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RPT-India fwd/annualised dlr premia-(close)-Oct 12
October 12, 2017 / 4:43 AM / 4 days ago

RPT-India fwd/annualised dlr premia-(close)-Oct 12

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        02.25/04.75      00.50/01.50      01.75/03.25 
               03.15%           02.80%           03.27%
                                (Oct 11)            
 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  12.00/14.00   35.50/37.50    57.25/59.25    81.00/83.00
 1100  12.00/14.00   35.50/37.50    57.00/59.00    80.50/82.50
 1200  11.75/13.75   35.00/37.00    56.50/58.50    80.00/82.00
 1300  11.75/13.75   35.00/37.00    56.50/58.50    80.00/82.00
 1400  12.00/13.50   35.00/37.00    56.50/58.50    80.00/82.00
 1500  12.25/13.75   35.25/37.25    56.75/58.75    80.50/82.50
 1600  12.00/13.50   35.00/37.00    56.50/58.50    80.25/82.25
 1715  12.00/13.50   35.00/37.00    56.50/58.50    80.25/82.25
                        (Closing Oct 11)
 1715  14.25/16.25   38.00/40.00    60.00/62.00    84.00/86.00
----------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
----------------------------------------------------------------
 1000  102.50/104.50 124.50/126.50  150.50/152.50 176.50/178.50
 1100  102.00/104.00 124.00/126.00  150.00/152.00 176.00/178.00
 1200  101.50/103.50 123.50/125.50  149.25/151.25 175.00/177.00
 1300  101.50/103.50 123.50/125.50  149.25/151.25 175.00/177.00
 1400  101.50/103.50 123.50/125.50  149.50/151.50 175.25/177.20
 1500  102.00/104.00 124.00/126.00  149.75/151.75 175.50/177.50
 1600  101.75/103.75 123.75/125.75  149.75/151.75 175.75/177.75
 1715  101.75/103.75 123.75/125.75  149.75/151.75 175.75/177.75
                       (Closing Oct 11)
 1715  105.50/107.50 127.50/129.50  153.50/155.50 179.50/181.50
----------------------------------------------------------------
 TIME       JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  198.00/200.00  220.75/222.75 242.50/244.50 262.00/264.00
 1100  197.50/199.50  220.25/222.25 242.00/244.00 261.50/263.50
 1200  196.50/198.50  219.25/221.25 241.00/243.00 260.50/262.50 
 1300  196.50/198.50  219.25/221.25 241.00/243.00 260.50/262.50
 1400  196.50/198.50  219.25/221.25 241.00/243.00 260.50/262.50
 1500  197.00/199.00  219.75/221.75 241.50/243.50 261.00/263.00
 1600  197.00/199.00  219.75/221.75 241.50/243.50 261.00/263.00
 1715  197.00/199.00  219.75/221.75 241.50/243.50 261.00/263.00
                       (Closing Oct 11)                        
 1715  201.00/203.00  224.00/226.00 246.00/248.00 265.50/267.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.62%    4.45%    4.34%      4.30%     4.31%   4.37%
 1100   4.62%    4.43%    4.31%      4.27%     4.29%   4.36%
 1200   4.55%    4.39%    4.29%      4.25%     4.27%   4.34%
 1300   4.55%    4.39%    4.29%      4.25%     4.27%   4.34%
 1400   4.55%    4.39%    4.29%      4.25%     4.27%   4.34%
 1500   4.60%    4.42%    4.31%      4.28%     4.29%   4.35%
 1600   4.55%    4.39%    4.30%      4.27%     4.29%   4.35%
 1715   4.55%    4.39%    4.29%      4.26%     4.28%   4.35%
                       (Closing Oct 11)   
 1715   4.62%    4.49%    4.37%      4.33%     4.33%   4.38%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.39%    4.37%    4.33%      4.30%     4.26%   4.23%
 1100   4.38%    4.35%    4.32%      4.29%     4.25%   4.22%
 1200   4.35%    4.33%    4.30%      4.27%     4.24%   4.21%
 1300   4.36%    4.33%    4.31%      4.27%     4.24%   4.21%
 1400   4.36%    4.34%    4.31%      4.27%     4.24%   4.21%
 1500   4.37%    4.35%    4.32%      4.28%     4.25%   4.22%
 1600   4.37%    4.35%    4.32%      4.28%     4.25%   4.22%
 1715   4.37%    4.35%    4.32%      4.28%     4.25%   4.22%
                       (Closing Oct 11)  
 1715   4.41%    4.38%    4.35%      4.32%     4.28%   4.25%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.0800/65.0900 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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