August 21, 2017 / 4:40 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Aug 21

              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
                02.85%           02.85%           02.85%
                                (Aug 18)            
 1000        01.75/04.00      01.25/02.75      00.50/01.25
                02.49%           02.37%           02.85%
---------------------------------------------------------------
 TIME      AUG           SEP            OCT           NOV
---------------------------------------------------------------
 1000  05.50/06.50    28.50/30.50   53.50/55.50   76.75/78.75
 1100  05.50/06.50    28.50/30.50   53.50/55.50   76.75/78.75
 1200  05.50/07.00    28.50/30.50   53.50/55.50   77.00/79.00
 1300  05.50/07.00    28.50/30.50   53.75/55.75   77.25/79.25
 1400  05.50/07.00    28.25/30.25   53.50/55.50   77.00/79.00
 1500  05.50/06.50    28.50/30.50   53.75/55.75   77.00/79.00
 1600  05.50/06.50    28.50/30.50   53.50/55.50   77.00/79.00
 1715  05.50/06.50    28.50/30.50   53.50/55.50   77.00/79.00
                       (Closing Aug 18)
 1715  06.50/07.50    29.25/31.25   54.25/56.25   77.50/79.50
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000   99.25/101.25  124.75/126.75  145.75/147.75 167.25/169.25
 1100   99.25/101.25  124.50/126.50  145.50/147.50 167.00/169.00
 1200   99.75/101.75  125.25/127.25  146.25/148.25 167.75/169.75
 1300  100.00/102.00  125.75/127.75  147.00/149.00 168.50/170.50
 1400   99.75/101.75  125.50/127.50  146.75/148.75 168.00/170.00
 1500   99.50/101.50  125.50/127.50  147.00/149.00 168.50/170.50
 1600   99.75/101.75  125.50/127.50  147.00/149.00 168.50/170.50
 1715   99.75/101.75  125.50/127.50  147.00/149.00 168.50/170.50
                       (Closing Aug 18)
 1715  100.00/102.00  125.00/127.00  146.00/148.00 167.50/169.50
----------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL 
----------------------------------------------------------------
 1000 191.25/193.25  216.00/218.00  236.75/238.75  259.50/261.50
 1100 191.00/193.00  216.00/218.00  236.75/238.75  259.50/261.50
 1200 191.75/193.75  216.50/218.50  237.25/239.25  260.00/262.00
 1300 192.50/194.50  217.50/219.50  238.25/240.25  261.00/263.00
 1400 192.00/194.00  217.00/219.00  237.75/239.75  260.50/262.50
 1500 192.50/194.50  217.50/219.50  238.25/240.25  261.00/263.00
 1600 192.50/194.50  217.50/219.50  238.25/240.25  261.00/263.00
 1715 192.50/194.50  217.50/219.50  238.25/240.25  261.00/263.00
                       (Closing Aug 18) 
 1715 191.25/193.25  216.00/218.00  236.75/238.75  259.50/261.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.53%    4.51%    4.48%      4.46%     4.45%   4.43%
 1100   4.53%    4.51%    4.48%      4.46%     4.45%   4.42%
 1200   4.54%    4.51%    4.49%      4.49%     4.47%   4.45%
 1300   4.54%    4.53%    4.51%      4.50%     4.49%   4.47%
 1400   4.50%    4.50%    4.49%      4.49%     4.48%   4.46%
 1500   4.43%    4.52%    4.49%      4.47%     4.47%   4.46%
 1600   4.53%    4.50%    4.49%      4.48%     4.48%   4.46%
 1715   4.53%    4.50%    4.49%      4.48%     4.47%   4.46%
                       (Closing Aug 18) 
 1715   4.52%    4.50%    4.47%      4.46%     4.43%   4.41%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.42%    4.43%    4.41%      4.37%     4.35%   4.32%
 1100   4.41%    4.43%    4.41%      4.37%     4.35%   4.32%
 1200   4.43%    4.45%    4.42%      4.39%     4.36%   4.33%
 1300   4.45%    4.46%    4.44%      4.40%     4.37%   4.34%
 1400   4.44%    4.45%    4.43%      4.39%     4.36%   4.33%
 1500   4.45%    4.46%    4.44%      4.40%     4.37%   4.34%
 1600   4.45%    4.46%    4.44%      4.40%     4.37%   4.34%
 1715   4.45%    4.46%    4.43%      4.40%     4.37%   4.33%
                       (Closing Aug 18) 
 1715   4.40%    4.41%    4.39%      4.36%     4.33%   4.30%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.1300/64.1400 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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