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RPT-India fwd/annualised dlr premia-(close)-Oct 4
October 4, 2017 / 4:46 AM / in 18 days

RPT-India fwd/annualised dlr premia-(close)-Oct 4

              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
                02.79%           02.79%          02.79%
                                (Oct 3)            
 1000        01.00/03.00      00.50/01.50     00.50/01.50
                02.78%           02.78%          02.78%
---------------------------------------------------------------
 TIME      OCT            NOV           DEC            JAN
---------------------------------------------------------------
 1000  20.50/22.50   43.00/45.00    64.75/66.75    88.25/90.25
 1100  20.25/22.25   42.75/44.75    64.50/66.50    88.00/90.00
 1200  20.00/22.00   42.75/44.75    64.50/66.50    88.00/90.00
 1300  20.00/22.00   43.00/45.00    65.00/67.00    88.50/90.50
 1400  20.00/22.00   42.75/44.75    64.50/66.50    88.00/90.00
 1500  20.00/22.00   43.00/45.00    65.00/67.00    88.75/90.75
 1600  20.00/22.00   43.25/45.25    65.50/67.50    89.50/91.50
 1715  20.00/22.00   43.00/45.00    65.00/67.00    89.00/91.00
                       (Closing Oct 3)
 1715  21.00/23.00   43.50/45.50    65.50/67.50    89.00/91.00
----------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
----------------------------------------------------------------
 1000  109.50/111.50 131.00/133.00  156.75/158.70 182.50/184.50
 1100  109.00/111.00 130.50/132.50  156.25/158.25 182.00/184.00
 1200  109.00/111.00 130.50/132.50  156.25/158.25 182.00/184.00
 1300  109.50/111.50 131.00/133.00  156.75/158.70 182.50/184.50
 1400  109.00/111.00 130.50/132.50  156.25/158.20 182.00/184.00
 1500  110.25/112.25 132.25/134.25  158.25/160.25 184.25/186.25
 1600  110.50/112.50 132.00/134.00  158.00/160.00 184.00/186.00
 1715  110.25/112.20 132.00/134.00  158.00/160.00 184.00/186.00
                       (Closing Oct 3)
 1715  110.00/112.00 131.50/133.50  157.25/159.25 183.00/185.00
----------------------------------------------------------------
 TIME       JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  204.00/206.00  227.00/229.00 249.00/251.00 269.00/271.00
 1100  203.50/205.50  226.50/228.50 248.50/250.50 268.50/270.50
 1200  203.50/205.50  226.50/228.50 248.50/250.50 268.50/270.50
 1300  204.00/206.00  227.00/229.00 249.00/251.00 269.00/271.00
 1400  203.50/205.50  226.50/228.50 248.50/250.50 268.50/270.50
 1500  206.00/208.00  229.25/231.25 251.50/253.50 271.50/273.50
 1600  205.75/207.75  229.00/231.00 251.25/253.25 271.00/273.00
 1715  205.50/207.50  228.50/230.50 250.50/252.50 270.50/272.50
                       (Closing Oct 3)                        
 1715  204.50/206.50  227.50/229.50 249.50/251.50 269.50/271.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.68%    4.44%    4.33%      4.26%     4.26%   4.29%
 1100   4.64%    4.42%    4.31%      4.25%     4.24%   4.27%
 1200   4.61%    4.42%    4.32%      4.25%     4.24%   4.28%
 1300   4.61%    4.45%    4.35%      4.27%     4.26%   4.29%
 1400   4.60%    4.42%    4.32%      4.25%     4.25%   4.27%
 1500   4.62%    4.45%    4.35%      4.29%     4.29%   4.33%
 1600   4.64%    4.50%    4.41%      4.34%     4.32%   4.34%
 1715   4.64%    4.47%    4.38%      4.32%     4.31%   4.34%
                       (Closing Oct 3)   
 1715   4.61%    4.41%    4.33%      4.25%     4.24%   4.27%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.33%   4.32%    4.30%      4.27%     4.24%   4.21%
 1100   4.32%   4.31%    4.29%      4.26%     4.23%   4.21%
 1200   4.33%   4.31%    4.29%      4.26%     4.23%   4.21%
 1300   4.34%   4.32%    4.30%      4.27%     4.24%   4.22%
 1400   4.32%   4.31%    4.29%      4.26%     4.23%   4.21%
 1500   4.38%   4.37%    4.34%      4.32%     4.29%   4.26%
 1600   4.39%   4.38%    4.36%      4.33%     4.30%   4.27%
 1715   4.39%   4.38%    4.35%      4.32%     4.29%   4.26%
                       (Closing Oct 3)  
 1715   4.32%   4.30%    4.28%      4.25%     4.23%   4.21%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.0100/65.0200 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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