December 4, 2017 / 4:49 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Dec 4

              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
                02.83%           02.83%            02.83%
                              (Nov 30)            
 1000        02.75/05.00      02.25/03.75       00.50/01.25
                03.11%           03.18%            02.83%
---------------------------------------------------------------
 TIME      DEC            JAN           FEB            MAR
---------------------------------------------------------------
 1000  16.00/18.00   37.50/39.50    60.00/62.00    83.25/85.25
 1100  16.50/18.00   38.00/40.00    60.25/62.25    83.50/85.50
 1200  16.50/18.00   37.75/39.75    60.00/62.00    83.25/85.25
 1300  16.50/18.00   38.00/40.00    60.25/62.25    83.50/85.50
 1400  16.50/18.00   38.25/40.25    60.75/62.75    84.00/86.00  
 1500  16.50/18.50   38.25/40.25    60.25/62.25    83.50/85.50
 1600  16.25/17.75   37.75/39.75    60.00/62.00    83.25/85.25
 1715  16.50/18.00   38.00/40.00    60.25/62.25    83.50/85.50
                          (Closing Nov 30) 
 1715  17.00/18.50   38.50/40.50    60.50/62.50    83.50/85.50
----------------------------------------------------------------
 TIME      APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000 113.25/115.25 140.75/142.75  163.25/165.25 187.25/189.25
 1100 113.50/115.50 140.75/142.75  163.25/165.25 187.25/189.25
 1200 113.25/115.25 140.25/142.25  162.75/164.75 186.75/188.75  
 1300 113.50/115.50 141.00/143.00  163.50/165.50 187.50/189.50
 1400 114.00/116.00 141.50/143.50  164.00/166.00 188.25/190.25  
 1500 113.75/115.75 141.00/143.00  163.50/165.50 188.00/190.00
 1600 113.25/115.25 140.75/142.75  163.25/165.25 187.25/189.25
 1715 113.50/115.50 141.00/143.00  163.50/165.50 187.50/189.50
                         (Closing Nov 30)  
 1715 113.50/115.50 140.50/142.50  162.75/164.75 186.75/188.75
----------------------------------------------------------------
 TIME      AUG            SEP            OCT           NOV
----------------------------------------------------------------
 1000  210.50/212.50  232.00/234.00 256.00/258.00 278.00/280.00
 1100  210.50/212.50  232.00/234.00 256.00/258.00 278.00/280.00
 1200  210.00/212.00  231.50/233.50 255.50/257.50 277.50/279.50
 1300  210.75/212.75  232.25/234.25 256.50/258.50 278.50/280.50
 1400  211.50/213.50  233.00/235.00 257.50/259.50 280.00/282.00
 1500  211.50/213.50  233.00/235.00 257.50/259.50 280.00/282.00
 1600  210.50/212.50  232.00/234.00 256.25/258.25 278.50/280.50
 1715  210.75/212.75  232.25/234.25 256.50/258.50 279.00/281.00
                          (Closing Nov 30)   
 1715  210.25/212.25  231.75/233.75 255.75/257.75 277.50/279.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.03%    3.96%    4.15%      4.36%     4.56%   4.55%
 1100   4.09%    4.00%    4.17%      4.38%     4.57%   4.56%
 1200   4.08%    3.98%    4.16%      4.37%     4.56%   4.55%
 1300   4.09%    4.00%    4.17%      4.38%     4.57%   4.57%
 1400   4.11%    4.03%    4.21%      4.41%     4.60%   4.59%
 1500   4.14%    4.02%    4.17%      4.39%     4.58%   4.57%
 1600   4.05%    3.98%    4.16%      4.37%     4.56%   4.56%
 1715   4.10%    4.00%    4.17%      4.38%     4.57%   4.57%
                         (Closing Nov 30)    
 1715   4.08%    3.97%    4.13%      4.33%     4.53%   4.52%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.53%    4.49%    4.46%      4.44%     4.42%   4.39%
 1100   4.53%    4.50%    4.47%      4.45%     4.42%   4.40%
 1200   4.52%    4.49%    4.46%      4.44%     4.42%   4.39%
 1300   4.54%    4.50%    4.48%      4.46%     4.43%   4.41%
 1400   4.56%    4.52%    4.50%      4.48%     4.45%   4.44%
 1500   4.54%    4.52%    4.49%      4.47%     4.45%   4.43%
 1600   4.53%    4.50%    4.47%      4.45%     4.43%   4.41%
 1715   4.54%    4.50%    4.48%      4.46%     4.43%   4.42%
                          (Closing Nov 30)    
 1715   4.49%    4.46%    4.44%      4.43%     4.40%   4.38%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.3700/64.3800 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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