September 4, 2017 / 4:42 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 4

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000            N/A              N/A          00.50/01.25
                 N/A              N/A             02.85%
                                (Sep 1)            
 1000        01.75/03.25      01.75/03.25          N/A    
                02.50%           02.50%            N/A  
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  16.25/17.75    40.25/42.25   63.25/65.25    85.50/87.50
 1100  16.25/17.75    40.00/42.00   63.00/65.00    85.00/87.00
 1200  16.25/17.75    40.00/42.00   63.00/65.00    85.00/87.00
 1300  16.25/17.75    40.25/42.25   63.25/65.25    85.25/87.25
 1400  16.25/17.75    40.25/42.25   63.25/65.25    85.25/87.25
 1500  16.25/17.75    40.25/42.25   63.25/65.25    85.25/87.25
 1600  16.25/17.75    40.25/42.25   63.25/65.25    85.25/87.25
 1715  16.25/17.75    40.25/42.25   63.25/65.25    85.25/87.25
                       (Closing Sep 1)
 1715  17.25/18.75    41.25/43.25   64.25/66.25    86.50/88.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  110.75/112.75  132.50/134.50 154.75/156.75 179.75/181.75
 1100  110.00/112.00  131.75/133.75 153.75/155.75 178.75/180.75
 1200  110.00/112.00  131.75/133.70 153.75/155.70 178.75/180.70
 1300  110.25/112.25  132.00/134.00 154.25/156.25 179.25/181.25
 1400  110.25/112.25  132.00/134.00 154.25/156.25 179.25/181.25
 1500  110.25/112.20  132.00/134.00 154.25/156.20 179.25/181.20
 1600  110.00/112.00  131.75/133.75 154.00/156.00 179.00/181.00
 1715  110.00/112.00  131.75/133.75 154.00/156.00 179.00/181.00
                       (Closing Sep 1)
 1715  111.75/113.75  133.50/135.50 155.75/157.75 180.75/182.75
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  205.75/207.75  227.00/229.00  250.25/252.25 272.50/274.50
 1100  204.75/206.75  226.00/228.00  249.25/251.25 271.50/273.50
 1200  204.75/206.70  226.00/228.00  249.25/251.20 271.50/273.50
 1300  205.25/207.25  226.50/228.50  249.75/251.75 272.00/274.00
 1400  205.25/207.25  226.50/228.50  249.75/251.75 272.00/274.00
 1500  205.25/207.20  226.50/228.50  249.75/251.70 272.00/274.00
 1600  205.00/207.00  226.25/228.25  249.50/251.50 271.50/273.50
 1715  205.00/207.00  226.25/228.25  249.50/251.50 271.50/273.50
                       (Closing Sep 1)
 1715  206.75/208.75  228.00/230.00  251.25/253.25 273.50/275.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.24%    4.29%    4.32%      4.33%     4.34%   4.36%
 1100   4.23%    4.26%    4.30%      4.30%     4.31%   4.33%
 1200   4.23%    4.26%    4.29%      4.30%     4.31%   4.33%
 1300   4.23%    4.28%    4.31%      4.31%     4.31%   4.33%
 1400   4.23%    4.28%    4.30%      4.31%     4.31%   4.33%
 1500   4.23%    4.28%    4.30%      4.31%     4.31%   4.33%
 1600   4.24%    4.28%    4.31%      4.31%     4.31%   4.33%
 1715   4.24%    4.28%    4.31%      4.31%     4.31%   4.33%
                       (Closing Sep 1) 
 1715   4.28%    4.31%    4.33%      4.34%     4.35%   4.36%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.39%    4.42%    4.41%      4.39%     4.37%   4.34%
 1100   4.37%    4.40%    4.39%      4.37%     4.35%   4.33%
 1200   4.36%    4.40%    4.39%      4.37%     4.34%   4.32%
 1300   4.37%    4.40%    4.39%      4.37%     4.35%   4.33%
 1400   4.37%    4.40%    4.39%      4.37%     4.35%   4.32%
 1500   4.37%    4.40%    4.39%      4.37%     4.35%   4.33%
 1600   4.37%    4.40%    4.39%      4.37%     4.34%   4.32%
 1715   4.37%    4.40%    4.39%      4.37%     4.35%   4.32%
                       (Closing Sep 1) 
 1715   4.39%    4.43%    4.41%      4.39%     4.37%   4.34%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0500/64.0600 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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