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RPT-India fwd/annualised dlr premia-(close)-Sep 1
September 1, 2017 / 4:41 AM / 18 days ago

RPT-India fwd/annualised dlr premia-(close)-Sep 1

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        01.75/03.25      01.75/03.25      00.00/00.00
                02.50%           02.50%           02.49%
                                (Aug 31)            
 1000        02.25/05.25      00.50/01.25      01.75/03.75
                02.56%           02.85%           02.49%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  17.25/18.75    41.25/43.25   64.25/66.25    86.50/88.50
 1100  17.25/18.75    41.25/43.25   64.25/66.25    86.50/88.50
 1200  17.00/19.00    41.25/43.25   64.25/66.25    86.75/88.75
 1300  17.00/19.00    41.25/43.25   64.25/66.25    86.75/88.75
 1400  17.25/18.75    41.25/43.25   64.25/66.25    86.50/88.50
 1500  17.25/18.75    41.00/43.00   64.00/66.00    86.25/88.25
 1600  17.25/18.75    41.25/43.25   64.25/66.25    86.50/88.50
 1715  17.25/18.75    41.25/43.25   64.25/66.25    86.50/88.50
                       (Closing Aug 31)
 1715  17.25/18.75    41.25/43.25   64.25/66.25    86.50/88.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  111.75/113.75  133.50/135.50 155.75/157.75 180.50/182.50
 1100  111.75/113.75  133.50/135.50 155.75/157.75 180.50/182.50
 1200  112.00/114.00  133.75/135.75 155.75/157.75 180.75/182.75
 1300  111.50/113.50  133.25/135.20 155.50/157.50 180.25/182.20
 1400  111.75/113.75  133.75/135.75 156.00/158.00 181.00/183.00
 1500  111.50/113.50  133.50/135.50 155.75/157.70 180.75/182.70
 1600  111.75/113.70  133.75/135.70 156.25/158.20 181.25/183.20
 1715  111.75/113.75  133.50/135.50 155.75/157.75 180.75/182.75
                       (Closing Aug 31)
 1715  112.00/114.00  134.00/136.00 156.50/158.50 181.50/183.50
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  206.25/208.25  227.25/229.25  250.25/252.25 272.00/274.00
 1100  206.25/208.25  227.25/229.25  250.25/252.25 272.00/274.00
 1200  206.50/208.50  227.50/229.50  250.50/252.50 272.50/274.50
 1300  206.25/208.20  227.25/229.20  250.25/252.20 272.00/274.00
 1400  207.00/209.00  228.00/230.00  251.00/253.00 273.00/275.00
 1500  206.75/208.70  228.00/230.00  251.00/253.00 273.00/275.00
 1600  207.25/209.20  228.50/230.50  251.75/253.70 274.00/276.00
 1715  206.75/208.75  228.00/230.00  251.25/253.25 273.50/275.50
                       (Closing Aug 31)
 1715  207.50/209.50  228.50/230.50  251.50/253.50 273.50/275.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.29%    4.31%    4.33%      4.35%     4.35%   4.37%
 1100   4.29%    4.31%    4.33%      4.34%     4.35%   4.37%
 1200   4.29%    4.31%    4.33%      4.35%     4.36%   4.37%
 1300   4.29%    4.31%    4.34%      4.35%     4.34%   4.36%
 1400   4.29%    4.31%    4.33%      4.34%     4.35%   4.37%
 1500   4.27%    4.28%    4.31%      4.33%     4.34%   4.36%
 1600   4.28%    4.31%    4.33%      4.34%     4.35%   4.37%
 1715   4.28%    4.31%    4.33%      4.34%     4.35%   4.36%
                       (Closing Aug 31) 
 1715   4.29%    4.32%    4.34%      4.35%     4.37%   4.39%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.40%    4.42%    4.41%      4.38%     4.35%   4.33%
 1100   4.40%    4.42%    4.41%      4.38%     4.35%   4.32%
 1200   4.40%    4.43%    4.41%      4.38%     4.36%   4.33%
 1300   4.39%    4.42%    4.41%      4.38%     4.35%   4.32%
 1400   4.41%    4.44%    4.42%      4.39%     4.37%   4.34%
 1500   4.39%    4.42%    4.41%      4.39%     4.36%   4.33%
 1600   4.41%    4.44%    4.42%      4.40%     4.37%   4.35%
 1715   4.39%    4.43%    4.41%      4.39%     4.37%   4.34%
                       (Closing Aug 31) 
 1715   4.42%    4.45%    4.44%      4.41%     4.38%   4.35%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0200/64.0300 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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