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RPT-India fwd/annualised dlr premia-(close)-Oct 27
October 27, 2017 / 4:39 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 27

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        02.00/04.50      01.50/03.25      00.50/01.25 
               02.81%           02.81%           02.81%
                                (Oct 26)            
 1000        02.00/04.50      00.50/01.25      01.50/03.25 
               02.82%           02.82%           02.82%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  23.00/24.00   45.00/47.00    69.75/71.75    91.50/93.50
 1100  22.75/24.75   44.75/46.75    69.00/71.00    91.00/93.00
 1200  22.75/23.75   44.75/46.75    69.25/71.25    90.75/92.75 
 1300  23.00/25.00   44.75/46.75    69.25/71.25    91.25/93.25
 1400  23.00/25.00   45.00/47.00    69.50/71.50    91.50/93.50
 1500  23.00/25.00   45.00/47.00    69.25/71.25    91.25/93.25
 1600  23.00/25.00   45.00/47.00    69.50/71.50    91.25/93.25
 1715  23.25/25.25   45.00/47.00    69.50/71.50    91.50/93.50
                        (Closing Oct 26)
 1715  23.50/25.50   45.25/47.25    69.50/71.50    91.50/93.50 
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000 113.50/115.50 140.00/142.00  166.00/168.00 188.00/190.00
 1100 113.25/115.25 139.50/141.50  165.50/167.50 187.50/189.50
 1200 112.75/114.75 139.25/141.25  165.25/167.25 187.25/189.25
 1300 113.50/115.50 140.00/142.00  166.25/168.25 188.25/190.25
 1400 113.75/115.75 140.25/142.25  166.75/168.75 188.75/190.75
 1500 113.50/115.50 140.00/142.00  166.25/168.20 188.25/190.20
 1600 113.50/115.50 140.00/142.00  166.25/168.25 188.25/190.25
 1715 114.00/116.00 140.50/142.50  167.00/169.00 189.00/191.00
                        (Closing Oct 26)  
 1715 113.75/115.70 140.00/142.00  166.00/168.00 188.00/190.00
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  211.50/213.50  233.75/235.75 253.50/255.50 276.75/278.75
 1100  211.00/213.00  233.50/235.50 253.00/255.00 276.00/278.00
 1200  210.75/212.75  233.25/235.25 253.00/255.00 276.00/278.00 
 1300  211.75/213.75  234.25/236.25 254.00/256.00 277.00/279.00
 1400  212.25/214.25  234.75/236.75 254.50/256.50 277.50/279.50
 1500  211.75/213.70  234.25/236.20 254.00/256.00 277.00/279.00
 1600  211.75/213.75  234.25/236.25 254.00/256.00 277.00/279.00
 1715  212.50/214.50  235.00/237.00 255.00/257.00 278.00/280.00
                        (Closing Oct 26)  
 1715  211.50/213.50  234.00/236.00 253.50/255.50  00.25/01.25 
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.40%    4.38%    4.32%      4.33%     4.34%   4.45%
 1100   4.44%    4.35%    4.27%      4.30%     4.33%   4.43%
 1200   4.35%    4.35%    4.28%      4.29%     4.31%   4.42%
 1300   4.49%    4.35%    4.28%      4.31%     4.34%   4.44%
 1400   4.49%    4.38%    4.30%      4.33%     4.35%   4.45%
 1500   4.49%    4.38%    4.29%      4.32%     4.34%   4.45%
 1600   4.49%    4.38%    4.30%      4.32%     4.34%   4.45%
 1715   4.54%    4.37%    4.30%      4.33%     4.36%   4.46%
                        (Closing Oct 26)  
 1715   4.45%    4.34%    4.27%      4.30%     4.34%   4.44%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.42%    4.40%    4.37%      4.33%     4.30%   4.27%
 1100   4.41%    4.39%    4.36%      4.33%     4.30%   4.26%
 1200   4.40%    4.38%    4.35%      4.32%     4.29%   4.25% 
 1300   4.42%    4.40%    4.37%      4.34%     4.31%   4.27%
 1400   4.44%    4.42%    4.38%      4.35%     4.32%   4.28%
 1500   4.43%    4.41%    4.37%      4.34%     4.31%   4.28%
 1600   4.43%    4.41%    4.37%      4.34%     4.31%   4.28%
 1715   4.45%    4.42%    4.39%      4.36%     4.33%   4.29%
                        (Closing Oct 26)
 1715   4.42%    4.40%    4.37%      4.34%     4.30%   4.27%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.0450/65.0550 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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