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RPT-India fwd/annualised dlr premia-(close)-Sep 12
September 12, 2017 / 4:44 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 12

              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
                02.85%           02.85%          02.85%
                                (Sep 11)            
 1000        01.00/02.50      00.50/01.25     00.50/01.25
                02.86%           02.86%          02.86%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  10.50/12.00    34.50/36.50   57.25/59.25    79.00/81.00
 1100  10.50/12.00    34.75/36.75   57.50/59.50    79.50/81.50
 1200  11.00/12.00    34.75/36.75   57.50/59.50    79.25/81.25
 1300  10.75/12.25    34.75/36.75   57.50/59.50    79.50/81.50
 1400  11.00/12.00    34.75/36.75   57.50/59.50    79.50/81.50
 1500  10.75/12.25    34.50/36.50   57.25/59.25    79.25/81.25
 1600  11.00/12.00    34.75/36.75   57.50/59.50    79.50/81.50
 1715  11.00/12.00    34.75/36.75   57.50/59.50    79.50/81.50
                      (Closing Sep 11) 
 1715  11.75/12.75    35.50/37.50   58.25/60.25    80.00/82.00
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  103.75/105.75  125.25/127.25 147.00/149.00 172.75/174.75
 1100  104.50/106.50  126.00/128.00 147.75/149.75 173.75/175.75
 1200  104.00/106.00  125.50/127.50 147.25/149.25 173.25/175.25
 1300  104.25/106.25  125.75/127.75 147.50/149.50 173.50/175.50
 1400  104.25/106.25  125.75/127.75 147.50/149.50 173.50/175.50
 1500  104.00/106.00  125.50/127.50 147.25/149.25 173.25/175.25
 1600  104.25/106.25  125.75/127.75 147.50/149.50 173.50/175.50
 1715  104.25/106.25  125.75/127.75 147.50/149.50 173.50/175.50
                      (Closing Sep 11)  
 1715  104.50/106.50  125.75/127.75 147.50/149.50 173.25/175.25
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  198.75/200.75  220.00/222.00  243.00/245.00 265.00/267.00
 1100  199.75/201.75  221.00/223.00  244.00/246.00 266.00/268.00
 1200  199.50/201.50  221.00/223.00  244.00/246.00 266.00/268.00
 1300  199.75/201.75  221.25/223.25  244.50/246.50 266.50/268.50
 1400  199.75/201.75  221.25/223.25  244.50/246.50 266.50/268.50
 1500  199.50/201.50  221.00/223.00  244.00/246.00 266.00/268.00
 1600  199.75/201.75  221.25/223.25  244.50/246.50 266.50/268.50
 1715  199.75/201.75  221.25/223.25  244.50/246.50 266.50/268.50
                      (Closing Sep 11) 
 1715  199.75/201.75  221.00/223.00  244.00/246.00 266.00/268.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.30%    4.31%    4.31%      4.30%     4.30%   4.32%
 1100   4.33%    4.34%    4.33%      4.33%     4.33%   4.34%
 1200   4.35%    4.34%    4.33%      4.32%     4.32%   4.33%
 1300   4.35%    4.34%    4.34%      4.33%     4.33%   4.34%
 1400   4.35%    4.34%    4.33%      4.32%     4.32%   4.34%
 1500   4.32%    4.31%    4.32%      4.31%     4.31%   4.33% 
 1600   4.35%    4.33%    4.33%      4.32%     4.32%   4.34% 
 1715   4.34%    4.33%    4.33%      4.32%     4.32%   4.33% 
                      (Closing Sep 11)   
 1715   4.35%    4.34%    4.33%      4.31%     4.30%   4.32%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.38%    4.40%    4.39%      4.36%     4.34%   4.31%
 1100   4.40%    4.42%    4.41%      4.38%     4.35%   4.33%
 1200   4.39%    4.42%    4.41%      4.38%     4.36%   4.33%
 1300   4.40%    4.43%    4.41%      4.39%     4.37%   4.34%
 1400   4.40%    4.42%    4.41%      4.39%     4.36%   4.33%
 1500   4.39%    4.42%    4.41%      4.38%     4.35%   4.33%
 1600   4.40%    4.42%    4.41%      4.39%     4.36%   4.33%
 1715   4.39%    4.42%    4.41%      4.38%     4.36%   4.33%
                      (Closing Sep 11)   
 1715   4.37%    4.41%    4.40%      4.37%     4.35%   4.32%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0350/64.0450 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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