November 9, 2017 / 4:41 AM / 9 days ago

RPT-India fwd/annualised dlr premia-(close)-Nov 9

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        02.00/04.25      00.50/01.25      01.50/03.00 
               02.81%           02.81%           02.81%
                                (Nov 8)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25 
               02.80%           02.80%           02.80%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  13.00/15.00   35.25/37.25    60.00/62.00    82.50/84.50
 1100  13.00/14.50   35.50/37.50    60.25/62.25    82.75/84.75
 1200  13.00/15.00   35.50/37.50    60.25/62.25    82.75/84.75
 1300  13.25/15.25   35.75/37.75    60.50/62.50    83.00/85.00
 1400  13.50/15.00   35.75/37.75    60.50/62.50    82.75/84.75
 1500  13.00/15.00   35.50/37.50    60.25/62.25    82.75/84.75
 1600  13.25/15.25   35.75/37.75    60.75/62.75    83.00/85.00
 1715  13.00/15.00   35.50/37.50    60.50/62.50    83.00/85.00
                       (Closing Nov 8)
 1715  15.50/17.00   38.00/40.00    63.00/65.00    85.50/87.50
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000 105.00/107.00 132.25/134.20  159.00/161.00 181.25/183.20
 1100 105.25/107.25 132.50/134.50  159.25/161.25 181.50/183.50
 1200 105.25/107.25 132.50/134.50  159.25/161.25 181.50/183.50
 1300 105.50/107.50 132.75/134.75  159.50/161.50 182.00/184.00
 1400 105.25/107.25 132.75/134.75  159.50/161.50 181.75/183.75
 1500 105.25/107.25 132.50/134.50  159.25/161.25 181.75/183.75
 1600 105.50/107.50 133.00/135.00  159.50/161.50 182.00/184.00
 1715 105.50/107.50 132.75/134.75  159.50/161.50 181.75/183.75
                        (Closing Nov 8)  
 1715 108.00/110.00 135.50/137.50  162.25/164.25 184.75/186.75
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  205.00/207.00  228.00/230.00 248.50/250.50 272.00/274.00
 1100  205.00/207.00  228.00/230.00 248.50/250.50 272.25/274.25
 1200  205.25/207.25  228.25/230.25 248.75/250.75 272.25/274.25
 1300  205.75/207.75  228.75/230.75 249.25/251.25 272.75/274.75
 1400  205.25/207.25  228.50/230.50 249.00/251.00 272.25/274.25
 1500  205.50/207.50  228.50/230.50 249.00/251.00 272.50/274.50
 1600  205.50/207.50  228.50/230.50 249.00/251.00 272.50/274.50
 1715  205.50/207.50  228.50/230.50 249.00/251.00 272.50/274.50
                        (Closing Nov 8)  
 1715  208.50/210.50  231.50/233.50 252.00/254.00 275.50/277.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.49%    4.37%    4.37%      4.40%     4.49%   4.53%
 1100   4.49%    4.39%    4.39%      4.42%     4.50%   4.54%
 1200   4.52%    4.39%    4.38%      4.41%     4.50%   4.54%
 1300   4.56%    4.42%    4.40%      4.43%     4.51%   4.55%
 1400   4.56%    4.41%    4.39%      4.41%     4.50%   4.54%
 1500   4.51%    4.39%    4.38%      4.41%     4.50%   4.54%
 1600   4.56%    4.42%    4.40%      4.42%     4.51%   4.55%
 1715   4.51%    4.40%    4.40%      4.42%     4.51%   4.54%
                        (Closing Nov 8)  
 1715   4.51%    4.43%    4.40%      4.43%     4.50%   4.56%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.51%    4.48%    4.44%      4.41%     4.38%   4.34%
 1100   4.52%    4.48%    4.44%      4.41%     4.38%   4.35%
 1200   4.52%    4.48%    4.45%      4.42%     4.38%   4.35%
 1300   4.53%    4.50%    4.46%      4.43%     4.39%   4.36%
 1400   4.52%    4.48%    4.44%      4.42%     4.38%   4.34%
 1500   4.52%    4.49%    4.45%      4.42%     4.38%   4.35%
 1600   4.52%    4.49%    4.45%      4.42%     4.38%   4.35%
 1715   4.52%    4.49%    4.45%      4.42%     4.38%   4.35%
                        (Closing Nov 8)
 1715   4.53%    4.50%    4.46%      4.43%     4.40%   4.36%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.9350/64.9450 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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