December 20, 2017 / 4:44 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Dec 20

              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%
                              (Dec 19)            
 1000        01.00/02.50      00.50/01.25       00.50/01.25
                02.85%           02.85%            02.85%
---------------------------------------------------------------
 TIME      DEC            JAN           FEB            MAR
---------------------------------------------------------------
 1000  03.50/05.00   24.50/26.50    46.00/48.00    68.50/70.50
 1100  04.00/05.50   24.75/26.75    45.75/47.75    67.75/69.75
 1200  04.00/05.50   24.75/26.75    45.75/47.75    67.75/69.75
 1300  03.50/05.00   24.00/26.00    45.50/47.50    68.00/70.00
 1400  03.50/05.50   24.00/26.00    45.50/47.50    68.00/70.00
 1500  03.50/05.00   24.00/26.00    45.25/47.25    67.75/69.75
 1600  03.50/05.00   23.75/25.75    45.00/47.00    67.50/69.50
 1715  03.50/05.00   23.75/25.75    45.00/47.00    67.50/69.50
                         (Closing Dec 19)
 1715  04.50/06.00   25.50/27.50    47.00/49.00    69.50/71.50
----------------------------------------------------------------
 TIME      APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000  97.75/99.75  123.50/125.50  145.25/147.25 169.00/171.00   
 1100  97.00/99.00  123.00/125.00  145.00/147.00 169.25/171.25
 1200  97.00/99.00  123.00/125.00  145.00/147.00 169.25/171.25
 1300  97.50/99.50  123.25/125.25  145.25/147.25 169.00/171.00
 1400  97.50/99.50  123.25/125.25  145.25/147.25 169.00/171.00
 1500  96.75/98.75  122.75/124.75  144.75/146.75 168.50/170.50
 1600  96.50/98.50  122.00/124.00  143.75/145.75 167.50/169.50
 1715  96.50/98.50  122.00/124.00  143.75/145.75 167.50/169.50
                         (Closing Dec 19)
 1715  99.00/101.00 125.00/127.00  147.00/149.00 170.75/172.75
----------------------------------------------------------------
 TIME      AUG            SEP            OCT           NOV
----------------------------------------------------------------
 1000  192.00/194.00  213.50/215.50 238.00/240.00 260.50/262.50
 1100  192.50/194.50  213.50/215.50 238.00/240.00 260.50/262.50
 1200  192.50/194.50  213.50/215.50 238.00/240.00 260.50/262.50
 1300  192.00/194.00  213.50/215.50 238.00/240.00 260.50/262.50
 1400  192.00/194.00  213.50/215.50 238.00/240.00 260.50/262.50
 1500  191.50/193.50  213.00/215.00 237.50/239.50 260.00/262.00
 1600  190.50/192.50  212.00/214.00 236.50/238.50 259.00/261.00
 1715  190.50/192.50  212.00/214.00 236.50/238.50 259.00/261.00
                         (Closing Dec 19)
 1715  193.75/195.75  215.00/217.00 239.50/241.50 262.00/264.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.62%    3.90%    4.09%      4.43%     4.44%   4.41%
 1100   3.68%    3.88%    4.05%      4.39%     4.42%   4.40% 
 1200   3.68%    3.88%    4.05%      4.40%     4.42%   4.41%
 1300   3.55%    3.85%    4.06%      4.42%     4.43%   4.41%
 1400   3.57%    3.85%    4.06%      4.42%     4.43%   4.41%
 1500   3.55%    3.83%    4.05%      4.38%     4.41%   4.40%
 1600   3.52%    3.81%    4.03%      4.37%     4.39%   4.37%
 1715   3.52%    3.81%    4.03%      4.37%     4.38%   4.36%
                         (Closing Dec 19)
 1715   3.69%    3.92%    4.11%      4.45%     4.47%   4.45%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.39%    4.37%    4.36%      4.35%     4.34%   4.33%
 1100   4.39%    4.38%    4.37%      4.35%     4.34%   4.33%
 1200   4.39%    4.38%    4.37%      4.35%     4.35%   4.33%
 1300   4.39%    4.37%    4.36%      4.35%     4.34%   4.33%
 1400   4.39%    4.37%    4.37%      4.35%     4.35%   4.33%
 1500   4.37%    4.36%    4.35%      4.34%     4.33%   4.32%
 1600   4.35%    4.33%    4.33%      4.32%     4.32%   4.31%
 1715   4.34%    4.33%    4.33%      4.32%     4.32%   4.30%
                         (Closing Dec 19) 
 1715   4.42%    4.39%    4.38%      4.37%     4.36%   4.35%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.1100/64.1200 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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