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RPT-India fwd/annualised dlr premia-(close)-Sep 7
September 7, 2017 / 4:46 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Sep 7

 
              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        02.00/04.00      00.50/01.00     01.50/03.00
                02.85%           02.85%          02.85%
                                (Sep 6)            
 1000        01.00/02.50      00.50/01.25     00.50/01.25
                02.84%           02.84%          02.84%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  12.00/13.50    35.75/37.75   58.25/60.25    79.75/81.75
 1100  12.50/13.50    36.25/38.25   58.50/60.50    80.00/82.00
 1200  12.50/13.50    36.25/38.25   58.50/60.50    80.00/82.00
 1300  12.50/13.50    36.25/38.25   58.50/60.50    80.00/82.00
 1400  12.50/13.50    36.25/38.25   58.50/60.50    80.00/82.00
 1500  12.50/13.50    36.25/38.25   58.50/60.50    80.00/82.00
 1600  12.25/13.75    36.25/38.25   58.75/60.75    80.50/82.50
 1715  12.75/13.75    36.25/38.25   58.75/60.75    80.50/82.50
                       (Closing Sep 6)
 1715  14.50/15.50    37.75/39.75   60.00/62.00    81.50/83.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  104.25/106.25  125.25/127.25 146.75/148.75 171.75/173.75
 1100  104.25/106.20  125.25/127.20 146.75/148.70 171.75/173.70
 1200  104.25/106.25  125.25/127.25 146.75/148.75 171.75/173.75
 1300  104.25/106.20  125.25/127.20 146.75/148.70 171.75/173.70
 1400  104.50/106.50  125.75/127.75 147.50/149.50 172.75/174.75
 1500  104.25/106.20  125.50/127.50 147.25/149.20 172.50/174.50
 1600  105.25/107.25  126.50/128.50 148.00/150.00 173.50/175.50
 1715  105.25/107.25  126.50/128.50 148.00/150.00 173.75/175.75
                       (Closing Sep 6)
 1715  105.50/107.50  126.50/128.50 148.00/150.00 173.00/175.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  197.50/199.50  218.50/220.50  241.25/243.25 263.00/265.00
 1100  197.50/199.50  218.50/220.50  241.25/243.20 263.00/265.00
 1200  197.50/199.50  218.50/220.50  241.25/243.25 263.00/265.00
 1300  197.75/199.70  218.75/220.70  241.75/243.70 263.50/265.50
 1400  198.75/200.75  220.00/222.00  243.00/245.00 265.00/267.00
 1500  198.50/200.50  219.50/221.50  242.50/244.50 264.50/266.50
 1600  199.25/201.25  220.25/222.25  243.00/245.00 265.00/267.00
 1715  199.75/201.75  220.25/222.25  243.25/245.25 265.25/267.25
                       (Closing Sep 6)
 1715  198.75/200.75  219.50/221.50  242.25/244.25 264.00/266.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.13%    4.21%    4.22%      4.22%     4.23%   4.24%
 1100   4.20%    4.24%    4.24%      4.23%     4.23%   4.24%
 1200   4.20%    4.24%    4.24%      4.23%     4.23%   4.24%
 1300   4.20%    4.25%    4.24%      4.23%     4.23%   4.24%
 1400   4.20%    4.24%    4.24%      4.24%     4.24%   4.26%
 1500   4.20%    4.24%    4.24%      4.23%     4.23%   4.25%
 1600   4.20%    4.25%    4.26%      4.26%     4.27%   4.28%
 1715   4.23%    4.25%    4.26%      4.26%     4.27%   4.28%
                       (Closing Sep 6) 
 1715   4.12%    4.17%    4.19%      4.19%     4.19%   4.20%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.29%    4.32%    4.31%      4.29%     4.26%   4.25%
 1100   4.29%    4.32%    4.31%      4.29%     4.26%   4.24%
 1200   4.29%    4.32%    4.31%      4.29%     4.26%   4.24%
 1300   4.29%    4.32%    4.32%      4.30%     4.28%   4.25%
 1400   4.31%    4.35%    4.34%      4.32%     4.30%   4.28%
 1500   4.30%    4.34%    4.33%      4.31%     4.29%   4.27%
 1600   4.33%    4.36%    4.35%      4.32%     4.30%   4.27%
 1715   4.33%    4.37%    4.35%      4.32%     4.30%   4.28%
                       (Closing Sep 6) 
 1715   4.25%    4.29%    4.29%      4.26%     4.24%   4.22%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0450/64.0550 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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