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RPT-India fwd/annualised dlr premia-(close)-Nov 3
November 3, 2017 / 4:46 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Nov 3

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        02.00/04.00      01.50/03.00      00.50/01.00 
               02.83%           02.83%           02.83%
                                (Nov 2)            
 1000        02.25/04.25      00.50/01.25      01.75/03.00 
               03.18%           02.83%           03.30%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  17.50/19.50   40.25/42.25    65.75/67.75    88.25/90.25
 1100  17.50/19.50   40.00/42.00    65.50/67.50    88.00/90.00
 1200  17.50/19.50   40.00/42.00    65.50/67.50    88.00/90.00
 1300  17.50/19.50   40.00/42.00    65.50/67.50    88.00/90.00
 1400  17.50/19.50   40.00/42.00    65.50/67.50    88.00/90.00
 1500  17.50/19.50   40.00/42.00    65.25/67.25    87.50/89.50
 1600  17.50/19.50   40.00/42.00    65.25/67.25    87.50/89.50
 1715  17.50/19.50   40.00/42.00    65.25/67.25    87.50/89.50
                        (Closing Nov 2)
 1715  18.75/20.75   41.50/43.50    67.00/69.00    89.50/91.50
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000 110.75/112.75 137.75/139.75  164.25/166.25 186.50/188.50
 1100 110.50/112.50 137.50/139.50  164.00/166.00 186.50/188.50
 1200 110.50/112.50 137.50/139.50  164.00/166.00 186.50/188.50
 1300 110.50/112.50 137.50/139.50  164.00/166.00 186.50/188.50
 1400 110.50/112.50 137.50/139.50  163.50/165.50 186.00/188.00
 1500 110.00/112.00 136.75/138.75  163.25/165.25 185.50/187.50
 1600 110.00/112.00 136.75/138.75  163.25/165.25 185.50/187.50
 1715 110.00/112.00 136.75/138.75  163.25/165.25 185.50/187.50
                        (Closing Nov 2)  
 1715 112.25/114.25 139.25/141.25  166.00/168.00 188.25/190.25
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  210.25/212.25  233.00/235.00 253.25/255.25 276.50/278.50
 1100  210.50/212.50  233.50/235.50 253.75/255.75 277.00/279.00
 1200  210.50/212.50  233.50/235.50 253.75/255.70 277.00/279.00
 1300  210.50/212.50  233.50/235.50 253.75/255.75 277.00/279.00
 1400  210.00/212.00  233.00/235.00 253.25/255.25 276.50/278.50
 1500  209.00/211.00  232.00/234.00 252.50/254.50 276.00/278.00
 1600  209.25/211.25  232.00/234.00 252.50/254.50 276.00/278.00
 1715  209.25/211.25  232.00/234.00 252.50/254.50 276.00/278.00
                        (Closing Nov 2)  
 1715  212.00/214.00  235.00/237.00 255.50/257.50 279.00/281.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.52%    4.47%    4.45%      4.47%     4.53%   4.58%
 1100   4.51%    4.44%    4.43%      4.46%     4.52%   4.57%
 1200   4.51%    4.44%    4.43%      4.46%     4.52%   4.57%
 1300   4.51%    4.44%    4.43%      4.46%     4.52%   4.57%
 1400   4.51%    4.44%    4.43%      4.46%     4.52%   4.56%
 1500   4.51%    4.43%    4.41%      4.43%     4.49%   4.54%
 1600   4.51%    4.43%    4.41%      4.43%     4.49%   4.54%
 1715   4.51%    4.44%    4.41%      4.44%     4.50%   4.55%
                        (Closing Nov 2)  
 1715   4.61%    4.50%    4.47%      4.49%     4.54%   4.60%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.55%    4.52%    4.48%      4.45%     4.41%   4.37%
 1100   4.54%    4.52%    4.49%      4.45%     4.42%   4.38%
 1200   4.54%    4.52%    4.49%      4.45%     4.42%   4.38%
 1300   4.54%    4.52%    4.49%      4.45%     4.41%   4.38%
 1400   4.53%    4.50%    4.47%      4.44%     4.41%   4.37%
 1500   4.52%    4.49%    4.45%      4.43%     4.39%   4.36%
 1600   4.52%    4.49%    4.46%      4.42%     4.39%   4.36%
 1715   4.52%    4.49%    4.46%      4.43%     4.40%   4.36%
                        (Closing Nov 2)
 1715   4.57%    4.54%    4.50%      4.47%     4.43%   4.40%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5450/64.5550 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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