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RPT-India fwd/annualised dlr premia-(close)-Oct 9
October 9, 2017 / 4:42 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 9

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000           N/A               N/A          00.50/01.25 
                N/A               N/A            02.80%
                                (Oct 6)            
 1000        02.75/04.25      02.75/04.25         N/A    
                03.84%           03.84%           N/A
---------------------------------------------------------------
 TIME      OCT            NOV           DEC            JAN
---------------------------------------------------------------
 1000  16.25/18.25   39.50/41.50    61.75/63.75    86.00/88.00
 1100  16.50/18.50   40.00/42.00    62.25/64.25    86.50/88.50
 1200  16.25/18.25   40.50/42.50    62.50/64.50    86.75/88.75
 1300  16.50/18.50   40.50/42.50    62.50/64.50    86.50/88.50
 1400  16.50/18.50   40.50/42.50    62.75/64.75    87.00/89.00
 1500  16.25/18.25   40.50/42.50    62.75/64.75    87.00/89.00
 1600  16.50/18.50   40.50/42.50    62.75/64.75    87.00/89.00
 1715  16.50/18.50   40.75/42.75    63.00/65.00    87.25/89.25
                       (Closing Oct 6)
 1715  16.75/18.75   40.00/42.00    62.00/64.00    86.00/88.00
----------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
----------------------------------------------------------------
 1000  107.25/109.25 129.00/131.00  155.00/157.00 181.00/183.00
 1100  107.75/109.75 129.50/131.50  155.50/157.50 181.50/183.50
 1200  108.00/110.00 129.75/131.75  156.00/158.00 182.00/184.00
 1300  108.00/110.00 130.00/132.00  156.00/158.00 182.00/184.00
 1400  108.50/110.50 130.50/132.50  156.50/158.50 182.50/184.50
 1500  108.50/110.50 130.25/132.25  156.50/158.50 182.25/184.25
 1600  108.50/110.50 130.50/132.50  156.50/158.50 182.50/184.50
 1715  108.75/110.75 130.75/132.75  156.75/158.75 182.75/184.75
                       (Closing Oct 6)
 1715  107.50/109.50 129.50/131.50  155.50/157.50 181.50/183.50
----------------------------------------------------------------
 TIME       JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  202.75/204.75  226.00/228.00 248.00/250.00 268.00/270.00
 1100  203.25/205.25  226.50/228.50 248.50/250.50 268.50/270.50
 1200  203.50/205.50  226.75/228.75 249.00/251.00 269.00/271.00
 1300  203.75/205.75  227.00/229.00 249.00/251.00 269.00/271.00
 1400  204.25/206.25  227.50/229.50 249.50/251.50 269.50/271.50
 1500  203.75/205.75  227.00/229.00 249.25/251.25 269.00/271.00
 1600  204.25/206.25  227.50/229.50 249.50/251.50 269.50/271.50
 1715  204.50/206.50  227.75/229.75 250.00/252.00 270.00/272.00
                       (Closing Oct 6)                        
 1715  203.00/205.00  226.00/228.00 248.00/250.00 268.00/270.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.63%    4.49%    4.39%      4.33%     4.32%   4.37%
 1100   4.69%    4.53%    4.42%      4.36%     4.34%   4.38%
 1200   4.70%    4.57%    4.44%      4.37%     4.35%   4.39%
 1300   4.72%    4.57%    4.43%      4.36%     4.35%   4.39%
 1400   4.72%    4.57%    4.45%      4.38%     4.37%   4.41%
 1500   4.70%    4.57%    4.45%      4.38%     4.36%   4.40%
 1600   4.72%    4.57%    4.45%      4.38%     4.37%   4.41%
 1715   4.74%    4.60%    4.47%      4.39%     4.38%   4.42%
                       (Closing Oct 6)   
 1715   4.59%    4.44%    4.35%      4.30%     4.30%   4.35%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.40%   4.38%    4.35%      4.32%     4.29%   4.26%
 1100   4.41%   4.39%    4.36%      4.32%     4.29%   4.27%
 1200   4.42%   4.40%    4.37%      4.33%     4.30%   4.28%
 1300   4.42%   4.40%    4.37%      4.33%     4.30%   4.27%
 1400   4.43%   4.41%    4.38%      4.34%     4.31%   4.28%
 1500   4.43%   4.40%    4.36%      4.33%     4.30%   4.27%
 1600   4.43%   4.40%    4.38%      4.34%     4.31%   4.28%
 1715   4.44%   4.41%    4.38%      4.35%     4.32%   4.29%
                       (Closing Oct 6)  
 1715   4.38%   4.36%    4.33%      4.30%     4.27%   4.24%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.3500/65.3600 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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