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RPT-India fwd/annualised dlr premia-(close)-Sep 28
September 28, 2017 / 4:41 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 28

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        03.25/05.25      00.50/01.25     02.75/04.00
                03.61%           02.77%          03.81%
                                (Sep 27)            
 1000        01.00/02.50      00.50/01.25     00.50/01.25
                02.79%           02.79%          02.79%
---------------------------------------------------------------
 TIME      OCT            NOV           DEC            JAN
---------------------------------------------------------------
 1000  22.25/24.25   45.00/47.00    67.00/69.00    91.00/93.00
 1100  22.25/24.25   45.00/47.00    67.00/69.00    91.00/93.00
 1200  22.00/24.00   44.25/46.25    65.75/67.75    89.50/91.50
 1300  21.25/23.25   43.00/45.00    64.00/66.00    87.00/89.00
 1400  21.50/23.50   43.75/45.75    64.75/66.75    88.00/90.00
 1500  21.50/23.50   44.00/46.00    65.25/67.25    88.75/90.75
 1600  21.75/23.75   43.75/45.75    65.00/67.00    88.00/90.00
 1715  22.00/24.00   44.00/46.00    65.25/67.25    88.50/90.50
                       (Closing Sep 27)
 1715  25.25/27.25   48.00/50.00    70.00/72.00    94.00/96.00 
----------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
----------------------------------------------------------------
 1000  112.50/114.50 134.50/136.50  160.75/162.75 187.00/189.00
 1100  112.25/114.25 134.00/136.00  160.00/162.00 186.00/188.00
 1200  110.75/112.75 132.50/134.50  158.50/160.50 184.50/186.50
 1300  108.25/110.25 130.00/132.00  156.00/158.00 182.00/184.00
 1400  109.50/111.50 131.50/133.50  157.50/159.50 183.50/185.50
 1500  110.25/112.25 131.75/133.75  158.00/160.00 183.75/185.75
 1600  109.50/111.50 131.50/133.50  157.50/159.50 183.50/185.50
 1715  110.00/112.00 132.00/134.00  158.00/160.00 184.00/186.00
                        (Closing Sep 27)
 1715  115.50/117.50 137.50/139.50  163.50/165.50 189.50/191.50
----------------------------------------------------------------
 TIME       JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  208.50/210.50  232.00/234.00 254.50/256.50 274.50/276.50
 1100  207.50/209.50  231.00/233.00 253.50/255.50 273.50/275.50
 1200  206.00/208.00  229.25/231.25 251.50/253.50 271.50/273.50
 1300  203.50/205.50  226.50/228.50 248.50/250.50 268.50/270.50
 1400  205.00/207.00  228.25/230.25 250.50/252.50 270.50/272.50
 1500  205.00/207.00  228.25/230.25 250.50/252.50 270.50/272.50
 1600  205.00/207.00  228.00/230.00 250.00/252.00 270.00/272.00
 1715  205.50/207.50  228.75/230.70 251.00/253.00 271.00/273.00
                        (Closing Sep 27)                        
 1715  211.00/213.00  234.50/236.50 257.00/259.00 277.00/279.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.57%    4.39%    4.32%      4.25%     4.26%   4.29%
 1100   4.57%    4.39%    4.32%      4.25%     4.25%   4.28%
 1200   4.52%    4.32%    4.25%      4.19%     4.20%   4.23%
 1300   4.38%    4.21%    4.14%      4.08%     4.11%   4.16%
 1400   4.44%    4.27%    4.19%      4.13%     4.16%   4.21%
 1500   4.45%    4.30%    4.22%      4.17%     4.19%   4.22%
 1600   4.48%    4.28%    4.21%      4.14%     4.17%   4.21%
 1715   4.53%    4.31%    4.23%      4.16%     4.19%   4.23%
                        (Closing Sep 27)   
 1715   4.56%    4.39%    4.33%      4.26%     4.26%   4.27%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.35%   4.34%    4.32%      4.29%     4.26%   4.24%
 1100   4.34%   4.32%    4.30%      4.28%     4.25%   4.23%
 1200   4.30%   4.29%    4.27%      4.24%     4.22%   4.20%
 1300   4.24%   4.24%    4.22%      4.20%     4.18%   4.16%
 1400   4.28%   4.27%    4.26%      4.23%     4.21%   4.19%
 1500   4.30%   4.28%    4.26%      4.24%     4.21%   4.19%
 1600   4.29%   4.28%    4.26%      4.24%     4.21%   4.19%
 1715   4.30%   4.29%    4.27%      4.25%     4.23%   4.21%
                        (Closing Sep 27)  
 1715   4.35%   4.34%    4.31%      4.29%     4.26%   4.24%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.5000/65.5100 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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