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RPT-India fwd/annualised dlr premia-(close)-Sep 5
September 5, 2017 / 4:40 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 5

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        01.00/02.00      00.50/01.00     00.50/01.00
                02.85%           02.85%          02.85%
                                (Sep 4)            
 1000            N/A              N/A          00.50/01.25
                 N/A              N/A             02.85%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  15.50/17.00    39.25/41.25   62.00/64.00    84.00/86.00
 1100  15.25/16.75    39.25/41.25   62.00/64.00    84.00/86.00
 1200  15.25/16.75    39.25/41.25   62.00/64.00    84.00/86.00
 1300  15.25/16.75    39.25/41.25   62.00/64.00    84.00/86.00
 1400  15.25/16.75    39.25/41.25   62.00/64.00    84.00/86.00
 1500  15.00/17.00    39.00/41.00   61.75/63.75    83.75/85.75
 1600  15.00/17.00    39.00/41.00   61.75/63.75    83.50/85.50
 1715  15.00/16.50    39.00/41.00   61.50/63.50    83.25/85.25
                        (Closing Sep 4)
 1715  16.25/17.75    40.25/42.25   63.25/65.25    85.25/87.25
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  109.00/111.00  130.50/132.50 152.50/154.50 177.50/179.50
 1100  108.50/110.50  130.00/132.00 152.00/154.00 177.00/179.00
 1200  108.75/110.75  130.50/132.50 152.50/154.50 177.50/179.50
 1300  108.50/110.50  130.00/132.00 152.00/154.00 177.00/179.00
 1400  108.50/110.50  130.00/132.00 152.00/154.00 177.00/179.00
 1500  108.50/110.50  129.75/131.75 151.50/153.50 176.50/178.50
 1600  108.25/110.25  129.50/131.50 151.25/153.25 176.25/178.25
 1715  107.75/109.75  129.25/131.25 151.00/153.00 176.00/178.00
                        (Closing Sep 4)
 1715  110.00/112.00  131.75/133.75 154.00/156.00 179.00/181.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  203.50/205.50  224.50/226.50  247.50/249.50 269.50/271.50
 1100  203.00/205.00  224.00/226.00  247.00/249.00 269.00/271.00
 1200  203.50/205.50  224.50/226.50  247.50/249.50 269.50/271.50
 1300  203.00/205.00  224.00/226.00  247.00/249.00 269.00/271.00
 1400  203.00/205.00  224.00/226.00  247.00/249.00 269.00/271.00
 1500  202.50/204.50  223.50/225.50  246.50/248.50 268.50/270.50
 1600  202.00/204.00  223.00/225.00  246.00/248.00 268.00/270.00
 1715  202.00/204.00  223.00/225.00  246.00/248.00 268.00/270.00
                        (Closing Sep 4)
 1715  205.00/207.00  226.25/228.25  249.50/251.50 271.50/273.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.22%    4.25%    4.27%      4.28%     4.29%   4.31%
 1100   4.20%    4.25%    4.27%      4.28%     4.27%   4.29%
 1200   4.20%    4.25%    4.27%      4.28%     4.29%   4.31%
 1300   4.20%    4.25%    4.27%      4.28%     4.27%   4.29%
 1400   4.20%    4.25%    4.27%      4.28%     4.27%   4.29%
 1500   4.18%    4.23%    4.26%      4.27%     4.27%   4.28%
 1600   4.18%    4.23%    4.26%      4.26%     4.26%   4.28%
 1715   4.15%    4.22%    4.24%      4.24%     4.25%   4.27%
                        (Closing Sep 4) 
 1715   4.24%    4.28%    4.31%      4.31%     4.31%   4.33%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.35%    4.38%    4.37%      4.34%     4.32%   4.30%
 1100   4.34%    4.37%    4.36%      4.33%     4.31%   4.29%
 1200   4.35%    4.38%    4.37%      4.34%     4.32%   4.30%
 1300   4.34%    4.37%    4.36%      4.33%     4.31%   4.29%
 1400   4.33%    4.37%    4.36%      4.33%     4.31%   4.29%
 1500   4.18%    4.23%    4.26%      4.27%     4.27%   4.28%
 1600   4.32%    4.35%    4.34%      4.32%     4.30%   4.27%
 1715   4.31%    4.34%    4.34%      4.31%     4.29%   4.27%
                        (Closing Sep 4) 
 1715   4.37%    4.40%    4.39%      4.37%     4.35%   4.32%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.1225/64.1325 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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