January 22, 2018 / 4:42 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jan 22

              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
                02.85%          02.85%           02.85%
                              (Jan 19)            
1000         02.00/04.25     01.50/03.00      00.50/01.25
                02.87%          02.87%           02.87%
--------------------------------------------------------------
 TIME      JAN            FEB           MAR            APR
---------------------------------------------------------------
 1000  04.00/05.50   24.75/26.75    46.75/48.75    75.00/77.00
 1100  04.50/05.50   25.50/27.50    47.75/49.75    75.75/77.75
 1200  04.50/05.50   25.50/27.50    47.75/49.75    75.50/77.50
 1300  04.50/05.50   25.50/27.50    47.50/49.50    75.25/77.25
 1400  04.50/05.50   25.50/27.50    47.50/49.50    75.25/77.25
 1500  04.50/05.50   25.50/27.50    47.50/49.50    75.25/77.25
 1600  04.25/05.75   25.00/27.00    47.00/49.00    74.75/76.75
 1715  04.25/05.75   25.25/27.25    47.25/49.25    75.00/77.00
                        (Closing Jan 19)
 1715  05.00/06.00   26.00/28.00    48.00/50.00    76.00/78.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 101.00/103.00 123.00/125.00  146.75/148.75 169.75/171.75
 1100 101.75/103.75 123.50/125.50  147.25/149.25 170.00/172.00
 1200 101.25/103.25 123.00/125.00  146.75/148.75 169.50/171.50
 1300 101.00/103.00 122.75/124.75  146.50/148.50 169.25/171.25
 1400 101.00/103.00 122.75/124.75  146.50/148.50 169.25/171.25
 1500 101.00/103.00 122.75/124.75  146.50/148.50 169.25/171.25
 1600 100.50/102.50 122.25/124.25  145.75/147.75 168.50/170.50
 1715 100.75/102.75 122.50/124.50  146.00/148.00 168.75/170.75
                        (Closing Jan 19)
 1715 101.75/103.75 123.50/125.50  147.00/149.00 170.00/172.00
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  190.75/192.75  215.25/217.25 237.50/239.50 260.50/262.50
 1100  191.00/193.00  215.50/217.50 238.00/240.00 261.00/263.00
 1200  190.50/192.50  215.00/217.00 237.50/239.50 260.50/262.50
 1300  190.00/192.00  214.50/216.50 237.00/239.00 260.00/262.00
 1400  190.00/192.00  214.50/216.50 237.00/239.00 260.00/262.00
 1500  190.00/192.00  214.50/216.50 237.00/239.00 260.00/262.00
 1600  189.25/191.25  213.75/215.75 236.00/238.00 259.00/261.00
 1715  189.50/191.50  214.00/216.00 236.50/238.50 259.50/261.50
                        (Closing Jan 19)
 1715  191.00/193.00  215.50/217.50 238.00/240.00 261.00/263.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.19%    4.32%    4.64%      4.59%     4.54%   4.49%
 1100   4.32%    4.41%    4.69%      4.63%     4.56%   4.51%
 1200   4.32%    4.42%    4.68%      4.62%     4.55%   4.50%
 1300   4.33%    4.40%    4.67%      4.61%     4.54%   4.50%
 1400   4.33%    4.40%    4.67%      4.61%     4.55%   4.50%
 1500   4.33%    4.40%    4.67%      4.61%     4.55%   4.50%
 1600   4.25%    4.36%    4.64%      4.59%     4.53%   4.48%
 1715   4.28%    4.37%    4.65%      4.59%     4.53%   4.48%
                        (Closing Jan 19)
 1715   4.27%    4.37%    4.65%      4.61%     4.54%   4.49%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.45%    4.43%    4.41%      4.39%     4.38%   4.35%
 1100   4.47%    4.44%    4.42%      4.40%     4.39%   4.36%
 1200   4.46%    4.43%    4.41%      4.40%     4.38%   4.35%
 1300   4.45%    4.43%    4.41%      4.39%     4.38%   4.35%
 1400   4.46%    4.43%    4.41%      4.40%     4.38%   4.35%
 1500   4.46%    4.43%    4.41%      4.40%     4.38%   4.35%
 1600   4.44%    4.41%    4.39%      4.38%     4.37%   4.34%
 1715   4.44%    4.41%    4.39%      4.38%     4.37%   4.34%
                        (Closing Jan 19) 
 1715   4.45%    4.43%    4.41%      4.39%     4.38%   4.35%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.8650/63.8750 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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