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RPT-India fwd/annualised dlr premia-(close)-Oct 16
October 16, 2017 / 4:40 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Oct 16

              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 13)            
 1000        02.25/04.50      01.75/03.25      00.50/01.25 
               03.16%           03.28%           02.81%
---------------------------------------------------------------
 TIME      OCT            NOV           DEC            JAN
---------------------------------------------------------------
 1000  10.00/11.50   33.00/35.00    54.50/56.50    78.00/80.00
 1100  09.75/11.25   32.75/34.75    54.25/56.25    77.75/79.75
 1200  09.50/11.00   32.50/34.50    54.00/56.00    77.50/79.50
 1300  09.50/11.00   32.50/34.50    54.00/56.00    77.50/79.50
 1400  09.50/11.00   32.50/34.50    54.00/56.00    77.50/79.50 
 1500  09.50/11.50   32.50/34.50    54.00/56.00    77.50/79.50
 1600  09.50/11.50   32.75/34.75    54.25/56.25    78.00/80.00
 1715  09.50/11.50   32.75/34.75    54.25/56.25    78.00/80.00
                        (Closing Oct 13)
 1715  10.50/12.00   33.50/35.50    55.00/57.00    78.50/80.50
----------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
----------------------------------------------------------------
 1000   99.50/101.50 121.50/123.50  147.50/149.50 173.50/175.50
 1100   99.25/101.25 121.25/123.25  147.25/149.25 173.25/175.25
 1200   98.75/100.75 120.50/122.50  146.50/148.50 172.50/174.50
 1300   98.75/100.75 120.50/122.50  146.50/148.50 172.50/174.50 
 1400   99.00/101.00 121.00/123.00  147.00/149.00 173.00/175.00 
 1500   99.00/101.00 121.00/123.00  147.00/149.00 173.00/175.00
 1600   99.50/101.50 121.50/123.50  147.50/149.50 173.50/175.50
 1715   99.50/101.50 121.50/123.50  147.50/149.50 173.50/175.50
                       (Closing Oct 13)
 1715  100.00/102.00 122.00/124.00  148.00/150.00 174.00/176.00
----------------------------------------------------------------
 TIME       JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  195.00/197.00  218.00/220.00 240.00/242.00 259.50/261.50
 1100  194.75/196.75  217.75/219.75 239.50/241.50 259.00/261.00
 1200  194.00/196.00  217.00/219.00 239.00/241.00 258.50/260.50
 1300  194.00/196.00  217.00/219.00 239.00/241.00 258.50/260.50
 1400  194.50/196.50  217.50/219.50 239.50/241.50 259.00/261.00
 1500  194.75/196.75  218.00/220.00 240.00/242.00 259.50/261.50
 1600  195.25/197.25  218.50/220.50 240.50/242.50 260.00/262.00
 1715  195.25/197.25  218.50/220.50 240.50/242.50 260.00/262.00
                       (Closing Oct 13)                        
 1715  195.50/197.50  218.25/220.25 240.00/242.00 259.50/261.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.49%    4.38%    4.28%      4.26%     4.28%   4.36%
 1100   4.44%    4.35%    4.26%      4.24%     4.27%   4.35%
 1200   4.40%    4.33%    4.24%      4.22%     4.25%   4.33%
 1300   4.40%    4.33%    4.24%      4.23%     4.25%   4.33%
 1400   4.40%    4.33%    4.24%      4.23%     4.26%   4.34%
 1500   4.41%    4.33%    4.24%      4.23%     4.26%   4.34%
 1600   4.44%    4.35%    4.27%      4.26%     4.28%   4.36%
 1715   4.44%    4.35%    4.27%      4.26%     4.28%   4.36%
                       (Closing Oct 13)   
 1715   4.43%    4.34%    4.25%      4.23%     4.26%   4.33%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.38%    4.36%    4.33%      4.30%     4.27%   4.24%
 1100   4.37%    4.35%    4.32%      4.29%     4.26%   4.23%
 1200   4.35%    4.33%    4.31%      4.28%     4.25%   4.22%
 1300   4.35%    4.34%    4.31%      4.28%     4.25%   4.22%
 1400   4.36%    4.35%    4.32%      4.29%     4.26%   4.23%
 1500   4.36%    4.35%    4.33%      4.30%     4.27%   4.24%
 1600   4.38%    4.36%    4.34%      4.31%     4.27%   4.25%
 1715   4.38%    4.36%    4.34%      4.31%     4.28%   4.25%
                       (Closing Oct 13)  
 1715   4.36%    4.34%    4.31%      4.27%     4.24%   4.22%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.7400/64.7500 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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