November 29, 2017 / 4:46 AM / 16 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 29

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
 1000        02.50/04.75      00.50/01.25       02.00/03.50
                02.83%           02.83%            02.83%
                              (Nov 28)            
 1000        01.00/02.50      00.50/01.25       00.50/01.25
                02.83%           02.83%            02.83%
---------------------------------------------------------------
 TIME      DEC            JAN           FEB            MAR
---------------------------------------------------------------
 1000  17.00/18.50   38.25/40.25    59.50/61.50    82.50/84.50
 1100  17.00/18.50   37.75/39.75    59.25/61.25    82.25/84.25
 1200  17.00/18.50   38.25/40.25    59.50/61.50    82.50/84.50
 1300  17.25/18.75   38.25/40.25    59.75/61.75    82.75/84.75
 1400  17.25/18.75   38.25/40.25    59.50/61.50    82.50/84.50
 1500  17.25/18.75   38.25/40.25    59.50/61.50    82.50/84.50
 1600  17.25/18.75   38.25/40.25    59.75/61.75    82.75/84.75
 1715  17.25/18.75   38.25/40.25    59.75/61.75    82.75/84.75
                         (Closing Nov 28)
 1715  19.75/21.75   40.50/42.50    61.50/63.50    84.25/86.25
----------------------------------------------------------------
 TIME      APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000 111.50/113.50 138.50/140.50  161.00/163.00 185.50/187.50
 1100 111.50/113.50 138.50/140.50  161.00/163.00 185.00/187.00
 1200 112.00/114.00 139.00/141.00  161.50/163.50 186.00/188.00
 1300 112.25/114.25 139.50/141.50  162.00/164.00 186.00/188.00
 1400 112.00/114.00 139.00/141.00  161.50/163.50 186.00/188.00
 1500 112.00/114.00 139.00/141.00  161.50/163.50 186.00/188.00
 1600 112.25/114.25 139.50/141.50  162.00/164.00 186.00/188.00
 1715 112.00/114.00 139.00/141.00  161.50/163.50 185.50/187.50
                         (Closing Nov 28)   
 1715 113.25/115.25 139.75/141.75  162.25/164.25 186.25/188.25
----------------------------------------------------------------
 TIME      AUG            SEP            OCT           NOV
----------------------------------------------------------------
 1000  208.75/210.75  229.50/231.50 253.75/255.75 275.50/277.50
 1100  208.00/210.00  229.50/231.50 253.50/255.50 275.00/277.00
 1200  209.25/211.25  230.00/232.00 254.25/256.25 276.00/278.00
 1300  209.25/211.25  230.50/232.50 254.50/256.50 276.00/278.00
 1400  209.00/211.00  230.00/232.00 254.00/256.00 275.50/277.50
 1500  209.50/211.50  230.50/232.50 254.50/256.50 276.50/278.50
 1600  209.00/211.00  230.50/232.50 254.50/256.50 276.00/278.00
 1715  208.50/210.50  229.75/231.75 253.75/255.75 275.50/277.50
                         (Closing Nov 28)  
 1715  209.50/211.50  230.50/232.50 254.50/256.50 276.00/278.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.96%    3.87%    4.02%      4.23%     4.43%   4.44%
 1100   3.94%    3.83%    4.01%      4.22%     4.43%   4.44%
 1200   3.96%    3.87%    4.03%      4.24%     4.45%   4.46%
 1300   4.00%    3.88%    4.04%      4.25%     4.47%   4.48%
 1400   4.00%    3.88%    4.03%      4.24%     4.46%   4.46%
 1500   4.00%    3.88%    4.03%      4.24%     4.45%   4.46%
 1600   4.00%    3.88%    4.04%      4.25%     4.47%   4.48%
 1715   4.00%    3.88%    4.04%      4.25%     4.46%   4.46%
                         (Closing Nov 28)  
 1715   4.05%    3.79%    3.93%      4.09%     4.37%   4.38%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.43%    4.42%    4.40%      4.38%     4.36%   4.34%
 1100   4.43%    4.40%    4.39%      4.38%     4.35%   4.33%
 1200   4.45%    4.43%    4.41%      4.39%     4.37%   4.35%
 1300   4.46%    4.43%    4.42%      4.40%     4.37%   4.35%
 1400   4.45%    4.44%    4.41%      4.39%     4.37%   4.34%
 1500   4.45%    4.44%    4.42%      4.40%     4.38%   4.36%
 1600   4.46%    4.43%    4.41%      4.40%     4.37%   4.35%
 1715   4.45%    4.42%    4.40%      4.39%     4.36%   4.34%
                         (Closing Nov 28)
 1715   4.38%    4.37%    4.35%      4.34%     4.32%   4.30%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.3100/64.3200 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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