December 5, 2017 / 4:45 AM / 7 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 5

              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
                02.84%           02.84%            02.84%
                              (Dec 4)            
 1000        01.00/02.50      00.50/01.25       00.50/01.25
                02.83%           02.83%            02.83%
---------------------------------------------------------------
 TIME      DEC            JAN           FEB            MAR
---------------------------------------------------------------
 1000  15.50/17.00   37.50/39.50    60.00/62.00    83.50/85.50
 1100  15.50/17.00   37.50/39.50    59.75/61.75    83.00/85.00
 1200  15.50/17.00   37.00/39.00    59.25/61.25    82.25/84.25
 1300  15.50/17.00   37.00/39.00    59.25/61.25    82.50/84.50
 1400  15.50/17.00   37.25/39.25    59.50/61.50    82.50/84.50
 1500  15.50/17.00   37.00/39.00    59.00/61.00    82.00/84.00
 1600  15.50/17.00   37.00/39.00    59.00/61.00    82.00/84.00
 1715  15.50/17.00   37.00/39.00    59.00/61.00    82.00/84.00
                          (Closing Dec 4) 
 1715  16.50/18.00   38.00/40.00    60.25/62.25    83.50/85.50
----------------------------------------------------------------
 TIME      APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000 113.50/115.50 141.00/143.00  163.75/165.75 188.00/190.00
 1100 113.00/115.00 140.50/142.50  163.00/165.00 187.25/189.25
 1200 112.25/114.25 139.75/141.75  162.25/164.25 186.25/188.25
 1300 112.50/114.50 140.00/142.00  162.50/164.50 186.75/188.75
 1400 112.50/114.50 140.00/142.00  162.50/164.50 186.75/188.75
 1500 112.00/114.00 139.25/141.25  161.75/163.75 186.00/188.00
 1600 112.00/114.00 139.25/141.25  161.75/163.75 186.00/188.00
 1715 112.00/114.00 139.25/141.25  161.75/163.75 186.00/188.00
                         (Closing Dec 4)  
 1715 113.50/115.50 141.00/143.00  163.50/165.50 187.50/189.50
----------------------------------------------------------------
 TIME      AUG            SEP            OCT           NOV
----------------------------------------------------------------
 1000  211.50/213.50  233.00/235.00 257.50/259.50 280.00/282.00
 1100  210.50/212.50  232.00/234.00 256.50/258.50 279.00/281.00
 1200  209.50/211.50  231.00/233.00 255.50/257.50 278.00/280.00
 1300  210.25/212.25  231.75/233.75 256.00/258.00 278.50/280.50
 1400  210.00/212.00  231.50/233.50 256.00/258.00 278.50/280.50
 1500  209.50/211.50  231.00/233.00 255.50/257.50 278.00/280.00
 1600  209.50/211.50  231.00/233.00 255.50/257.50 278.00/280.00
 1715  209.50/211.50  231.00/233.00 255.50/257.50 278.00/280.00
                          (Closing Dec 4)   
 1715  210.75/212.75  232.25/234.25 256.50/258.50 279.00/281.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.08%    4.04%    4.22%      4.46%     4.61%   4.60%
 1100   4.08%    4.03%    4.20%      4.43%     4.59%   4.58%
 1200   4.05%    3.98%    4.16%      4.39%     4.56%   4.55%
 1300   4.04%    3.98%    4.16%      4.40%     4.56%   4.56%
 1400   4.06%    4.00%    4.17%      4.40%     4.56%   4.56%
 1500   4.04%    3.97%    4.14%      4.38%     4.54%   4.53%
 1600   4.04%    3.98%    4.14%      4.38%     4.54%   4.54%
 1715   4.05%    3.98%    4.14%      4.38%     4.54%   4.54%
                         (Closing Dec 4)    
 1715   4.10%    4.00%    4.17%      4.38%     4.57%   4.57%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.57%    4.54%    4.52%      4.49%     4.47%   4.45%
 1100   4.55%    4.52%    4.49%      4.47%     4.45%   4.43%
 1200   4.52%    4.49%    4.47%      4.45%     4.43%   4.41%
 1300   4.53%    4.50%    4.48%      4.46%     4.43%   4.42%
 1400   4.53%    4.50%    4.48%      4.46%     4.44%   4.42%
 1500   4.51%    4.48%    4.46%      4.45%     4.42%   4.41%
 1600   4.51%    4.48%    4.46%      4.45%     4.43%   4.41%
 1715   4.51%    4.49%    4.47%      4.45%     4.43%   4.41%
                           (Closing Dec 4)    
 1715   4.54%    4.50%    4.48%      4.46%     4.43%   4.42%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.3800/64.3900 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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