     4.26%   4.24%
 1100   4.33%    4.31%    4.30%      4.28%     4.26%   4.24%
 1200   4.32%    4.30%    4.28%      4.28%     4.26%   4.23%
 1300   4.33%    4.31%    4.29%      4.28%     4.26%   4.24%
 1400   4.33%    4.32%    4.30%      4.29%     4.27%   4.25%
 1500   4.32%    4.31%    4.29%      4.28%     4.27%   4.25%
 1600   4.36%    4.34%    4.33%      4.32%     4.30%   4.28%
 1715   4.38%    4.37%    4.35%      4.34%     4.32%   4.30%
                         (Closing Nov 27)
 1715   4.40%    4.37%    4.35%      4.33%     4.31%   4.29%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.4100/64.4200 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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