September 11, 2017 / 4:54 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 11

              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
                02.86%           02.86%          02.86%
                                (Sep 8)            
 1000        02.90/03.15      02.25/02.40     00.65/00.75
                04.14%           04.28%          03.71%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  11.00/13.00    34.75/36.75   57.25/59.25    79.00/81.00
 1100  11.50/12.50    35.25/37.25   57.75/59.75    79.50/81.50
 1200  11.75/12.75    35.50/37.50   58.00/60.00    79.75/81.75
 1300  11.75/12.75    35.50/37.50   58.00/60.00    79.75/81.75
 1400  11.75/12.75    35.50/37.50   58.00/60.00    79.50/81.50
 1500  11.75/12.75    35.50/37.50   58.00/60.00    79.75/81.75
 1600  11.75/12.75    35.50/37.50   58.25/60.25    80.00/82.00
 1715  11.75/12.75    35.50/37.50   58.25/60.25    80.00/82.00
                      (Closing Sep 8)
 1715  11.50/13.50    35.50/37.50   58.00/60.00    79.75/81.75
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  103.75/105.75  125.00/127.00 146.50/148.50 172.25/174.25
 1100  104.00/106.00  125.25/127.25 147.00/149.00 172.50/174.50
 1200  104.25/106.25  125.50/127.50 147.25/149.25 172.75/174.75
 1300  104.25/106.25  125.50/127.50 147.25/149.25 172.75/174.75
 1400  104.00/106.00  125.25/127.25 147.00/149.00 172.75/174.75
 1500  104.25/106.25  125.50/127.50 147.25/149.25 173.00/175.00
 1600  104.50/106.50  125.75/127.70 147.50/149.50 173.25/175.20
 1715  104.50/106.50  125.75/127.75 147.50/149.50 173.25/175.25
                      (Closing Sep 8)
 1715  104.25/106.25  125.50/127.50 147.00/149.00 172.75/174.75
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  198.25/200.25  219.25/221.25  242.00/244.00 264.00/266.00
 1100  198.50/200.50  219.50/221.50  242.50/244.50 264.50/266.50
 1200  199.00/201.00  220.00/222.00  243.00/245.00 265.00/267.00
 1300  199.00/201.00  220.00/222.00  243.00/245.00 265.00/267.00
 1400  199.00/201.00  220.00/222.00  243.00/245.00 265.00/267.00
 1500  199.25/201.25  220.50/222.50  243.50/245.50 265.50/267.50
 1600  199.50/201.50  220.75/222.70  244.00/246.00 266.00/268.00
 1715  199.75/201.75  221.00/223.00  244.00/246.00 266.00/268.00
                      (Closing Sep 8)
 1715  198.75/200.75  219.75/221.75  242.50/244.50 264.50/266.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.27%    4.26%    4.27%      4.28%     4.28%   4.29%
 1100   4.31%    4.31%    4.30%      4.29%     4.29%   4.31%
 1200   4.35%    4.33%    4.32%      4.30%     4.30%   4.31%
 1300   4.35%    4.33%    4.32%      4.30%     4.30%   4.31%
 1400   4.35%    4.33%    4.31%      4.29%     4.29%   4.31%
 1500   4.35%    4.33%    4.32%      4.30%     4.30%   4.31%
 1600   4.35%    4.34%    4.33%      4.31%     4.31%   4.32%
 1715   4.35%    4.34%    4.33%      4.31%     4.30%   4.32%
                      (Closing Sep 8)
 1715   4.24%    4.27%    4.28%      4.28%     4.28%   4.29%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.35%    4.38%    4.37%      4.34%     4.32%   4.29%
 1100   4.36%    4.39%    4.37%      4.35%     4.32%   4.30%
 1200   4.36%    4.39%    4.38%      4.36%     4.33%   4.31%
 1300   4.36%    4.39%    4.38%      4.36%     4.33%   4.31%
 1400   4.36%    4.39%    4.38%      4.36%     4.33%   4.31%
 1500   4.37%    4.40%    4.39%      4.37%     4.34%   4.32%
 1600   4.37%    4.41%    4.40%      4.37%     4.35%   4.32%
 1715   4.37%    4.41%    4.40%      4.37%     4.35%   4.32%
                      (Closing Sep 8)
 1715   4.34%    4.38%    4.37%      4.34%     4.32%   4.30%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.9300/63.9400 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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