December 27, 2017 / 4:55 AM / 22 days ago

RPT-India fwd/annualised dlr premia-(close)-Dec 27

              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 26)            
 1000        01.00/02.50      00.50/01.25       00.50/01.25
                02.85%           02.85%            02.85%
---------------------------------------------------------------
 TIME      JAN            FEB           MAR            APR
---------------------------------------------------------------
 1000  18.75/20.75   39.75/41.75    61.75/63.75    90.50/92.50
 1100  18.50/20.50   39.50/41.50    61.50/63.50    90.00/92.00
 1200  18.50/20.50   39.25/41.25    61.00/63.00    89.75/91.75
 1300  18.50/20.50   39.50/41.50    61.50/63.50    90.00/92.00
 1400  18.50/20.50   39.75/41.75    61.75/63.75    90.50/92.50
 1500  18.75/20.75   40.00/42.00    62.00/64.00    91.00/93.00
 1600  19.00/21.00   40.25/42.25    62.25/64.25    91.25/93.25
 1715  19.00/21.00   40.25/42.25    62.25/64.25    91.25/93.25
                          (Closing Dec 26)
 1715  19.75/21.75   40.75/42.75    62.75/64.75    91.50/93.50
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 115.25/117.25 136.25/138.25  159.50/161.50 182.00/184.00
 1100 115.00/117.00 136.00/138.00  159.25/161.25 181.75/183.75
 1200 114.50/116.50 135.50/137.50  158.75/160.75 181.50/183.50
 1300 114.75/116.75 135.50/137.50  158.75/160.75 181.25/183.25
 1400 115.25/117.25 136.00/138.00  159.25/161.25 181.75/183.75
 1500 115.75/117.75 136.75/138.75  160.00/162.00 182.50/184.50
 1600 116.25/118.25 137.25/139.25  160.50/162.50 183.25/185.25
 1715 116.25/118.25 137.25/139.25  160.50/162.50 183.00/185.00
                         (Closing Dec 26)
 1715 116.25/118.25 137.25/139.25  160.50/162.50 183.00/185.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  203.00/205.00  227.25/229.25 249.50/251.50 272.00/274.00
 1100  202.75/204.75  227.00/229.00 249.25/251.25 272.00/274.00
 1200  202.00/204.00  226.25/228.25 248.25/250.25 271.00/273.00
 1300  202.00/204.00  226.25/228.25 248.25/250.25 271.00/273.00
 1400  202.50/204.50  226.75/228.75 248.75/250.75 271.50/273.50
 1500  203.50/205.50  227.75/229.75 250.00/252.00 273.00/275.00
 1600  204.00/206.00  228.50/230.50 250.50/252.50 273.50/275.50
 1715  204.00/206.00  228.25/230.25 250.50/252.50 273.50/275.50
                          (Closing Dec 26)
 1715  204.00/206.00  228.25/230.25 250.50/252.50  00.25/01.25
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.41%    3.80%    4.01%      4.38%     4.32%   4.29%
 1100   3.36%    3.78%    4.00%      4.35%     4.32%   4.28%
 1200   3.36%    3.75%    3.96%      4.34%     4.30%   4.27%
 1300   3.36%    3.78%    4.00%      4.35%     4.31%   4.27%
 1400   3.36%    3.80%    4.01%      4.38%     4.33%   4.29%
 1500   3.41%    3.83%    4.03%      4.40%     4.34%   4.31%
 1600   3.45%    3.85%    4.04%      4.41%     4.36%   4.32%
 1715   3.45%    3.85%    4.04%      4.41%     4.36%   4.32%
                         (Closing Dec 26)
 1715   3.48%    3.84%    4.03%      4.39%     4.34%   4.30%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.27%    4.25%    4.25%      4.25%     4.24%   4.23%
 1100   4.26%    4.25%    4.25%      4.24%     4.24%   4.23%
 1200   4.25%    4.24%    4.23%      4.23%     4.22%   4.22%
 1300   4.25%    4.23%    4.23%      4.23%     4.22%   4.22%
 1400   4.26%    4.25%    4.24%      4.24%     4.23%   4.23%
 1500   4.28%    4.26%    4.26%      4.25%     4.25%   4.25%
 1600   4.29%    4.28%    4.27%      4.27%     4.26%   4.26%
 1715   4.29%    4.27%    4.27%      4.26%     4.26%   4.26%
                         (Closing Dec 26) 
 1715   4.28%    4.26%    4.26%      4.25%     4.25%   4.24%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.1500/64.1600 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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