November 30, 2017 / 4:38 AM / 9 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 30

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
 1000        02.75/05.00      02.25/03.75       00.50/01.25
                03.11%           03.18%            02.83%
                              (Nov 29)            
 1000        02.50/04.75      00.50/01.25       02.00/03.50
                02.83%           02.83%            02.83%
---------------------------------------------------------------
 TIME      DEC            JAN           FEB            MAR
---------------------------------------------------------------
 1000  16.50/18.00   37.50/39.50    58.75/60.75    81.75/83.75
 1100  16.50/18.00   37.50/39.50    59.00/61.00    82.00/84.00
 1200  16.50/18.00   37.50/39.50    58.75/60.75    81.75/83.75
 1300  16.50/18.00   37.50/39.50    59.00/61.00    82.00/84.00
 1400  16.75/18.25   38.00/40.00    59.50/61.50    82.75/84.75
 1500  16.75/18.25   38.25/40.25    60.00/62.00    83.00/85.00
 1600  16.75/18.25   38.25/40.25    60.00/62.00    83.00/85.00
 1715  17.00/18.50   38.50/40.50    60.50/62.50    83.50/85.50
                         (Closing Nov 29)
 1715  17.25/18.75   38.25/40.25    59.75/61.75    82.75/84.75
----------------------------------------------------------------
 TIME      APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000 111.25/113.25 138.25/140.25  160.75/162.75 184.75/186.75
 1100 111.25/113.25 138.25/140.25  160.75/162.75 184.75/186.75
 1200 111.25/113.25 138.25/140.25  160.50/162.50 184.50/186.50
 1300 111.50/113.50 138.50/140.50  160.75/162.75 184.75/186.75
 1400 112.25/114.25 139.25/141.25  161.50/163.50 185.50/187.50
 1500 112.75/114.75 139.75/141.75  162.00/164.00 186.00/188.00
 1600 112.75/114.75 139.75/141.75  162.00/164.00 186.00/188.00
 1715 113.50/115.50 140.50/142.50  162.75/164.75 186.75/188.75
                         (Closing Nov 29)   
 1715 112.00/114.00 139.00/141.00  161.50/163.50 185.50/187.50
----------------------------------------------------------------
 TIME      AUG            SEP            OCT           NOV
----------------------------------------------------------------
 1000  207.75/209.75  228.75/230.75 252.75/254.75 274.50/276.50
 1100  207.75/209.75  229.00/231.00 253.00/255.00 274.50/276.50
 1200  207.50/209.50  228.50/230.50 252.50/254.50 274.00/276.00
 1300  207.75/209.75  229.00/231.00 253.00/255.00 274.50/276.50
 1400  208.75/210.75  230.25/232.25 254.25/256.25 276.00/278.00
 1500  209.25/211.25  230.75/232.75 254.75/256.75 276.50/278.50
 1600  209.25/211.25  230.75/232.75 254.75/256.75 276.50/278.50
 1715  210.25/212.25  231.75/233.75 255.75/257.75 277.50/279.50
                         (Closing Nov 29)  
 1715  208.50/210.50  229.75/231.75 253.75/255.75 275.50/277.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.97%    3.86%    4.01%      4.24%     4.44%   4.45%
 1100   3.98%    3.87%    4.04%      4.25%     4.45%   4.46%
 1200   3.98%    3.86%    4.02%      4.24%     4.45%   4.45%
 1300   3.97%    3.87%    4.03%      4.25%     4.46%   4.46%
 1400   4.03%    3.91%    4.07%      4.29%     4.48%   4.48%
 1500   4.03%    3.93%    4.09%      4.29%     4.49%   4.49%
 1600   4.03%    3.93%    4.09%      4.29%     4.50%   4.49%
 1715   4.08%    3.97%    4.13%      4.33%     4.53%   4.52%
                         (Closing Nov 29)  
 1715   4.00%    3.88%    4.04%      4.25%     4.46%   4.46%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.44%    4.41%    4.39%      4.37%     4.35%   4.32%
 1100   4.44%    4.42%    4.40%      4.38%     4.36%   4.33%
 1200   4.44%    4.41%    4.39%      4.37%     4.35%   4.32%
 1300   4.44%    4.41%    4.39%      4.38%     4.35%   4.33%
 1400   4.46%    4.43%    4.41%      4.40%     4.38%   4.35%
 1500   4.46%    4.43%    4.41%      4.40%     4.37%   4.35%
 1600   4.47%    4.44%    4.42%      4.40%     4.38%   4.35%
 1715   4.49%    4.46%    4.44%      4.43%     4.40%   4.38%
                         (Closing Nov 29)
 1715   4.45%    4.42%    4.40%      4.39%     4.36%   4.34%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.4625/64.4725 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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