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RPT-India fwd/annualised dlr premia-(close)-Sep 6
September 6, 2017 / 4:43 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 6

 
              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
                02.84%           02.84%          02.84%
                                (Sep 5)            
 1000        01.00/02.00      00.50/01.00     00.50/01.00
                02.85%           02.85%          02.85%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  14.00/16.00    37.75/39.75   60.25/62.25    81.75/83.75
 1100  14.00/15.50    37.75/39.75   60.25/62.25    81.75/83.75
 1200  14.50/15.50    38.00/40.00   60.25/62.25    81.75/83.75
 1300  14.25/16.25    38.00/40.00   60.50/62.50    82.00/84.00
 1400  14.50/15.50    38.00/40.00   60.25/62.25    81.75/83.75
 1500  14.00/16.00    37.75/39.75   60.50/62.50    82.00/84.00
 1600  14.50/15.50    37.75/39.75   60.00/62.00    81.50/83.50
 1715  14.50/15.50    37.75/39.75   60.00/62.00    81.50/83.50
                       (Closing Sep 5)
 1715  15.00/16.50    39.00/41.00   61.50/63.50    83.25/85.25
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  106.25/108.25  127.25/129.25 148.50/150.50 173.50/175.50
 1100  106.25/108.25  127.25/129.25 148.75/150.75 173.50/175.50
 1200  106.00/108.00  127.00/129.00 148.50/150.50 173.25/175.25
 1300  106.25/108.25  127.25/129.25 148.50/150.50 173.25/175.25
 1400  106.00/108.00  127.00/129.00 148.50/150.50 173.50/175.50
 1500  106.25/108.25  127.25/129.25 148.75/150.75 173.75/175.75
 1600  105.75/107.75  126.75/128.75 148.25/150.25 173.50/175.50
 1715  105.50/107.50  126.50/128.50 148.00/150.00 173.00/175.00
                       (Closing Sep 5)
 1715  107.75/109.75  129.25/131.25 151.00/153.00 176.00/178.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  199.00/201.00  220.00/222.00  242.75/244.75 264.50/266.50
 1100  199.25/201.25  220.25/222.25  243.25/245.25 265.00/267.00
 1200  199.00/201.00  220.00/222.00  242.75/244.75 264.50/266.50
 1300  199.00/201.00  220.00/222.00  242.75/244.75 264.50/266.50
 1400  199.50/201.50  220.50/222.50  243.25/245.25 265.00/267.00
 1500  199.50/201.50  220.50/222.50  243.50/245.50 265.50/267.50
 1600  199.50/201.50  220.50/222.50  243.50/245.50 265.50/267.50
 1715  198.75/200.75  219.50/221.50  242.25/244.25 264.00/266.00
                       (Closing Sep 5)
 1715  202.00/204.00  223.00/225.00  246.00/248.00 268.00/270.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.11%    4.17%    4.19%      4.20%     4.21%   4.22%
 1100   4.09%    4.17%    4.20%      4.20%     4.21%   4.22%
 1200   4.13%    4.19%    4.20%      4.20%     4.20%   4.21%
 1300   4.16%    4.19%    4.21%      4.21%     4.21%   4.22%
 1400   4.13%    4.19%    4.20%      4.20%     4.20%   4.22%
 1500   4.12%    4.18%    4.22%      4.21%     4.21%   4.23%
 1600   4.12%    4.17%    4.19%      4.19%     4.19%   4.21%
 1715   4.12%    4.17%    4.19%      4.19%     4.19%   4.20%
                       (Closing Sep 5) 
 1715   4.15%    4.22%    4.24%      4.24%     4.25%   4.27%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.25%    4.29%    4.28%      4.26%     4.24%   4.22%
 1100   4.26%    4.29%    4.29%      4.27%     4.25%   4.23%
 1200   4.25%    4.29%    4.28%      4.27%     4.24%   4.22%
 1300   4.26%    4.29%    4.29%      4.27%     4.25%   4.22%
 1400   4.26%    4.30%    4.30%      4.28%     4.26%   4.23%
 1500   4.27%    4.30%    4.30%      4.28%     4.26%   4.24%
 1600   4.26%    4.30%    4.30%      4.28%     4.26%   4.24%
 1715   4.25%    4.29%    4.29%      4.26%     4.24%   4.22%
                       (Closing Sep 5) 
 1715   4.31%    4.34%    4.34%      4.31%     4.29%   4.27%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0950/64.1050 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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