January 17, 2018 / 4:44 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jan 17

              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
                02.86%          02.86%           02.86%
                              (Jan 16)            
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  07.50/09.00   28.50/30.50    50.50/52.50    78.75/80.75
 1100  07.50/09.00   28.50/30.50    50.75/52.75    79.00/81.00
 1200  07.50/09.00   28.50/30.50    50.75/52.75    79.00/81.00
 1300  07.50/09.00   28.75/30.75    50.75/52.75    79.00/81.00
 1400  07.50/09.00   28.50/30.50    50.75/52.75    79.00/81.00
 1500  07.50/09.00   28.75/30.75    50.75/52.75    79.00/81.00
 1600  07.50/09.00   28.75/30.75    50.75/52.75    79.00/81.00
 1715  07.50/09.00   28.50/30.50    50.75/52.75    79.00/81.00
                        (Closing Jan 16)
 1715  08.50/10.00   29.75/31.75    52.25/54.25    80.50/82.50
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 104.50/106.50 126.25/128.25  149.75/151.75 172.75/174.75
 1100 105.00/107.00 126.75/128.75  150.50/152.50 173.50/175.50
 1200 105.00/107.00 126.75/128.75  150.50/152.50 173.50/175.50
 1300 105.00/107.00 126.75/128.75  150.50/152.50 173.50/175.50
 1400 104.75/106.75 126.50/128.50  150.00/152.00 173.00/175.00
 1500 105.00/107.00 126.75/128.75  150.50/152.50 173.50/175.50
 1600 104.75/106.75 126.75/128.75  150.50/152.50 173.50/175.50
 1715 104.75/106.75 126.50/128.50  150.00/152.00 172.75/174.75
                        (Closing Jan 16)
 1715 106.50/108.50 128.50/130.50  152.25/154.25 175.25/177.25
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  193.50/195.50  218.00/220.00 240.50/242.50 263.50/265.50
 1100  194.25/196.25  218.75/220.75 241.00/243.00 264.00/266.00
 1200  194.25/196.25  218.75/220.75 241.00/243.00 264.00/266.00
 1300  194.25/196.25  218.75/220.75 241.00/243.00 264.00/266.00
 1400  194.00/196.00  218.50/220.50 241.00/243.00 264.00/266.00
 1500  194.25/196.25  218.75/220.75 241.00/243.00 264.00/266.00
 1600  194.25/196.25  218.75/220.75 241.00/243.00 264.00/266.00
 1715  193.50/195.50  218.00/220.00 240.50/242.50 263.50/265.50
                        (Closing Jan 16)
 1715  196.25/198.25  221.00/223.00 243.50/245.50 266.50/268.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.18%    4.30%    4.58%      4.59%     4.53%   4.48%
 1100   4.18%    4.31%    4.59%      4.60%     4.54%   4.50%
 1200   4.18%    4.31%    4.59%      4.60%     4.54%   4.50%
 1300   4.22%    4.33%    4.60%      4.61%     4.55%   4.50%
 1400   4.18%    4.32%    4.60%      4.60%     4.54%   4.49%
 1500   4.21%    4.32%    4.60%      4.60%     4.55%   4.50%
 1600   4.22%    4.33%    4.60%      4.60%     4.55%   4.50%
 1715   4.18%    4.32%    4.60%      4.60%     4.54%   4.49%
                        (Closing Jan 16)
 1715   4.25%    4.37%    4.62%      4.63%     4.57%   4.52%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.44%    4.42%    4.40%      4.38%     4.37%   4.34%
 1100   4.46%    4.43%    4.41%      4.39%     4.37%   4.35%
 1200   4.46%    4.43%    4.41%      4.39%     4.38%   4.35%
 1300   4.46%    4.43%    4.41%      4.40%     4.38%   4.35%
 1400   4.45%    4.42%    4.41%      4.39%     4.38%   4.35%
 1500   4.46%    4.43%    4.41%      4.39%     4.38%   4.35%
 1600   4.46%    4.44%    4.41%      4.40%     4.38%   4.35%
 1715   4.44%    4.42%    4.40%      4.38%     4.37%   4.34%
                        (Closing Jan 16) 
 1715   4.48%    4.45%    4.43%      4.41%     4.40%   4.37%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.8825/63.8925 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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