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RPT-India fwd/annualised dlr premia-(close)-Sep 15
September 15, 2017 / 4:51 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Sep 15

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        02.00/03.75      01.50/02.50     00.50/01.25
                02.85%           02.85%          02.85%
                                (Sep 14)            
 1000        02.25/03.75      00.50/01.25     01.75/02.50
                03.20%           02.85%          03.32%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  07.00/08.50    30.75/32.75   53.25/55.25    74.75/76.75
 1100  07.00/08.50    30.75/32.75   53.00/55.00    74.50/76.50
 1200  07.00/08.50    30.50/32.50   52.75/54.75    74.25/76.25
 1300  07.00/08.50    30.75/32.75   53.25/55.25    74.75/76.75
 1400  07.00/08.50    30.50/32.50   52.75/54.75    74.25/76.25
 1500  07.00/08.50    30.75/32.75   53.00/55.00    74.50/76.50
 1600  07.00/08.50    30.75/32.75   53.00/55.00    74.50/76.50
 1715  07.00/08.50    30.75/32.75   53.00/55.00    74.50/76.50
                      (Closing Sep 14) 
 1715  07.75/09.25    31.50/33.50   54.00/56.00    75.75/77.75
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000   99.25/101.25  120.50/122.50 142.00/144.00 167.75/169.75
 1100   99.00/101.00  120.25/122.25 141.75/143.75 167.50/169.50
 1200   98.75/100.75  120.00/122.00 141.50/143.50 167.25/169.25
 1300   99.50/101.50  120.50/122.50 141.75/143.75 167.75/169.75
 1400   98.50/100.50  119.50/121.50 141.00/143.00 167.00/169.00
 1500   99.00/101.00  120.00/122.00 141.50/143.50 167.50/169.50
 1600   99.00/101.00  120.25/122.25 141.75/143.75 167.75/169.75
 1715   99.00/101.00  120.25/122.25 141.75/143.75 167.75/169.75
                      (Closing Sep 14)  
 1715  100.25/102.25  121.50/123.50 143.00/145.00 169.00/171.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  193.75/195.75  215.25/217.25  238.25/240.25 260.50/262.50
 1100  193.50/195.50  215.00/217.00  238.00/240.00 260.00/262.00
 1200  193.25/195.25  214.75/216.75  238.00/240.00 260.00/262.00
 1300  193.75/195.75  215.00/217.00  238.00/240.00 260.00/262.00
 1400  193.00/195.00  214.50/216.50  237.50/239.50 259.50/261.50
 1500  193.50/195.50  215.00/217.00  238.00/240.00 260.00/262.00
 1600  193.75/195.75  215.00/217.00  238.25/240.25 260.50/262.50
 1715  193.75/195.75  215.00/217.00  238.25/240.25 260.50/262.50
                      (Closing Sep 14) 
 1715  195.00/197.00  216.50/218.50  239.75/241.75 262.00/264.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.31%    4.29%    4.28%      4.26%     4.27%   4.28%
 1100   4.31%    4.28%    4.26%      4.25%     4.26%   4.27%
 1200   4.28%    4.26%    4.25%      4.24%     4.25%   4.27%
 1300   4.31%    4.30%    4.28%      4.27%     4.27%   4.28%
 1400   4.28%    4.26%    4.25%      4.23%     4.23%   4.25%
 1500   4.32%    4.28%    4.26%      4.25%     4.25%   4.27%
 1600   4.31%    4.28%    4.26%      4.25%     4.26%   4.27%
 1715   4.31%    4.28%    4.26%      4.25%     4.26%   4.27%
                      (Closing Sep 14)   
 1715   4.32%    4.29%    4.28%      4.27%     4.28%   4.29%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.35%   4.37%    4.36%      4.33%     4.31%   4.29%
 1100   4.34%   4.36%    4.35%      4.33%     4.30%   4.28%
 1200   4.34%   4.36%    4.35%      4.33%     4.31%   4.28%
 1300   4.35%   4.37%    4.35%      4.33%     4.31%   4.28%
 1400   4.33%   4.35%    4.34%      4.32%     4.30%   4.28%
 1500   4.34%   4.36%    4.35%      4.33%     4.31%   4.29%
 1600   4.35%   4.37%    4.35%      4.33%     4.31%   4.29%
 1715   4.35%   4.37%    4.35%      4.33%     4.31%   4.29%
                      (Closing Sep 14)   
 1715   4.36%   4.38%    4.37%      4.35%     4.32%   4.30%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0725/64.0825 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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