January 11, 2018 / 4:45 AM / 8 days ago

RPT-India fwd/annualised dlr premia-(close)-Jan 11

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.50/04.50    00.50/01.00      02.00/03.50
                02.86%          02.86%          02.86%
                              (Jan 10)            
1000         01.00/02.50    00.50/01.25      00.50/01.25
                02.87%          02.87%          02.87%
--------------------------------------------------------------
 TIME      JAN            FEB           MAR            APR
---------------------------------------------------------------
 1000  10.25/11.75   31.75/33.75    54.25/56.25    82.75/84.75
 1100  10.25/11.75   31.50/33.50    53.75/55.75    82.50/84.50
 1200  10.25/11.75   31.75/33.75    54.00/56.00    82.50/84.50
 1300  10.00/11.50   31.50/33.50    54.00/56.00    82.50/84.50
 1400  10.25/11.75   31.75/33.75    54.00/56.00    82.50/84.50
 1500  10.00/11.50   31.50/33.50    53.75/55.75    82.25/84.25
 1600  10.00/11.50   31.50/33.50    53.50/55.50    82.00/84.00
 1715  10.00/11.50   31.50/33.50    53.75/55.75    81.75/83.75
                         (Closing Jan 10)
 1715  13.25/14.75   34.75/36.75    57.25/59.25    85.75/87.75
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 108.50/110.50 130.50/132.50  154.00/156.00 177.00/179.00
 1100 108.75/110.75 130.75/132.75  154.50/156.50 177.50/179.50
 1200 108.75/110.75 130.75/132.75  154.50/156.50 177.50/179.50
 1300 108.50/110.50 130.50/132.50  154.00/156.00 177.00/179.00
 1400 108.75/110.75 130.75/132.75  154.50/156.50 177.50/179.50
 1500 108.00/110.00 130.00/132.00  153.50/155.50 176.50/178.50
 1600 108.00/110.00 130.00/132.00  153.75/155.75 176.50/178.50
 1715 107.75/109.75 129.75/131.75  153.25/155.25 176.00/178.00
                         (Closing Jan 10)
 1715 111.50/113.50 133.50/135.50  157.00/159.00 180.00/182.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  198.25/200.25  222.75/224.75 245.25/247.25 268.00/270.00
 1100  198.50/200.50  223.00/225.00 245.50/247.50 268.50/270.50
 1200  198.25/200.25  222.75/224.75 245.00/247.00 268.00/270.00
 1300  198.00/200.00  222.50/224.50 245.00/247.00 268.00/270.00
 1400  198.25/200.25  222.75/224.75 245.00/247.00 268.00/270.00
 1500  197.50/199.50  222.00/224.00 244.50/246.50 267.50/269.50
 1600  197.25/199.25  221.75/223.75 244.00/246.00 267.00/269.00
 1715  197.00/199.00  221.50/223.50 244.00/246.00 267.00/269.00
                         (Closing Jan 10)
 1715  201.25/203.25  226.00/228.00 248.50/250.50 271.50/273.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.32%    4.42%    4.66%      4.68%     4.61%   4.55%
 1100   4.30%    4.39%    4.64%      4.68%     4.62%   4.57%
 1200   4.33%    4.41%    4.65%      4.69%     4.62%   4.57%
 1300   4.28%    4.40%    4.65%      4.68%     4.61%   4.56%
 1400   4.33%    4.41%    4.65%      4.69%     4.62%   4.57%
 1500   4.29%    4.39%    4.64%      4.66%     4.60%   4.54%    
 1600   4.29%    4.38%    4.62%      4.66%     4.60%   4.55%
 1715   4.29%    4.39%    4.62%      4.65%     4.59%   4.54%
                         (Closing Jan 10)
 1715   4.32%    4.42%    4.62%      4.69%     4.62%   4.57%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.50%    4.48%    4.46%      4.44%     4.42%   4.40%
 1100   4.52%    4.49%    4.46%      4.45%     4.43%   4.41%
 1200   4.52%    4.49%    4.46%      4.44%     4.42%   4.40%
 1300   4.51%    4.48%    4.45%      4.44%     4.42%   4.40%
 1400   4.52%    4.49%    4.46%      4.44%     4.42%   4.40%
 1500   4.50%    4.47%    4.45%      4.43%     4.42%   4.40%
 1600   4.50%    4.47%    4.44%      4.42%     4.41%   4.39%
 1715   4.49%    4.46%    4.44%      4.42%     4.41%   4.39%
                         (Closing Jan 10) 
 1715   4.52%    4.49%    4.47%      4.46%     4.44%   4.42%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.6550/63.6650 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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