September 14, 2017 / 4:43 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 14

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        02.25/03.75      00.50/01.25     01.75/02.50
                03.20%           02.85%          03.32%
                                (Sep 13)            
 1000        01.00/02.50      00.50/01.25     00.50/01.25
                02.85%           02.85%          02.85%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  07.75/09.25    31.75/33.75   54.50/56.50    76.50/78.50
 1100  07.75/09.25    31.50/33.50   54.00/56.00    75.75/77.75
 1200  08.00/09.50    31.75/33.75   54.25/56.25    76.00/78.00
 1300  07.75/09.25    31.50/33.50   54.00/56.00    75.75/77.75
 1400  07.75/09.25    31.50/33.50   54.00/56.00    75.75/77.75
 1500  07.75/09.25    31.50/33.50   54.00/56.00    75.75/77.75
 1600  07.75/09.25    31.50/33.50   54.00/56.00    75.75/77.75
 1715  07.75/09.25    31.50/33.50   54.00/56.00    75.75/77.75
                      (Closing Sep 13) 
 1715  10.00/11.50    34.00/36.00   56.75/58.75    78.75/80.75
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  101.25/103.25  122.50/124.50 144.00/146.00 170.25/172.25
 1100  100.50/102.50  122.00/124.00 143.75/145.75 169.75/171.75
 1200  100.75/102.70  122.25/124.20 144.00/146.00 170.00/172.00
 1300  100.25/102.25  121.50/123.50 143.25/145.25 169.25/171.25
 1400  100.50/102.50  121.75/123.75 143.50/145.50 169.50/171.50
 1500  100.50/102.50  121.75/123.75 143.50/145.50 169.50/171.50
 1600  100.50/102.50  121.75/123.75 143.50/145.50 169.50/171.50
 1715  100.25/102.25  121.50/123.50 143.00/145.00 169.00/171.00
                      (Closing Sep 13)  
 1715  103.50/105.50  125.00/127.00 146.75/148.75 173.00/175.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  196.25/198.25  217.75/219.75  241.00/243.00 263.00/265.00
 1100  196.00/198.00  217.50/219.50  240.75/242.75 263.00/265.00
 1200  196.25/198.20  217.75/219.70  241.00/243.00 263.25/265.20
 1300  195.25/197.25  216.75/218.75  240.00/242.00 262.00/264.00
 1400  195.50/197.50  217.00/219.00  240.25/242.25 262.50/264.50
 1500  195.50/197.50  217.00/219.00  240.25/242.25 262.50/264.50
 1600  195.50/197.50  217.00/219.00  240.25/242.25 262.50/264.50
 1715  195.00/197.00  216.50/218.50  239.75/241.75 262.00/264.00
                      (Closing Sep 13) 
 1715  199.25/201.25  221.00/223.00  244.25/246.25 266.50/268.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.35%    4.33%    4.33%      4.32%     4.31%   4.32%
 1100   4.32%    4.29%    4.29%      4.28%     4.29%   4.31%
 1200   4.37%    4.32%    4.30%      4.30%     4.30%   4.32%
 1300   4.32%    4.29%    4.29%      4.28%     4.28%   4.29%
 1400   4.32%    4.30%    4.29%      4.28%     4.29%   4.30%
 1500   4.32%    4.29%    4.29%      4.28%     4.29%   4.30%
 1600   4.32%    4.29%    4.29%      4.28%     4.29%   4.30%
 1715   4.32%    4.29%    4.28%      4.27%     4.28%   4.29%
                      (Closing Sep 13)   
 1715   4.35%    4.34%    4.33%      4.32%     4.32%   4.34%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.39%   4.41%    4.39%      4.37%     4.34%   4.32%
 1100   4.38%   4.40%    4.39%      4.37%     4.34%   4.32%
 1200   4.39%   4.41%    4.39%      4.37%     4.35%   4.32%
 1300   4.36%   4.38%    4.37%      4.35%     4.32%   4.30%
 1400   4.37%   4.39%    4.38%      4.36%     4.33%   4.31%
 1500   4.37%   4.39%    4.38%      4.36%     4.33%   4.31%
 1600   4.37%   4.39%    4.38%      4.36%     4.33%   4.31%
 1715   4.36%   4.38%    4.37%      4.35%     4.32%   4.30%
                      (Closing Sep 13)   
 1715   4.40%   4.43%    4.42%      4.40%     4.37%   4.34%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.1150/64.1250 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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