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RPT-India fwd/annualised dlr premia-(close)-Oct 3
October 3, 2017 / 4:47 AM / 2 months ago

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

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        01.00/03.00      00.50/01.50     00.50/01.50
                02.78%           02.78%          02.78%
                                (Sep 29)            
 1000        03.25/05.25      02.75/04.00     00.50/01.25
                03.63%           03.84%          02.79%
---------------------------------------------------------------
 TIME      OCT            NOV           DEC            JAN
---------------------------------------------------------------
 1000  20.25/22.25   42.25/44.25    63.50/65.50    86.50/88.50
 1100  20.50/22.50   43.00/45.00    64.25/66.25    87.50/89.50
 1200  20.50/22.50   42.50/44.50    63.75/65.75    87.00/89.00
 1300  20.50/22.50   42.75/44.75    64.25/66.25    87.25/89.25
 1400  20.50/22.50   42.75/44.75    64.25/66.25    87.50/89.50
 1500  20.75/22.75   43.00/45.00    64.50/66.50    87.50/89.50
 1600  21.00/23.00   43.50/45.50    65.50/67.50    89.00/91.00
 1715  21.00/23.00   43.50/45.50    65.50/67.50    89.00/91.00
                       (Closing Sep 29)
 1715  21.00/23.00   43.00/45.00    64.25/66.25    87.25/89.25
----------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
----------------------------------------------------------------
 1000  107.50/109.50 129.00/131.00  154.50/156.50 180.00/182.00
 1100  108.25/110.25 129.50/131.50  155.25/157.25 181.00/183.00
 1200  108.00/110.00 129.50/131.50  155.00/157.00 180.50/182.50
 1300  108.00/110.00 129.25/131.25  155.00/157.00 180.75/182.75
 1400  108.25/110.25 129.50/131.50  155.25/157.25 181.00/183.00
 1500  108.25/110.25 129.50/131.50  155.25/157.25 181.00/183.00
 1600  110.00/112.00 131.50/133.50  157.25/159.25 183.00/185.00
 1715  110.00/112.00 131.50/133.50  157.25/159.25 183.00/185.00
                        (Closing Sep 29)
 1715  108.25/110.25 129.75/131.75  155.25/157.25 180.75/182.75
----------------------------------------------------------------
 TIME       JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  201.00/203.00  224.00/226.00 246.00/248.00 266.00/268.00
 1100  202.25/204.25  225.25/227.25 247.25/249.25 267.00/269.00
 1200  201.50/203.50  224.50/226.50 246.50/248.50 266.50/268.50
 1300  202.00/204.00  225.00/227.00 246.75/248.75 266.50/268.50
 1400  202.25/204.25  225.00/227.00 246.75/248.75 266.50/268.50
 1500  202.25/204.25  225.00/227.00 246.75/248.75 266.50/268.50
 1600  204.50/206.50  227.50/229.50 249.50/251.50 269.50/271.50
 1715  204.50/206.50  227.50/229.50 249.50/251.50 269.50/271.50
                        (Closing Sep 29)                        
 1715  201.75/203.75  224.75/226.75 246.75/248.75 266.50/268.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.46%    4.28%    4.20%      4.13%     4.14%   4.18%
 1100   4.52%    4.35%    4.24%      4.17%     4.16%   4.20%
 1200   4.51%    4.31%    4.22%      4.16%     4.16%   4.20%
 1300   4.52%    4.33%    4.25%      4.16%     4.16%   4.20%
 1400   4.51%    4.33%    4.25%      4.17%     4.17%   4.20%
 1500   4.56%    4.36%    4.26%      4.17%     4.17%   4.20%
 1600   4.62%    4.41%    4.33%      4.25%     4.24%   4.27%
 1715   4.61%    4.41%    4.33%      4.25%     4.24%   4.27%
                        (Closing Sep 29)   
 1715   4.47%    4.30%    4.22%      4.15%     4.16%   4.20%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.24%   4.23%    4.21%      4.18%     4.16%   4.15%
 1100   4.26%   4.25%    4.23%      4.20%     4.18%   4.16%
 1200   4.26%   4.24%    4.22%      4.20%     4.17%   4.16%
 1300   4.26%   4.25%    4.23%      4.20%     4.18%   4.16%
 1400   4.26%   4.25%    4.23%      4.20%     4.18%   4.16%
 1500   4.26%   4.25%    4.23%      4.20%     4.18%   4.16%
 1600   4.32%   4.31%    4.28%      4.25%     4.23%   4.21%
 1715   4.32%   4.30%    4.28%      4.25%     4.23%   4.21%
                        (Closing Sep 29)  
 1715   4.26%   4.25%    4.23%      4.20%     4.18%   4.16%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.4950/65.5050 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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