December 28, 2017 / 4:47 AM / a year ago

RPT-India fwd/annualised dlr premia-(close)-Dec 28

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
 1000        00.00/02.25      00.50/01.25      -00.50/01.00
                00.00%           02.84%           -00.71%
                              (Dec 27)            
 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  20.00/22.00   41.00/43.00    63.00/65.00    92.00/94.00
 1100  20.00/22.00   41.00/43.00    63.00/65.00    92.00/94.00
 1200  19.75/21.75   41.00/43.00    63.00/65.00    92.00/94.00
 1300  20.00/22.00   41.00/43.00    63.00/65.00    92.00/94.00
 1400  20.00/22.00   41.25/43.25    63.50/65.50    92.50/94.50
 1500  20.25/22.25   41.50/43.50    63.75/65.75    93.25/95.25
 1600  20.00/22.00   41.25/43.25    63.50/65.50    93.00/95.00
 1715  20.50/22.00   41.75/43.75    64.00/66.00    93.50/95.50
                         (Closing Dec 27)
 1715  19.00/21.00   40.25/42.25    62.25/64.25    91.25/93.25
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 117.00/119.00 138.00/140.00  161.25/163.25 183.75/185.75
 1100 117.00/119.00 137.75/139.75  161.00/163.00 183.50/185.50
 1200 117.00/119.00 137.75/139.75  161.00/163.00 183.50/185.50
 1300 117.00/119.00 138.00/140.00  161.25/163.25 183.75/185.75
 1400 117.50/119.50 138.50/140.50  161.75/163.75 184.25/186.25
 1500 118.50/120.50 139.75/141.75  163.00/165.00 185.50/187.50
 1600 118.25/120.25 139.25/141.25  162.50/164.50 185.00/187.00
 1715 118.75/120.75 140.00/142.00  163.50/165.50 186.00/188.00
                         (Closing Dec 27)
 1715 116.25/118.25 137.25/139.25  160.50/162.50 183.00/185.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  204.75/206.75  229.25/231.25 251.50/253.50 274.50/276.50
 1100  204.50/206.50  228.75/230.75 251.00/253.00 274.00/276.00
 1200  204.50/206.50  228.75/230.75 251.00/253.00 274.00/276.00
 1300  204.75/206.75  229.25/231.25 251.50/253.50 274.50/276.50
 1400  205.25/207.25  229.75/231.75 252.00/254.00 275.00/277.00
 1500  206.50/208.50  231.00/233.00 253.50/255.50 276.50/278.50
 1600  206.00/208.00  230.50/232.50 253.00/255.00 276.00/278.00
 1715  207.00/209.00  231.50/233.50 254.00/256.00 277.00/279.00   
                         (Closing Dec 27)
 1715  204.00/206.00  228.25/230.25 250.50/252.50 273.50/275.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.13%    4.21%    4.36%      4.58%     4.49%   4.43%
 1100   4.13%    4.21%    4.36%      4.58%     4.49%   4.43%
 1200   4.09%    4.21%    4.36%      4.58%     4.49%   4.43%
 1300   4.13%    4.21%    4.36%      4.58%     4.50%   4.44%
 1400   4.14%    4.25%    4.40%      4.61%     4.52%   4.46%
 1500   4.18%    4.27%    4.42%      4.65%     4.56%   4.50%
 1600   4.14%    4.25%    4.41%      4.64%     4.55%   4.48%
 1715   4.19%    4.29%    4.44%      4.66%     4.57%   4.51%
                         (Closing Dec 27)
 1715   3.45%    3.85%    4.04%      4.41%     4.36%   4.32%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.39%    4.36%    4.35%      4.33%     4.32%   4.31%
 1100   4.38%    4.35%    4.34%      4.33%     4.32%   4.31%
 1200   4.39%    4.35%    4.34%      4.33%     4.32%   4.31%
 1300   4.39%    4.36%    4.35%      4.34%     4.33%   4.32%
 1400   4.41%    4.38%    4.36%      4.35%     4.34%   4.33%
 1500   4.44%    4.40%    4.39%      4.37%     4.36%   4.35%
 1600   4.43%    4.39%    4.38%      4.36%     4.36%   4.34%
 1715   4.46%    4.42%    4.40%      4.38%     4.37%   4.36%
                         (Closing Dec 27) 
 1715   4.29%    4.27%    4.27%      4.26%     4.26%   4.26%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0750/64.0850 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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