December 15, 2017 / 4:41 AM / a year ago

RPT-India fwd/annualised dlr premia-(close)-Dec 15

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
 1000        02.00/04.25      01.50/03.00       00.50/01.25
                02.84%           02.84%            02.84%
                              (Dec 14)            
 1000        02.00/04.25      00.50/01.25       01.50/03.00
                02.84%           02.84%            02.84%
---------------------------------------------------------------
 TIME      DEC            JAN           FEB            MAR
---------------------------------------------------------------
 1000  06.00/07.50   26.25/28.25    47.75/49.75    70.50/72.50
 1100  06.00/08.00   27.00/29.00    48.50/50.50    71.00/73.00
 1200  06.00/07.50   27.00/29.00    48.75/50.75    71.50/73.50
 1300  06.00/08.00   27.00/29.00    48.50/50.50    71.00/73.00
 1400  06.00/08.00   27.00/29.00    48.75/50.75    71.50/73.50
 1500  06.00/08.00   27.00/29.00    48.50/50.50    71.00/73.00
 1600  06.00/07.50   27.00/29.00    48.75/50.75    71.50/73.50
 1715  06.00/07.50   27.00/29.00    48.75/50.75    71.50/73.50
                          (Closing Dec 14)
 1715  06.75/08.25   27.00/29.00    48.50/50.50    71.00/73.00
----------------------------------------------------------------
 TIME      APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000 100.00/102.00 126.00/128.00  148.25/150.25 172.25/174.25
 1100 100.75/102.75 127.00/129.00  149.00/151.00 173.25/175.25
 1200 101.00/103.00 127.00/129.00  149.00/151.00 173.00/175.00
 1300 100.75/102.75 126.75/128.75  148.75/150.75 173.00/175.00
 1400 101.00/103.00 127.25/129.25  149.50/151.50 173.50/175.50
 1500 100.75/102.75 127.00/129.00  149.25/151.25 173.25/175.25
 1600 101.00/103.00 127.25/129.25  149.50/151.50 173.50/175.50
 1715 101.25/103.25 127.50/129.50  149.75/151.75 173.75/175.75
                         (Closing Dec 14)
 1715 100.50/102.50 126.50/128.50  148.75/150.75 172.75/174.75
----------------------------------------------------------------
 TIME      AUG            SEP            OCT           NOV
----------------------------------------------------------------
 1000  195.50/197.50  217.00/219.00 241.50/243.50 264.00/266.00
 1100  196.75/198.75  218.00/220.00 242.50/244.50 265.00/267.00
 1200  196.25/198.25  217.75/219.75 242.50/244.50 265.00/267.00
 1300  196.50/198.50  218.00/220.00 242.75/244.75 265.00/267.00
 1400  196.75/198.75  218.25/220.25 243.00/245.00 265.50/267.50
 1500  196.50/198.50  218.00/220.00 242.50/244.50 265.00/267.00
 1600  196.75/198.75  218.25/220.25 243.00/245.00 265.50/267.50
 1715  197.00/199.00  218.75/220.75 243.50/245.50 266.00/268.00
                         (Closing Dec 14)
 1715  196.00/198.00  217.50/219.50 242.00/244.00 264.50/266.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.63%    3.85%    4.06%      4.38%     4.44%   4.43% 
 1100   3.74%    3.92%    4.10%      4.42%     4.48%   4.46% 
 1200   3.72%    3.93%    4.12%      4.43%     4.48%   4.46%
 1300   3.74%    3.92%    4.10%      4.41%     4.47%   4.45%
 1400   3.74%    3.93%    4.12%      4.43%     4.48%   4.47%
 1500   3.74%    3.92%    4.10%      4.41%     4.48%   4.46%
 1600   3.72%    3.93%    4.12%      4.43%     4.48%   4.47%
 1715   3.73%    3.94%    4.13%      4.44%     4.50%   4.48%
                         (Closing Dec 14)
 1715   3.65%    3.84%    4.04%      4.34%     4.42%   4.40%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.41%    4.39%    4.38%      4.37%     4.36%   4.35%
 1100   4.44%    4.42%    4.41%      4.40%     4.38%   4.37%
 1200   4.43%    4.41%    4.40%      4.39%     4.38%   4.36%
 1300   4.43%    4.41%    4.41%      4.40%     4.38%   4.36%
 1400   4.44%    4.42%    4.41%      4.40%     4.39%   4.37%
 1500   4.44%    4.42%    4.41%      4.39%     4.38%   4.36%
 1600   4.44%    4.42%    4.41%      4.40%     4.39%   4.37%
 1715   4.46%    4.43%    4.43%      4.41%     4.40%   4.38%
                         (Closing Dec 14) 
 1715   4.39%    4.37%    4.36%      4.35%     4.34%   4.33%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0400/64.0500 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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