October 13, 2017 / 4:44 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 13

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        02.25/04.50      01.75/03.25      00.50/01.25 
               03.16%           03.28%           02.81%
                                (Oct 12)            
 1000        02.25/04.75      00.50/01.50      01.75/03.25 
               03.15%           02.80%           03.27%
---------------------------------------------------------------
 TIME      OCT            NOV           DEC            JAN
---------------------------------------------------------------
 1000  11.00/12.50   33.75/35.75    55.25/57.25    78.75/80.75
 1100  10.75/12.75   34.25/36.25    56.00/58.00    79.50/81.50
 1200  10.75/12.25   33.75/35.75    55.25/57.25    78.75/80.75
 1300  10.50/12.00   33.50/35.50    55.00/57.00    78.50/80.50
 1400  10.50/12.00   33.50/35.50    55.00/57.00    78.50/80.50
 1500  10.75/12.75   34.25/36.25    55.75/57.75    79.25/81.25
 1600  10.50/12.00   33.50/35.50    55.00/57.00    78.50/80.50
 1715  10.50/12.00   33.50/35.50    55.00/57.00    78.50/80.50
                        (Closing Oct 12)
 1715  12.00/13.50   35.00/37.00    56.50/58.50    80.25/82.25
----------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
----------------------------------------------------------------
 1000  100.00/102.00 121.75/123.70  147.50/149.50 173.25/175.20
 1100  100.50/102.50 122.00/124.00  148.00/150.00 173.75/175.75
 1200  100.00/102.00 121.75/123.75  147.50/149.50 173.25/175.25
 1300   99.75/101.75 121.50/123.50  147.25/149.25 173.00/175.00
 1400  100.00/102.00 121.75/123.75  147.50/149.50 173.25/175.25
 1500  100.25/102.25 121.75/123.75  147.75/149.75 173.50/175.50
 1600  100.00/102.00 122.00/124.00  148.00/150.00 174.00/176.00
 1715  100.00/102.00 122.00/124.00  148.00/150.00 174.00/176.00
                       (Closing Oct 12)
 1715  101.75/103.75 123.75/125.75  149.75/151.75 175.75/177.75
----------------------------------------------------------------
 TIME       JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  194.50/196.50  217.00/219.00 238.50/240.50 258.00/260.00
 1100  195.00/197.00  217.50/219.50 239.00/241.00 258.50/260.50
 1200  194.75/196.75  217.00/219.00 238.50/240.50 258.00/260.00
 1300  194.00/196.00  216.50/218.50 238.00/240.00 257.50/259.50
 1400  194.50/196.50  217.00/219.00 238.50/240.50 258.00/260.00
 1500  194.75/196.75  217.25/219.25 239.00/241.00 258.50/260.50
 1600  195.25/197.25  218.00/220.00 239.50/241.50 259.00/261.00
 1715  195.50/197.50  218.25/220.25 240.00/242.00 259.50/261.50
                       (Closing Oct 12)                        
 1715  197.00/199.00  219.75/221.75 241.50/243.50 261.00/263.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.50%    4.36%    4.27%      4.24%     4.25%   4.32%
 1100   4.55%    4.42%    4.31%      4.26%     4.27%   4.33%
 1200   4.48%    4.36%    4.27%      4.24%     4.25%   4.32%
 1300   4.43%    4.34%    4.25%      4.22%     4.24%   4.31%
 1400   4.43%    4.34%    4.25%      4.23%     4.26%   4.32%
 1500   4.55%    4.41%    4.30%      4.25%     4.26%   4.33%
 1600   4.43%    4.34%    4.25%      4.23%     4.26%   4.34%
 1715   4.43%    4.34%    4.25%      4.23%     4.26%   4.33%
                       (Closing Oct 12)   
 1715   4.55%    4.39%    4.29%      4.26%     4.28%   4.35%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.34%    4.32%    4.29%      4.25%     4.22%   4.19%
 1100   4.35%    4.33%    4.30%      4.25%     4.23%   4.20%
 1200   4.34%    4.32%    4.29%      4.25%     4.22%   4.19%
 1300   4.33%    4.31%    4.28%      4.24%     4.21%   4.19%
 1400   4.34%    4.32%    4.29%      4.25%     4.22%   4.19%
 1500   4.35%    4.32%    4.29%      4.25%     4.23%   4.20%
 1600   4.36%    4.34%    4.31%      4.27%     4.24%   4.21%
 1715   4.36%    4.34%    4.31%      4.27%     4.24%   4.22%
                       (Closing Oct 12)  
 1715   4.37%    4.35%    4.32%      4.28%     4.25%   4.22%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.9275/64.9375 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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