January 16, 2018 / 4:53 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jan 16

              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
                02.87%          02.87%           02.87%
                              (Jan 15)            
1000             N/A             N/A          00.50/01.00
                 N/A             N/A             02.88%
--------------------------------------------------------------
 TIME      JAN            FEB           MAR            APR
---------------------------------------------------------------
 1000  08.50/10.00   29.75/31.75    52.00/54.00    80.50/82.50
 1100  08.50/10.00   29.75/31.75    52.00/54.00    80.50/82.50
 1200  08.50/10.00   29.75/31.75    52.00/54.00    80.50/82.50
 1300  08.75/10.25   30.00/32.00    52.25/54.25    80.50/82.50
 1400  08.50/10.00   29.75/31.75    52.00/54.00    80.25/82.25
 1500  08.50/10.00   29.75/31.75    52.00/54.00    80.25/82.25
 1600  08.50/10.00   29.75/31.75    52.25/54.25    80.75/82.75
 1715  08.50/10.00   29.75/31.75    52.25/54.25    80.50/82.50
                        (Closing Jan 15)
 1715  09.00/10.50   30.00/32.00    52.00/54.00    80.00/82.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 106.50/108.50 128.50/130.50  152.25/154.25 175.25/177.25
 1100 106.50/108.50 128.50/130.50  152.25/154.25 175.25/177.25
 1200 106.50/108.50 128.50/130.50  152.50/154.50 175.50/177.50
 1300 106.50/108.50 128.50/130.50  152.25/154.25 175.25/177.25
 1400 106.00/108.00 128.00/130.00  151.75/153.75 174.75/176.75
 1500 106.25/108.25 128.25/130.25  152.00/154.00 175.00/177.00
 1600 107.00/109.00 129.25/131.25  153.25/155.25 176.25/178.25
 1715 106.50/108.50 128.50/130.50  152.25/154.25 175.25/177.25
                        (Closing Jan 15)
 1715 105.50/107.50 127.00/129.00  150.50/152.50 173.25/175.25
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  196.25/198.25  221.00/223.00 243.50/245.50 266.50/268.50
 1100  196.25/198.25  221.00/223.00 243.50/245.50 266.50/268.50
 1200  196.50/198.50  221.00/223.00 243.50/245.50 266.50/268.50
 1300  196.25/198.25  221.00/223.00 243.50/245.50 266.50/268.50
 1400  195.75/197.75  220.50/222.50 243.00/245.00 266.00/268.00
 1500  196.25/198.25  221.00/223.00 243.50/245.50 266.50/268.50
 1600  197.25/199.25  222.00/224.00 244.50/246.50 267.50/269.50
 1715  196.25/198.25  221.00/223.00 243.50/245.50 266.50/268.50
                        (Closing Jan 15)
 1715  194.00/196.00  218.50/220.50 241.00/243.00 264.00/266.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.27%    4.38%    4.65%      4.66%     4.60%   4.55%
 1100   4.27%    4.38%    4.64%      4.66%     4.60%   4.55%
 1200   4.27%    4.37%    4.64%      4.65%     4.59%   4.55%
 1300   4.30%    4.39%    4.64%      4.65%     4.59%   4.53%
 1400   4.26%    4.37%    4.62%      4.63%     4.57%   4.52%
 1500   4.25%    4.36%    4.61%      4.62%     4.56%   4.51%
 1600   4.25%    4.37%    4.63%      4.65%     4.60%   4.55%
 1715   4.25%    4.37%    4.62%      4.63%     4.57%   4.52%
                        (Closing Jan 15)
 1715   4.22%    4.33%    4.58%      4.60%     4.53%   4.49%
---------------------------------------------------------------
 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   4.50%    4.47%    4.45%      4.44%     4.42%   4.40%
 1200   4.50%    4.48%    4.45%      4.43%     4.42%   4.39%
 1300   4.49%    4.46%    4.44%      4.43%     4.41%   4.39%
 1400   4.48%    4.45%    4.43%      4.42%     4.40%   4.38%
 1500   4.47%    4.45%    4.43%      4.41%     4.40%   4.37%
 1600   4.50%    4.47%    4.45%      4.43%     4.42%   4.39%
 1715   4.48%    4.45%    4.43%      4.41%     4.40%   4.37%
                        (Closing Jan 15) 
 1715   4.44%    4.42%    4.40%      4.39%     4.38%   4.36%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0325/64.0425 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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