September 22, 2017 / 4:38 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Sep 22

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        03.15/03.45      02.35/02.55     00.80/00.90
                04.42%           04.40%          04.49%
                                (Sep 21)            
 1000        02.00/04.25      00.50/01.25     01.50/03.00
                02.83%           02.83%          02.83%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  01.75/02.75    26.50/28.50   48.25/50.25    69.00/71.00
 1100  01.75/02.75    27.00/29.00   48.75/50.75    69.50/71.50
 1200  01.50/03.00    26.50/28.50   48.75/50.75    69.50/71.50
 1300  01.75/02.75    26.75/28.75   48.50/50.50    69.25/71.25
 1400  01.75/02.75    26.75/28.75   48.50/50.50    69.25/71.25
 1500  01.50/03.00    26.50/28.50   48.50/50.50    69.25/71.25
 1600  01.75/02.75    26.50/28.50   48.25/50.25    69.00/71.00
 1715  01.75/02.75    26.50/28.50   48.50/50.50    69.25/71.25
                      (Closing Sep 21)
 1715  02.25/03.75    27.00/29.00   48.75/50.75    69.50/71.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  92.50/94.50   113.50/115.50 135.00/137.00  160.50/162.50
 1100  92.50/94.50   113.50/115.50 135.00/137.00  160.50/162.50
 1200  92.75/94.75   113.50/115.50 134.50/136.50  160.25/162.25
 1300  92.25/94.25   113.00/115.00 134.00/136.00  159.50/161.50
 1400  92.25/94.25   113.00/115.00 134.00/136.00  159.50/161.50
 1500  92.50/94.50   113.25/115.25 134.25/136.25  159.75/161.75
 1600  92.25/94.25   113.00/115.00 134.00/136.00  159.50/161.50
 1715  92.50/94.50   113.25/115.25 134.50/136.50  160.00/162.00
                      (Closing Sep 21)  
 1715  92.50/94.50   113.50/115.50 134.50/136.50  160.00/162.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  186.00/188.00  207.00/209.00  230.00/232.00 252.00/254.00
 1100  186.00/188.00  207.00/209.00  230.00/232.00 252.00/254.00
 1200  185.75/187.75  206.75/208.75  229.50/231.50 251.50/253.50
 1300  185.00/187.00  206.00/208.00  229.00/231.00 251.00/253.00
 1400  185.00/187.00  206.00/208.00  228.75/230.75 250.50/252.50
 1500  185.25/187.25  206.25/208.25  229.00/231.00 251.00/253.00
 1600  185.00/187.00  206.00/208.00  228.75/230.75 250.50/252.50
 1715  185.50/187.50  206.50/208.50  229.50/231.50 251.50/253.50
                      (Closing Sep 21) 
 1715  185.50/187.50  206.50/208.50  229.50/231.50 251.50/253.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.41%    4.26%    4.18%      4.13%     4.15%   4.17%
 1100   4.49%    4.31%    4.22%      4.14%     4.15%   4.17%
 1200   4.41%    4.31%    4.22%      4.15%     4.15%   4.16%
 1300   4.46%    4.30%    4.21%      4.14%     4.14%   4.15%
 1400   4.46%    4.30%    4.22%      4.14%     4.14%   4.15%
 1500   4.42%    4.30%    4.21%      4.15%     4.15%   4.16%
 1600   4.42%    4.28%    4.20%      4.14%     4.14%   4.15%
 1715   4.42%    4.30%    4.22%      4.15%     4.15%   4.17%
                      (Closing Sep 21)   
 1715   4.38%    4.25%    4.18%      4.12%     4.13%   4.15%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.25%   4.25%    4.23%      4.21%     4.19%   4.17%
 1100   4.26%   4.25%    4.24%      4.22%     4.19%   4.17%
 1200   4.25%   4.25%    4.23%      4.21%     4.19%   4.17%
 1300   4.24%   4.24%    4.22%      4.20%     4.19%   4.16%
 1400   4.24%   4.24%    4.23%      4.20%     4.18%   4.16%
 1500   4.25%   4.25%    4.23%      4.21%     4.19%   4.17%
 1600   4.24%   4.24%    4.22%      4.20%     4.18%   4.16%
 1715   4.26%   4.25%    4.24%      4.22%     4.20%   4.18%
                      (Closing Sep 21)   
 1715   4.23%   4.24%    4.22%      4.20%     4.18%   4.17%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.7900/64.8000 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

Our Standards:The Thomson Reuters Trust Principles.
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below