December 26, 2017 / 4:49 AM / in a year

RPT-India fwd/annualised dlr premia-(close)-Dec 26

              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 22)            
 1000        02.25/04.50      01.75/03.25       00.50/01.25
                02.57%           02.49%            02.85%
---------------------------------------------------------------
 TIME      DEC            JAN           FEB            MAR
---------------------------------------------------------------
 1000  00.25/01.25   20.00/22.00    41.00/43.00    63.00/65.00
 1100  00.25/01.25   19.50/21.50    40.50/42.50    62.50/64.50
 1200  00.25/01.25   19.50/21.50    40.50/42.50    62.50/64.50
 1300  00.25/01.25   19.50/21.50    40.50/42.50    62.50/64.50
 1400  00.25/01.25   19.50/21.50    40.50/42.50    62.50/64.50
 1500  00.25/01.25   20.00/22.00    41.00/43.00    63.00/65.00
 1600  00.25/01.25   19.75/21.75    40.75/42.75    62.75/64.75
 1715  00.25/01.25   19.75/21.75    40.75/42.75    62.75/64.75
                         (Closing Dec 22)
 1715  00.75/01.75   20.50/22.50    41.50/43.50    63.50/65.50
----------------------------------------------------------------
 TIME      APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000  91.50/93.50  116.50/118.50  137.75/139.75 161.25/163.25
 1100  91.00/93.00  116.00/118.00  137.25/139.25 160.75/162.75
 1200  91.00/93.00  116.00/118.00  137.25/139.25 160.75/162.75
 1300  91.00/93.00  115.75/117.75  136.75/138.75 160.00/162.00
 1400  91.00/93.00  116.00/118.00  137.00/139.00 160.50/162.50
 1500  91.00/93.00  116.00/118.00  137.00/139.00 160.50/162.50
 1600  91.25/93.25  116.25/118.25  137.25/139.25 160.50/162.50
 1715  91.50/93.50  116.25/118.25  137.25/139.25 160.50/162.50
                         (Closing Dec 22)
 1715  92.00/94.00  117.00/119.00  138.25/140.25 161.75/163.75
----------------------------------------------------------------
 TIME      AUG            SEP            OCT           NOV
----------------------------------------------------------------
 1000  184.00/186.00  205.00/207.00 229.00/231.00 251.00/253.00
 1100  183.50/185.50  204.50/206.50 228.75/230.75 251.00/253.00
 1200  183.50/185.50  204.50/206.50 228.50/230.50 250.50/252.50
 1300  182.50/184.50  203.50/205.50 227.50/229.50 249.50/251.50
 1400  183.00/185.00  204.00/206.00 228.00/230.00 250.00/252.00
 1500  183.00/185.00  204.00/206.00 228.00/230.00 250.00/252.00
 1600  183.00/185.00  204.00/206.00 228.00/230.00 250.00/252.00
 1715  183.00/185.00  204.00/206.00 228.25/230.25 250.50/252.50
                         (Closing Dec 22)
 1715  184.50/186.50  205.50/207.50 229.75/231.75 252.00/254.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.52%    3.86%    4.05%      4.39%     4.35%   4.32%
 1100   3.44%    3.81%    4.02%      4.37%     4.33%   4.30%
 1200   3.44%    3.81%    4.02%      4.37%     4.33%   4.31%
 1300   3.44%    3.81%    4.02%      4.37%     4.32%   4.29%
 1400   3.44%    3.81%    4.02%      4.37%     4.33%   4.30%
 1500   3.52%    3.86%    4.05%      4.37%     4.33%   4.30%
 1600   3.48%    3.84%    4.04%      4.38%     4.34%   4.30%
 1715   3.48%    3.84%    4.03%      4.39%     4.34%   4.30%
                         (Closing Dec 22)
 1715   3.50%    3.84%    4.03%      4.38%     4.34%   4.31%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.30%    4.29%    4.29%      4.27%     4.26%   4.25%
 1100   4.29%    4.27%    4.27%      4.26%     4.26%   4.25%
 1200   4.29%    4.27%    4.27%      4.26%     4.25%   4.24%
 1300   4.27%    4.25%    4.25%      4.24%     4.24%   4.23%
 1400   4.28%    4.26%    4.26%      4.25%     4.24%   4.23%
 1500   4.28%    4.26%    4.26%      4.25%     4.24%   4.24%
 1600   4.28%    4.26%    4.26%      4.25%     4.24%   4.23%
 1715   4.28%    4.26%    4.26%      4.25%     4.25%   4.24%
                         (Closing Dec 22) 
 1715   4.30%    4.28%    4.28%      4.27%     4.27%   4.26%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0800/64.0900 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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