January 18, 2018 / 4:46 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 18

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         01.75/03.75     00.50/01.00      01.25/01.75
                02.50%          02.85%           02.38%
                              (Jan 17)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.86%          02.86%           02.86%
--------------------------------------------------------------
 TIME      JAN            FEB           MAR            APR
---------------------------------------------------------------
 1000  05.75/07.75   26.50/28.50    48.50/50.50    76.75/78.75
 1100  05.75/07.25   26.50/28.50    48.50/50.50    76.75/78.75
 1200  05.50/07.00   26.50/28.50    48.75/50.75    77.00/79.00
 1300  05.50/07.00   26.50/28.50    48.75/50.75    77.00/79.00
 1400  05.50/07.50   26.50/28.50    48.75/50.75    77.00/79.00
 1500  05.50/07.00   26.50/28.50    48.50/50.50    76.75/78.75
 1600  05.50/07.00   26.75/28.75    49.00/51.00    77.00/79.00
 1715  05.50/07.00   26.75/28.75    49.00/51.00    77.00/79.00
                        (Closing Jan 17)
 1715  07.50/09.00   28.50/30.50    50.75/52.75    79.00/81.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 102.75/104.75 124.50/126.50  148.25/150.25 171.25/173.25
 1100 102.75/104.75 124.50/126.50  148.25/150.25 171.00/173.00
 1200 102.75/104.75 124.50/126.50  148.00/150.00 170.75/172.75
 1300 102.75/104.75 124.50/126.50  148.00/150.00 170.75/172.75
 1400 102.75/104.75 124.50/126.50  148.00/150.00 170.75/172.75
 1500 102.75/104.75 124.50/126.50  148.25/150.25 171.00/173.00
 1600 102.75/104.75 124.50/126.50  148.00/150.00 171.00/173.00
 1715 102.75/104.75 124.50/126.50  148.00/150.00 170.75/172.75
                        (Closing Jan 17)
 1715 104.75/106.75 126.50/128.50  150.00/152.00 172.75/174.75
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  192.25/194.25  216.75/218.75 239.00/241.00 262.00/264.00
 1100  191.75/193.75  216.25/218.25 238.50/240.50 261.50/263.50
 1200  191.50/193.50  216.00/218.00 238.50/240.50 261.50/263.50
 1300  191.50/193.50  216.00/218.00 238.50/240.50 261.50/263.50
 1400  191.50/193.50  216.00/218.00 238.50/240.50 261.50/263.50
 1500  191.75/193.75  216.25/218.25 238.50/240.50 261.50/263.50
 1600  192.00/194.00  216.50/218.50 239.00/241.00 262.00/264.00
 1715  191.50/193.50  216.00/218.00 238.50/240.50 261.50/263.50
                        (Closing Jan 17)
 1715  193.50/195.50  218.00/220.00 240.50/242.50 263.50/265.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.25%    4.33%    4.64%      4.61%     4.55%   4.50%
 1100   4.24%    4.34%    4.65%      4.62%     4.56%   4.50%
 1200   4.23%    4.36%    4.66%      4.62%     4.55%   4.50%
 1300   4.23%    4.36%    4.66%      4.62%     4.55%   4.49%
 1400   4.24%    4.36%    4.67%      4.62%     4.55%   4.50%
 1500   4.24%    4.34%    4.65%      4.62%     4.56%   4.51%
 1600   4.27%    4.38%    4.66%      4.62%     4.55%   4.49%
 1715   4.27%    4.38%    4.66%      4.62%     4.55%   4.49%
                        (Closing Jan 17)
 1715   4.18%    4.32%    4.60%      4.60%     4.54%   4.49%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.46%    4.43%    4.41%      4.39%     4.38%   4.35%
 1100   4.46%    4.43%    4.41%      4.39%     4.38%   4.35%
 1200   4.45%    4.42%    4.40%      4.39%     4.38%   4.35%
 1300   4.45%    4.42%    4.40%      4.39%     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%    4.43%    4.41%      4.40%     4.38%   4.36%
 1715   4.45%    4.42%    4.40%      4.39%     4.38%   4.35%
                        (Closing Jan 17) 
 1715   4.44%    4.42%    4.40%      4.38%     4.37%   4.34%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.8525/63.8625 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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