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RPT-India fwd/annualised dlr premia-(close)-Nov 1
November 1, 2017 / 4:47 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Nov 1

              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 
               02.82%           02.82%           02.82%
                                (Oct 31)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25 
               02.82%           02.82%           02.82%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  21.00/23.00   44.00/46.00    69.00/71.00    91.50/93.50
 1100  21.00/23.00   44.00/46.00    69.50/71.50    91.50/93.50
 1200  21.00/23.00   44.00/46.00    69.50/71.50    92.00/94.00
 1300  21.25/23.25   44.25/46.25    69.75/71.75    91.75/93.75
 1400  21.00/23.00   44.00/46.00    69.50/71.50    92.00/94.00
 1500  21.00/23.00   44.00/46.00    69.50/71.50    92.00/94.00
 1600  21.00/23.00   44.00/46.00    69.50/71.50    92.00/94.00
 1715  21.25/23.25   44.50/46.50    70.00/72.00    92.50/94.50
                        (Closing Oct 31)
 1715  22.00/24.00   45.00/47.00    70.00/72.00    92.50/94.50
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000 114.00/116.00 140.50/142.50  167.00/169.00 189.50/191.50
 1100 114.00/116.00 140.75/142.75  167.50/169.50 189.75/191.75
 1200 114.50/116.50 141.50/143.50  168.00/170.00 190.50/192.50
 1300 114.25/116.25 141.00/143.00  167.75/169.75 190.25/192.25
 1400 114.50/116.50 141.50/143.50  168.00/170.00 190.50/192.50
 1500 114.50/116.50 141.00/143.00  167.50/169.50 190.00/192.00
 1600 114.50/116.50 141.25/143.25  168.00/170.00 190.50/192.50
 1715 115.50/117.50 142.50/144.50  169.50/171.50 192.00/194.00
                        (Closing Oct 31)  
 1715 115.00/117.00 141.50/143.50  168.00/170.00 190.50/192.50
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  213.50/215.50  236.50/238.50 257.00/259.00 280.50/282.50
 1100  213.75/215.75  236.75/238.75 257.00/259.00 280.50/282.50
 1200  214.50/216.50  237.50/239.50 257.75/259.75 281.00/283.00
 1300  214.25/216.25  237.25/239.25 257.50/259.50 281.00/283.00
 1400  214.50/216.50  237.50/239.50 257.75/259.75 281.00/283.00
 1500  214.00/216.00  237.00/239.00 257.25/259.25 280.50/282.50
 1600  214.50/216.50  237.50/239.50 258.00/260.00 281.50/283.50
 1715  216.00/218.00  239.00/241.00 259.50/261.50 283.00/285.00
                        (Closing Oct 31)  
 1715  214.50/216.50  237.50/239.50 257.75/259.75 281.00/283.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.59%    4.52%    4.45%      4.47%     4.50%   4.56%
 1100   4.59%    4.53%    4.47%      4.47%     4.50%   4.57%
 1200   4.59%    4.53%    4.48%      4.50%     4.53%   4.60%
 1300   4.64%    4.55%    4.49%      4.49%     4.52%   4.58%
 1400   4.59%    4.53%    4.48%      4.50%     4.53%   4.60%
 1500   4.59%    4.53%    4.48%      4.49%     4.52%   4.58%
 1600   4.59%    4.53%    4.48%      4.49%     4.52%   4.59%
 1715   4.64%    4.57%    4.51%      4.52%     4.56%   4.63%
                        (Closing Oct 31)  
 1715   4.61%    4.53%    4.45%      4.47%     4.50%   4.56%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.54%    4.52%    4.48%      4.45%     4.42%   4.39%
 1100   4.55%    4.52%    4.49%      4.46%     4.43%   4.39%
 1200   4.57%    4.55%    4.51%      4.48%     4.44%   4.40%
 1300   4.56%    4.54%    4.50%      4.47%     4.44%   4.40%
 1400   4.57%    4.54%    4.51%      4.47%     4.44%   4.40%
 1500   4.55%    4.53%    4.50%      4.46%     4.43%   4.39%
 1600   4.57%    4.54%    4.51%      4.47%     4.44%   4.40%
 1715   4.61%    4.58%    4.54%      4.50%     4.47%   4.43%
                        (Closing Oct 31)
 1715   4.53%    4.51%    4.48%      4.45%     4.41%   4.38%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5900/64.6000 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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