January 1, 2018 / 4:48 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 1

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
 1000            N/A             N/A            00.50/1.25
                 N/A             N/A              02.86%
                              (Dec 29)            
 1000        01.00/03.00      01.00/03.00           N/A     
                01.43%           01.43%             N/A    
--------------------------------------------------------------
 TIME      JAN            FEB           MAR            APR
---------------------------------------------------------------
 1000  19.25/21.25   41.00/43.00    63.25/65.25    92.25/94.25
 1100  19.25/21.25   41.00/43.00    63.25/65.25    92.25/94.25
 1200  19.25/21.25   40.75/42.75    63.00/65.00    91.50/93.50
 1300  19.25/21.25   41.00/43.00    63.25/65.25    92.00/94.00
 1400  19.25/21.25   40.75/42.75    63.00/65.00    91.75/93.75
 1500  19.50/21.50   41.00/43.00    63.00/65.00    92.00/94.00
 1600  19.25/21.25   40.75/42.75    63.00/65.00    91.50/93.50
 1715  19.50/21.50   41.00/43.00    63.25/65.25    91.75/93.75
                         (Closing Dec 29)
 1715  20.25/22.25   42.00/44.00    64.25/66.25    93.25/95.25
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 117.50/119.50 138.75/140.75  162.00/164.00 184.50/186.50
 1100 117.50/119.50 138.75/140.75  162.00/164.00 184.50/186.50
 1200 116.75/118.75 138.00/140.00  161.25/163.25 183.75/185.75
 1300 117.25/119.25 138.50/140.50  161.75/163.75 184.25/186.25
 1400 117.00/119.00 138.25/140.25  161.50/163.50 184.00/186.00
 1500 117.00/119.00 138.00/140.00  161.50/163.50 184.25/186.25
 1600 116.75/118.75 138.00/140.00  161.50/163.50 184.00/186.00
 1715 117.00/119.00 138.25/140.25  161.50/163.50 184.00/186.00
                         (Closing Dec 29)
 1715 118.50/120.50 139.75/141.75  163.00/165.00 185.50/187.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  205.50/207.50  230.00/232.00 252.50/254.50 275.50/277.50  
 1100  205.50/207.50  230.00/232.00 252.25/254.25 275.00/277.00
 1200  204.75/206.75  229.25/231.25 251.50/253.50 274.50/276.50
 1300  205.00/207.00  229.50/231.50 251.75/253.75 274.50/276.50
 1400  204.75/206.75  229.25/231.25 251.50/253.50 274.50/276.50
 1500  205.00/207.00  229.50/231.50 251.50/253.50 274.50/276.50
 1600  204.75/206.75  229.25/231.25 251.50/253.50 274.50/276.50
 1715  204.75/206.75  229.25/231.25 251.50/253.50 274.50/276.50
                         (Closing Dec 29)
 1715  206.50/208.50  231.00/233.00 253.50/255.50 276.50/278.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.18%    4.31%    4.45%      4.66%     4.57%   4.51%
 1100   4.19%    4.31%    4.46%      4.66%     4.57%   4.51%
 1200   4.19%    4.30%    4.44%      4.63%     4.55%   4.50%
 1300   4.19%    4.32%    4.46%      4.66%     4.57%   4.51%
 1400   4.19%    4.30%    4.44%      4.64%     4.56%   4.50%
 1500   4.23%    4.32%    4.45%      4.65%     4.56%   4.50%
 1600   4.18%    4.30%    4.44%      4.63%     4.55%   4.49%
 1715   4.23%    4.32%    4.45%      4.64%     4.56%   4.50%
                         (Closing Dec 29)
 1715   4.20%    4.33%    4.46%      4.66%     4.57%   4.51%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.46%    4.42%    4.41%      4.39%     4.38%   4.36%
 1100   4.46%    4.42%    4.40%      4.39%     4.38%   4.37%
 1200   4.45%    4.41%    4.40%      4.38%     4.37%   4.36%
 1300   4.46%    4.42%    4.40%      4.39%     4.38%   4.36%
 1400   4.45%    4.42%    4.40%      4.38%     4.37%   4.36%
 1500   4.45%    4.42%    4.40%      4.39%     4.37%   4.36%
 1600   4.45%    4.42%    4.40%      4.38%     4.37%   4.36%
 1715   4.45%    4.42%    4.40%      4.38%     4.37%   4.36%
                         (Closing Dec 29) 
 1715   4.46%    4.42%    4.40%      4.39%     4.38%   4.37%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.6750/63.6850 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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