October 11, 2017 / 4:41 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 11

              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 
               02.80%           02.80%           02.80%
                                (Oct 10)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25 
               02.80%           02.80%           02.80%
---------------------------------------------------------------
 TIME      OCT            NOV           DEC            JAN
---------------------------------------------------------------
 1000  14.50/16.50   38.50/40.50    60.50/62.50    84.50/86.50
 1100  14.50/16.50   38.50/40.50    60.25/62.25    84.00/86.00
 1200  14.25/16.25   38.00/40.00    60.00/62.00    84.00/86.00
 1300  14.25/16.25   38.00/40.00    60.00/62.00    84.00/86.00
 1400  14.50/16.00   38.25/40.25    60.25/62.25    84.00/86.00
 1500  14.25/16.25   38.00/40.00    60.00/62.00    84.00/86.00
 1600  14.25/16.25   38.00/40.00    59.75/61.75    83.50/85.50
 1715  14.25/16.25   38.00/40.00    60.00/62.00    84.00/86.00
                        (Closing Oct 10)
 1715  15.50/17.50   39.50/41.50    61.50/63.50    85.50/87.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
----------------------------------------------------------------
 1000  106.00/108.00 128.00/130.00  154.00/156.00 180.00/182.00
 1100  105.50/107.50 127.50/129.50  153.50/155.50 179.50/181.50
 1200  105.25/107.20 127.00/129.00  153.00/155.00 179.00/181.00
 1300  105.25/107.20 127.25/129.20  153.00/155.00 179.00/181.00
 1400  105.25/107.25 127.00/129.00  153.00/155.00 178.75/180.75
 1500  105.25/107.25 127.00/129.00  152.75/154.75 178.50/180.50
 1600  105.00/107.00 127.00/129.00  152.75/154.75 178.50/180.50
 1715  105.50/107.50 127.50/129.50  153.50/155.50 179.50/181.50
                       (Closing Oct 10)
 1715  107.00/109.00 129.00/131.00  155.00/157.00 181.00/183.00
----------------------------------------------------------------
 TIME       JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  201.50/203.50  224.50/226.50 246.50/248.50 266.00/268.00
 1100  200.75/202.70  223.75/225.70 245.75/247.70 265.50/267.50
 1200  200.25/202.20  223.25/225.20 245.25/247.20 265.00/267.00
 1300  200.50/202.50  223.50/225.50 245.50/247.50 265.00/267.00
 1400  200.00/202.00  223.00/225.00 245.00/247.00 264.75/266.75
 1500  199.75/201.75  222.75/224.75 244.75/246.75 264.50/266.50
 1600  199.75/201.75  222.75/224.70 244.75/246.70 264.50/266.50
 1715  201.00/203.00  224.00/226.00 246.00/248.00 265.50/267.50
                       (Closing Oct 10)                        
 1715  202.25/204.25  225.25/227.25 247.25/249.25 267.00/269.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.67%    4.53%    4.39%      4.34%     4.34%   4.39%
 1100   4.67%    4.51%    4.37%      4.32%     4.32%   4.37%
 1200   4.61%    4.48%    4.36%      4.31%     4.31%   4.36%
 1300   4.61%    4.48%    4.36%      4.32%     4.32%   4.37%
 1400   4.63%    4.51%    4.37%      4.32%     4.31%   4.36%
 1500   4.61%    4.48%    4.36%      4.32%     4.31%   4.36%
 1600   4.61%    4.48%    4.35%      4.30%     4.31%   4.36%
 1715   4.62%    4.49%    4.37%      4.33%     4.33%   4.38%
                       (Closing Oct 10)   
 1715   4.70%    4.55%    4.42%      4.35%     4.35%   4.39%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.41%   4.39%    4.35%      4.32%     4.28%   4.25%
 1100   4.40%   4.37%    4.34%      4.30%     4.27%   4.24%
 1200   4.38%   4.36%    4.33%      4.29%     4.26%   4.24%
 1300   4.39%   4.37%    4.34%      4.30%     4.27%   4.24%
 1400   4.39%   4.36%    4.33%      4.29%     4.26%   4.24%
 1500   4.38%   4.35%    4.32%      4.29%     4.26%   4.23%
 1600   4.38%   4.36%    4.32%      4.29%     4.26%   4.23%
 1715   4.41%   4.38%    4.35%      4.32%     4.28%   4.25%
                       (Closing Oct 10)  
 1715   4.42%   4.39%    4.35%      4.32%     4.28%   4.26%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.1400/65.1500 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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