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RPT-India fwd/annualised dlr premia-(close)-Sep 29
September 29, 2017 / 4:38 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 29

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        03.25/05.25      02.75/04.00     00.50/01.25
                03.63%           03.84%          02.79%
                                (Sep 28)            
 1000        03.25/05.25      00.50/01.25     02.75/04.00
                03.61%           02.77%          03.81%
---------------------------------------------------------------
 TIME      OCT            NOV           DEC            JAN
---------------------------------------------------------------
 1000  20.75/22.75   42.75/44.75    64.00/66.00    87.00/89.00
 1100  21.00/23.00   43.00/45.00    64.25/66.25    87.50/89.50
 1200  21.00/23.00   43.25/45.25    64.50/66.50    87.50/89.50
 1300  21.00/23.00   43.00/45.00    64.25/66.25    87.25/89.25
 1400  21.25/23.25   43.25/45.25    64.50/66.50    87.75/89.75
 1500  21.25/23.25   43.25/45.25    64.50/66.50    87.50/89.50
 1600  21.25/23.25   43.25/45.25    64.50/66.50    87.50/89.50
 1715  21.00/23.00   43.00/45.00    64.25/66.25    87.25/89.25
                       (Closing Sep 28)
 1715  22.00/24.00   44.00/46.00    65.25/67.25    88.50/90.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
----------------------------------------------------------------
 1000  108.25/110.20 130.00/132.00  155.75/157.70 181.50/183.50
 1100  108.50/110.50 130.00/132.00  155.75/157.75 181.50/183.50
 1200  108.75/110.75 130.50/132.50  156.25/158.25 182.00/184.00
 1300  108.25/110.25 129.75/131.75  155.50/157.50 181.25/183.25
 1400  109.00/111.00 130.75/132.70  156.50/158.50 182.25/184.20
 1500  108.50/110.50 130.00/132.00  155.75/157.70 181.50/183.50
 1600  108.50/110.50 130.00/132.00  155.50/157.50 181.00/183.00
 1715  108.25/110.25 129.75/131.75  155.25/157.25 180.75/182.75
                        (Closing Sep 28)
 1715  110.00/112.00 132.00/134.00  158.00/160.00 184.00/186.00
----------------------------------------------------------------
 TIME       JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  203.00/205.00  226.00/228.00 248.00/250.00 268.00/270.00
 1100  203.00/205.00  226.00/228.00 248.00/250.00 268.00/270.00
 1200  203.50/205.50  226.50/228.50 248.50/250.50 268.50/270.50
 1300  202.50/204.50  225.50/227.50 247.50/249.50 267.50/269.50
 1400  203.50/205.50  226.50/228.50 248.50/250.50 268.50/270.50
 1500  202.50/204.50  225.50/227.50 247.50/249.50 267.50/269.50
 1600  202.00/204.00  225.00/227.00 247.00/249.00 267.00/269.00
 1715  201.75/203.75  224.75/226.75 246.75/248.75 266.50/268.50
                        (Closing Sep 28)                        
 1715  205.50/207.50  228.75/230.70 251.00/253.00 271.00/273.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.43%    4.27%    4.20%      4.13%     4.16%   4.20%
 1100   4.46%    4.29%    4.21%      4.15%     4.16%   4.20%
 1200   4.47%    4.32%    4.23%      4.15%     4.17%   4.22%
 1300   4.47%    4.30%    4.22%      4.14%     4.16%   4.20%
 1400   4.51%    4.32%    4.23%      4.17%     4.18%   4.23%
 1500   4.51%    4.32%    4.23%      4.16%     4.16%   4.20%
 1600   4.51%    4.32%    4.23%      4.16%     4.17%   4.21%
 1715   4.47%    4.30%    4.22%      4.15%     4.16%   4.20%
                        (Closing Sep 28)   
 1715   4.53%    4.31%    4.23%      4.16%     4.19%   4.23%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.27%   4.26%    4.25%      4.22%     4.20%   4.18%
 1100   4.27%   4.26%    4.24%      4.22%     4.20%   4.18%
 1200   4.28%   4.27%    4.25%      4.23%     4.20%   4.18%
 1300   4.26%   4.26%    4.24%      4.21%     4.19%   4.17%
 1400   4.29%   4.28%    4.26%      4.23%     4.21%   4.19%
 1500   4.27%   4.26%    4.24%      4.21%     4.19%   4.17%
 1600   4.26%   4.25%    4.23%      4.21%     4.19%   4.17%
 1715   4.26%   4.25%    4.23%      4.20%     4.18%   4.16%
                        (Closing Sep 28)  
 1715   4.30%   4.29%    4.27%      4.25%     4.23%   4.21%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.2800/65.2900 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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