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RPT-India fwd/annualised dlr premia-(close)-Sep 27
September 27, 2017 / 4:42 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 27

              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
                02.79%           02.79%          02.79%
                                (Sep 26)            
 1000        01.00/02.50      00.50/01.25     00.50/01.25
                02.80%           02.80%          02.80%
---------------------------------------------------------------
 TIME      OCT            NOV           DEC            JAN
---------------------------------------------------------------
 1000  25.00/27.00   47.50/49.50    69.00/71.00    93.00/95.00
 1100  25.25/27.25   47.75/49.75    69.50/71.50    93.50/95.50
 1200  25.25/27.25   47.75/49.75    69.50/71.50    93.50/95.50
 1300  25.25/27.25   48.00/50.00    70.00/72.00    94.00/96.00
 1400  25.25/27.25   48.00/50.00    70.00/72.00    94.00/96.00
 1500  25.25/27.25   48.00/50.00    70.00/72.00    94.00/96.00
 1600  25.25/27.25   48.00/50.00    70.00/72.00    94.00/96.00
 1715  25.25/27.25   48.00/50.00    70.00/72.00    94.00/96.00
                       (Closing Sep 26)
 1715  25.75/27.75   48.00/50.00    69.50/71.50    93.50/95.50 
----------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
----------------------------------------------------------------
 1000  114.50/116.50 136.50/138.50  162.75/164.75 189.00/191.00
 1100  114.75/116.75 136.50/138.50  162.50/164.50 188.50/190.50 
 1200  115.00/117.00 137.00/139.00  163.00/165.00 189.00/191.00 
 1300  115.50/117.50 137.50/139.50  163.50/165.50 189.50/191.50
 1400  115.25/117.25 137.00/139.00  163.00/165.00 189.00/191.00
 1500  115.50/117.50 137.50/139.50  163.50/165.50 189.50/191.50
 1600  115.50/117.50 137.50/139.50  163.50/165.50 189.50/191.50
 1715  115.50/117.50 137.50/139.50  163.50/165.50 189.50/191.50
                       (Closing Sep 26)
 1715  114.50/116.50 136.00/138.00  162.00/164.00 188.00/190.00
----------------------------------------------------------------
 TIME       JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  210.50/212.50  234.00/236.00 256.50/258.50 276.50/278.50
 1100  210.00/212.00  233.50/235.50 256.00/258.00 276.00/278.00
 1200  210.50/212.50  234.00/236.00 256.50/258.50 276.50/278.50
 1300  211.00/213.00  234.50/236.50 257.00/259.00 277.00/279.00
 1400  210.50/212.50  234.00/236.00 256.50/258.50 276.50/278.50
 1500  211.00/213.00  234.50/236.50 257.00/259.00 277.00/279.00
 1600  211.00/213.00  234.50/236.50 257.00/259.00 277.00/279.00
 1715  211.00/213.00  234.50/236.50 257.00/259.00 277.00/279.00
                       (Closing Sep 26)                        
 1715  209.50/211.50  233.00/235.00 255.50/257.50  00.25/01.25
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.53%    4.36%    4.29%      4.22%     4.23%   4.26%
 1100   4.57%    4.38%    4.31%      4.24%     4.24%   4.25%
 1200   4.56%    4.37%    4.30%      4.23%     4.24%   4.26%
 1300   4.56%    4.39%    4.34%      4.26%     4.26%   4.28%
 1400   4.56%    4.39%    4.33%      4.26%     4.25%   4.26%
 1500   4.56%    4.39%    4.33%      4.26%     4.26%   4.27%
 1600   4.56%    4.39%    4.34%      4.26%     4.26%   4.28%
 1715   4.56%    4.39%    4.33%      4.26%     4.26%   4.27%
                       (Closing Sep 26)   
 1715   4.52%    4.34%    4.28%      4.22%     4.21%   4.22%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.34%   4.34%    4.32%      4.29%     4.27%   4.25%
 1100   4.33%   4.32%    4.30%      4.28%     4.26%   4.24% 
 1200   4.34%   4.33%    4.30%      4.28%     4.26%   4.23%  
 1300   4.35%   4.34%    4.32%      4.29%     4.27%   4.24%
 1400   4.34%   4.33%    4.30%      4.28%     4.26%   4.24%
 1500   4.35%   4.34%    4.31%      4.29%     4.27%   4.24%
 1600   4.35%   4.34%    4.31%      4.29%     4.27%   4.24%
 1715   4.35%   4.34%    4.31%      4.29%     4.26%   4.24%
                       (Closing Sep 26)  
 1715   4.31%   4.30%    4.28%      4.27%     4.25%   4.22%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.7100/65.7200 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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