January 12, 2018 / 4:42 AM / 9 days ago

RPT-India fwd/annualised dlr premia-(close)-Jan 12

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.25/03.25    02.25/03.25           N/A
                03.23%          03.23%            N/A
                              (Jan 11)            
1000         02.50/04.50    00.50/01.00      02.00/03.50
                02.86%          02.86%          02.86%
--------------------------------------------------------------
 TIME      JAN            FEB           MAR            APR
---------------------------------------------------------------
 1000  10.00/11.50   31.50/33.50    53.75/55.75    81.75/83.75
 1100  10.00/11.50   31.50/33.50    53.75/55.75    81.75/83.75
 1200  10.00/11.50   31.25/33.25    53.50/55.50    81.75/83.75
 1300  10.00/11.50   31.25/33.25    53.25/55.25    81.75/83.75
 1400  10.00/11.50   31.25/33.25    53.50/55.50    81.75/83.75
 1500  10.00/11.50   31.50/33.50    53.75/55.75    81.75/83.75
 1600  10.00/11.50   31.25/33.25    53.25/55.25    81.75/83.75
 1715  10.00/11.50   31.25/33.25    53.50/55.50    81.75/83.75
                         (Closing Jan 11)
 1715  10.00/11.50   31.50/33.50    53.75/55.75    81.75/83.75
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 107.75/109.75 129.75/131.75  153.25/155.25 176.00/178.00
 1100 107.50/109.50 129.50/131.50  153.00/155.00 175.75/177.75
 1200 107.75/109.75 129.75/131.75  153.25/155.25 176.00/178.00
 1300 107.75/109.75 129.75/131.75  153.50/155.50 176.50/178.50
 1400 107.75/109.75 129.75/131.75  153.25/155.25 176.00/178.00
 1500 107.75/109.75 129.75/131.75  153.25/155.25 176.00/178.00
 1600 107.50/109.50 129.50/131.50  153.25/155.25 176.00/178.00
 1715 107.50/109.50 129.25/131.25  152.75/154.75 175.50/177.50
                         (Closing Jan 11)
 1715 107.75/109.75 129.75/131.75  153.25/155.25 176.00/178.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  197.00/199.00  221.50/223.50 244.00/246.00 267.00/269.00
 1100  196.50/198.50  221.00/223.00 243.50/245.50 266.50/268.50
 1200  197.00/199.00  221.50/223.50 244.00/246.00 267.00/269.00
 1300  197.25/199.25  221.75/223.75 244.00/246.00 267.00/269.00
 1400  197.00/199.00  221.50/223.50 244.00/246.00 267.00/269.00
 1500  197.00/199.00  221.50/223.50 244.00/246.00 267.00/269.00
 1600  196.75/198.75  221.25/223.25 243.50/245.50 266.50/268.50
 1715  196.75/198.75  221.25/223.25 243.50/245.50 266.50/268.50
                         (Closing Jan 11)
 1715  197.00/199.00  221.50/223.50 244.00/246.00 267.00/269.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.29%    4.40%    4.62%      4.66%     4.59%   4.54%
 1100   4.30%    4.40%    4.63%      4.65%     4.59%   4.54%
 1200   4.27%    4.38%    4.62%      4.66%     4.60%   4.55%
 1300   4.27%    4.36%    4.61%      4.65%     4.59%   4.55%
 1400   4.26%    4.37%    4.62%      4.65%     4.59%   4.54%
 1500   4.29%    4.40%    4.62%      4.65%     4.59%   4.54%
 1600   4.26%    4.36%    4.61%      4.64%     4.58%   4.54%
 1715   4.26%    4.37%    4.61%      4.64%     4.57%   4.52%
                         (Closing Jan 11)
 1715   4.29%    4.39%    4.62%      4.65%     4.59%   4.54%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.50%    4.47%    4.45%      4.43%     4.42%   4.40%
 1100   4.49%    4.46%    4.44%      4.42%     4.41%   4.39%
 1200   4.50%    4.47%    4.45%      4.43%     4.42%   4.40%
 1300   4.51%    4.47%    4.45%      4.43%     4.41%   4.39%
 1400   4.49%    4.46%    4.44%      4.43%     4.41%   4.39%
 1500   4.50%    4.47%    4.45%      4.43%     4.42%   4.39%
 1600   4.49%    4.46%    4.44%      4.42%     4.40%   4.38%
 1715   4.48%    4.45%    4.44%      4.42%     4.40%   4.38%
                         (Closing Jan 11) 
 1715   4.49%    4.46%    4.44%      4.42%     4.41%   4.39%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.6300/63.6400 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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