December 18, 2017 / 4:45 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Dec 18

              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
                02.84%           02.84%            02.84%
                              (Dec 15)            
 1000        02.00/04.25      01.50/03.00       00.50/01.25
                02.84%           02.84%            02.84%
---------------------------------------------------------------
 TIME      DEC            JAN           FEB            MAR
---------------------------------------------------------------
 1000  05.00/06.50   26.00/28.00    48.00/50.00    70.75/72.75
 1100  05.50/07.00   26.50/28.50    48.25/50.25    71.00/73.00
 1200  05.50/07.50   26.50/28.50    48.25/50.25    70.75/72.75
 1300  05.50/07.50   26.50/28.50    48.00/50.00    70.50/72.50
 1400  05.50/07.50   26.50/28.50    48.00/50.00    70.50/72.50
 1500  05.50/07.50   26.50/28.50    48.25/50.25    70.75/72.75
 1600  05.50/07.00   26.50/28.50    48.25/50.25    70.75/72.75
 1715  05.50/07.00   26.25/28.25    48.00/50.00    70.50/72.50
                         (Closing Dec 15)
 1715  06.00/07.50   27.00/29.00    48.75/50.75    71.50/73.50
----------------------------------------------------------------
 TIME      APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000 100.50/102.50 126.75/128.75  149.00/151.00 173.00/175.00
 1100 100.75/102.75 127.00/129.00  149.25/151.25 173.25/175.25
 1200 100.75/102.75 126.75/128.75  148.75/150.75 172.75/174.75
 1300 100.25/102.25 126.25/128.25  148.25/150.25 172.25/174.25
 1400 100.25/102.25 126.25/128.25  148.25/150.25 172.25/174.25    
 1500 100.50/102.50 126.50/128.50  148.50/150.50 172.50/174.50
 1600 100.25/102.25 126.25/128.25  148.25/150.25 172.25/174.25
 1715 100.00/102.00 126.00/128.00  148.00/150.00 172.00/174.00
                         (Closing Dec 15)
 1715 101.25/103.25 127.50/129.50  149.75/151.75 173.75/175.75
----------------------------------------------------------------
 TIME      AUG            SEP            OCT           NOV
----------------------------------------------------------------
 1000  196.25/198.25  217.75/219.75 242.50/244.50 265.00/267.00
 1100  196.50/198.50  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  195.75/197.75  217.25/219.25 242.00/244.00 264.50/266.50
 1400  195.75/197.75  217.25/219.25 242.00/244.00 264.50/266.50
 1500  196.00/198.00  217.50/219.50 242.00/244.00 264.50/266.50
 1600  195.50/197.50  217.00/219.00 241.50/243.50 264.00/266.00
 1715  195.00/197.00  216.50/218.50 241.00/243.00 263.50/265.50
                         (Closing Dec 15)
 1715  197.00/199.00  218.75/220.75 243.50/245.50 266.00/268.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.65%    3.91%    4.12%      4.44%     4.49%   4.47% 
 1100   3.74%    3.95%    4.14%      4.46%     4.50%   4.48%
 1200   3.76%    3.95%    4.13%      4.46%     4.50%   4.47%
 1300   3.76%    3.94%    4.12%      4.44%     4.48%   4.46%
 1400   3.76%    3.94%    4.12%      4.44%     4.48%   4.45%
 1500   3.75%    3.94%    4.12%      4.44%     4.48%   4.46%
 1600   3.74%    3.95%    4.13%      4.43%     4.47%   4.45%
 1715   3.71%    3.92%    4.11%      4.42%     4.46%   4.44%
                         (Closing Dec 15)
 1715   3.73%    3.94%    4.13%      4.44%     4.50%   4.48%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.44%    4.42%    4.41%      4.40%     4.38%   4.37%
 1100   4.46%    4.43%    4.42%      4.40%     4.39%   4.37%
 1200   4.44%    4.43%    4.42%      4.40%     4.39%   4.37%
 1300   4.43%    4.42%    4.41%      4.40%     4.39%   4.37%
 1400   4.43%    4.41%    4.41%      4.40%     4.38%   4.37%
 1500   4.43%    4.41%    4.40%      4.39%     4.38%   4.36%
 1600   4.42%    4.40%    4.39%      4.38%     4.37%   4.35%
 1715   4.42%    4.39%    4.38%      4.37%     4.36%   4.34%
                         (Closing Dec 15) 
 1715   4.46%    4.43%    4.43%      4.41%     4.40%   4.38%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2350/64.2450 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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