December 7, 2017 / 4:41 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Dec 7

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
 1000        02.00/03.50      00.50/01.25       01.50/02.25
                02.83%           02.83%            02.83%
                              (Dec 6)            
 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  11.75/13.75   33.25/35.25    55.00/57.00    78.00/80.00
 1100  11.75/13.75   33.00/35.00    54.50/56.50    77.00/79.00
 1200  11.75/13.75   32.75/34.75    54.25/56.25    76.75/78.75
 1300  11.50/13.50   32.50/34.50    54.00/56.00    76.50/78.50
 1400  11.75/13.75   32.75/34.75    54.25/56.25    76.75/78.75
 1500  11.50/13.50   32.50/34.50    54.25/56.25    77.00/79.00
 1600  11.75/13.75   32.75/34.75    54.50/56.50    77.00/79.00
 1715  11.50/13.50   32.50/34.50    54.25/56.25    77.00/79.00
                          (Closing Dec 6) 
 1715  14.00/16.00   35.50/37.50    57.50/59.50    80.50/82.50
----------------------------------------------------------------
 TIME      APR            MAY            JUN           JUL
----------------------------------------------------------------
 1000 108.00/110.00 134.50/136.50  156.50/158.50 180.50/182.50
 1100 106.75/108.75 133.25/135.25  155.50/157.50 179.50/181.50
 1200 106.75/108.75 133.50/135.50  155.75/157.75 179.75/181.75
 1300 106.50/108.50 133.00/135.00  155.00/157.00 179.00/181.00
 1400 106.75/108.75 133.50/135.50  155.50/157.50 179.75/181.75
 1500 107.00/109.00 133.50/135.50  155.50/157.50 179.50/181.50
 1600 107.00/109.00 133.50/135.50  155.50/157.50 179.50/181.50
 1715 107.00/109.00 133.50/135.50  155.50/157.50 179.75/181.75
                         (Closing Dec 6)  
 1715 110.50/112.50 137.00/139.00  159.25/161.25 183.50/185.50
----------------------------------------------------------------
 TIME      AUG            SEP            OCT           NOV
----------------------------------------------------------------
 1000  203.75/205.75  225.25/227.25 249.50/251.50 272.00/274.00
 1100  203.00/205.00  224.00/226.00 248.25/250.25 270.50/272.50
 1200  203.25/205.25  224.25/226.25 248.75/250.75 271.00/273.00
 1300  202.25/204.25  223.75/225.75 248.00/250.00 270.50/272.50
 1400  203.25/205.25  224.25/226.25 248.75/250.75 271.00/273.00
 1500  202.75/204.75  224.25/226.25 248.50/250.50 271.00/273.00
 1600  203.00/205.00  224.25/226.25 248.75/250.75 271.00/273.00
 1715  203.00/205.00  224.50/226.50 249.00/251.00 271.50/273.50
                          (Closing Dec 6)   
 1715  207.00/209.00  228.50/230.50 253.00/255.00 275.50/277.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.87%    3.91%    4.09%      4.35%     4.49%   4.47%
 1100   3.85%    3.88%    4.05%      4.30%     4.45%   4.43%
 1200   3.83%    3.86%    4.03%      4.29%     4.45%   4.44%
 1300   3.79%    3.84%    4.02%      4.28%     4.44%   4.42%
 1400   3.83%    3.86%    4.03%      4.29%     4.45%   4.44%
 1500   3.79%    3.84%    4.04%      4.30%     4.45%   4.44%
 1600   3.83%    3.86%    4.05%      4.30%     4.45%   4.44% 
 1715   3.79%    3.84%    4.04%      4.30%     4.45%   4.44% 
                         (Closing Dec 6)    
 1715   3.93%    3.90%    4.09%      4.34%     4.50%   4.48%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.44%    4.42%    4.40%      4.39%     4.37%   4.36%
 1100   4.42%    4.39%    4.38%      4.36%     4.35%   4.33%
 1200   4.42%    4.40%    4.39%      4.37%     4.35%   4.34%
 1300   4.40%    4.38%    4.37%      4.36%     4.34%   4.33%
 1400   4.42%    4.40%    4.38%      4.37%     4.35%   4.34%
 1500   4.41%    4.39%    4.38%      4.37%     4.35%   4.34%
 1600   4.41%    4.39%    4.38%      4.37%     4.35%   4.34%
 1715   4.42%    4.39%    4.38%      4.37%     4.36%   4.34%
                           (Closing Dec 6)    
 1715   4.46%    4.44%    4.42%      4.41%     4.39%   4.38%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.5700/64.5800 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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