January 19, 2018 / 4:42 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jan 19

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/04.25     01.50/03.00      00.50/01.25
                02.87%          02.87%           02.87%
                              (Jan 18)            
1000         01.75/03.75     00.50/01.00      01.25/01.75
                02.50%          02.85%           02.38%
--------------------------------------------------------------
 TIME      JAN            FEB           MAR            APR
---------------------------------------------------------------
 1000  05.00/06.00   25.75/27.75    47.75/49.75    76.00/78.00
 1100  05.00/06.50   25.75/27.75    47.75/49.75    75.75/77.75
 1200  04.75/06.25   25.75/27.75    48.00/50.00    76.00/78.00
 1300  04.75/06.25   25.75/27.75    48.00/50.00    75.75/77.75
 1400  05.00/06.50   25.75/27.75    47.75/49.75    75.75/77.75
 1500  04.75/06.25   25.75/27.75    47.75/49.75    75.75/77.75
 1600  05.25/06.50   25.75/27.75    47.75/49.75    75.75/77.75
 1715  05.00/06.00   26.00/28.00    48.00/50.00    76.00/78.00
                        (Closing Jan 18)
 1715  05.50/07.00   26.75/28.75    49.00/51.00    77.00/79.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 101.75/103.75 123.50/125.50  147.25/149.25 170.00/172.00
 1100 101.50/103.50 123.25/125.25  147.00/149.00 170.00/172.00
 1200 101.75/103.75 123.50/125.50  147.00/149.00 170.00/172.00
 1300 101.50/103.50 123.50/125.50  147.00/149.00 170.00/172.00
 1400 101.75/103.75 123.50/125.50  147.25/149.25 170.25/172.25
 1500 101.50/103.50 123.50/125.50  147.00/149.00 170.00/172.00
 1600 101.50/103.50 123.50/125.50  147.00/149.00 170.00/172.00
 1715 101.75/103.75 123.50/125.50  147.00/149.00 170.00/172.00
                        (Closing Jan 18)
 1715 102.75/104.75 124.50/126.50  148.00/150.00 170.75/172.75
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  190.75/192.75  215.25/217.25 237.50/239.50 260.50/262.50
 1100  190.75/192.75  215.25/217.25 237.50/239.50 260.50/262.50
 1200  191.00/193.00  215.50/217.50 238.00/240.00 261.00/263.00
 1300  191.00/193.00  215.50/217.50 238.00/240.00 261.00/263.00
 1400  191.25/193.25  215.75/217.75 238.00/240.00 261.00/263.00
 1500  191.00/193.00  215.50/217.50 238.00/240.00 261.00/263.00
 1600  190.75/192.75  215.25/217.25 237.50/239.50 260.50/262.50
 1715  191.00/193.00  215.50/217.50 238.00/240.00 261.00/263.00
                        (Closing Jan 18)
 1715  191.50/193.50  216.00/218.00 238.50/240.50 261.50/263.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.25%    4.36%    4.67%      4.62%     4.55%   4.51%
 1100   4.25%    4.35%    4.65%      4.61%     4.54%   4.50%
 1200   4.24%    4.37%    4.66%      4.61%     4.55%   4.50%
 1300   4.24%    4.37%    4.65%      4.60%     4.55%   4.50%
 1400   4.25%    4.35%    4.65%      4.61%     4.55%   4.50%
 1500   4.24%    4.35%    4.65%      4.60%     4.55%   4.50%
 1600   4.25%    4.35%    4.64%      4.60%     4.54%   4.50%
 1715   4.27%    4.37%    4.65%      4.61%     4.54%   4.49%
                        (Closing Jan 18)
 1715   4.27%    4.38%    4.66%      4.62%     4.55%   4.49%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.47%    4.44%    4.42%      4.40%     4.39%   4.36%
 1100   4.46%    4.43%    4.42%      4.40%     4.39%   4.36%
 1200   4.46%    4.44%    4.42%      4.40%     4.39%   4.36%
 1300   4.46%    4.44%    4.42%      4.40%     4.39%   4.36%
 1400   4.47%    4.44%    4.42%      4.41%     4.39%   4.36%
 1500   4.46%    4.44%    4.42%      4.40%     4.39%   4.36%
 1600   4.46%    4.43%    4.41%      4.39%     4.38%   4.35%
 1715   4.45%    4.43%    4.41%      4.39%     4.38%   4.35%
                        (Closing Jan 18) 
 1715   4.45%    4.42%    4.40%      4.39%     4.38%   4.35%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.8450/63.8550 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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