December 29, 2017 / 4:53 AM / in a year

RPT-India fwd/annualised dlr premia-(close)-Dec 29

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
 1000        01.00/03.00      01.00/03.00           N/A     
                01.43%           01.43%             N/A    
                              (Dec 28)            
 1000        00.00/02.25      00.50/01.25      -00.50/01.00
                00.00%           02.84%           -00.71%
--------------------------------------------------------------
 TIME      JAN            FEB           MAR            APR
---------------------------------------------------------------
 1000  20.50/22.50   42.25/44.25    64.50/66.50    94.00/96.00
 1100  20.50/22.50   42.25/44.25    64.75/66.75    94.00/96.00
 1200  20.50/22.50   42.00/44.00    64.00/66.00    93.50/95.50
 1300  20.50/22.50   42.25/44.25    64.75/66.75    94.00/96.00
 1400  20.50/22.50   42.25/44.25    64.75/66.75    94.00/96.00
 1500  20.25/22.25   42.00/44.00    64.50/66.50    93.50/95.50
 1600  20.25/22.25   42.00/44.00    64.50/66.50    93.50/95.50
 1715  20.25/22.25   42.00/44.00    64.25/66.25    93.25/95.25
                         (Closing Dec 28)
 1715  20.50/22.00   41.75/43.75    64.00/66.00    93.50/95.50
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 119.25/121.25 140.75/142.75  164.25/166.25 187.00/189.00
 1100 119.25/121.25 140.50/142.50  164.00/166.00 186.50/188.50
 1200 118.75/120.75 140.00/142.00  163.50/165.50 186.25/188.25
 1300 119.00/121.00 140.50/142.50  164.00/166.00 186.50/188.50
 1400 119.00/121.00 140.50/142.50  164.00/166.00 186.50/188.50
 1500 118.75/120.75 140.00/142.00  163.50/165.50 186.00/188.00
 1600 118.75/120.75 140.00/142.00  163.50/165.50 186.00/188.00
 1715 118.50/120.50 139.75/141.75  163.00/165.00 185.50/187.50
                         (Closing Dec 28)
 1715 118.75/120.75 140.00/142.00  163.50/165.50 186.00/188.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  207.75/209.75  232.25/234.25 254.50/256.50 277.50/279.50  
 1100  207.50/209.50  232.00/234.00 254.50/256.50 277.50/279.50
 1200  207.00/209.00  231.50/233.50 253.75/255.75 277.00/279.00
 1300  207.50/209.50  232.00/234.00 254.50/256.50 277.50/279.50
 1400  207.50/209.50  232.00/234.00 254.50/256.50 277.50/279.50
 1500  207.00/209.00  231.50/233.50 254.00/256.00 277.00/279.00
 1600  207.00/209.00  231.50/233.50 254.00/256.00 277.00/279.00
 1715  206.50/208.50  231.00/233.00 253.50/255.50 276.50/278.50
                         (Closing Dec 28)
 1715  207.00/209.00  231.50/233.50 254.00/256.00 277.00/279.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.24%    4.34%    4.47%      4.69%     4.59%   4.54%
 1100   4.24%    4.35%    4.49%      4.69%     4.59%   4.53%
 1200   4.24%    4.32%    4.45%      4.67%     4.58%   4.52%
 1300   4.25%    4.36%    4.50%      4.70%     4.59%   4.54%
 1400   4.25%    4.35%    4.49%      4.70%     4.59%   4.53%
 1500   4.21%    4.34%    4.48%      4.68%     4.59%   4.52%
 1600   4.21%    4.34%    4.48%      4.68%     4.58%   4.52%
 1715   4.20%    4.33%    4.46%      4.66%     4.57%   4.51%
                         (Closing Dec 28)
 1715   4.19%    4.29%    4.44%      4.66%     4.57%   4.51%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.48%    4.45%    4.42%      4.40%     4.39%   4.37%
 1100   4.48%    4.44%    4.42%      4.40%     4.39%   4.38%
 1200   4.47%    4.43%    4.41%      4.39%     4.38%   4.37%
 1300   4.49%    4.44%    4.43%      4.41%     4.40%   4.38%
 1400   4.48%    4.44%    4.42%      4.41%     4.39%   4.38%
 1500   4.48%    4.43%    4.42%      4.40%     4.39%   4.38%
 1600   4.48%    4.43%    4.42%      4.40%     4.39%   4.38%
 1715   4.46%    4.42%    4.40%      4.39%     4.38%   4.37%
                         (Closing Dec 28) 
 1715   4.46%    4.42%    4.40%      4.38%     4.37%   4.36%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.8700/63.8800 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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