January 23, 2018 / 4:44 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Jan 23

              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 22)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.85%          02.85%           02.85%
--------------------------------------------------------------
 TIME      JAN            FEB           MAR            APR
---------------------------------------------------------------
 1000  03.50/05.00   24.25/26.25    46.25/48.25    73.75/75.75
 1100  03.50/05.00   24.50/26.50    46.50/48.50    74.00/76.00
 1200  03.50/05.50   24.50/26.50    46.25/48.25    73.50/75.50
 1300  03.50/05.00   24.50/26.50    46.50/48.50    74.00/76.00
 1400  03.50/05.00   24.50/26.50    46.50/48.50    74.00/76.00
 1500  03.50/05.00   24.50/26.50    46.50/48.50    74.25/76.25
 1600  03.50/05.00   24.25/26.25    46.25/48.25    74.00/76.00
 1715  03.50/05.00   24.25/26.25    46.25/48.25    74.25/76.25
                        (Closing Jan 22)
 1715  04.25/05.75   25.25/27.25    47.25/49.25    75.00/77.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000  99.25/101.25 121.00/123.00  144.50/146.50 167.25/169.25
 1100  99.75/101.75 121.50/123.50  145.00/147.00 167.75/169.75
 1200  99.00/101.00 120.75/122.75  144.25/146.25 167.00/169.00
 1300  99.50/101.50 121.25/123.25  144.75/146.75 167.50/169.50
 1400  99.75/101.75 121.50/123.50  145.00/147.00 167.50/169.50
 1500  99.75/101.75 121.50/123.50  145.00/147.00 167.50/169.50
 1600  99.50/101.50 121.00/123.00  144.50/146.50 167.00/169.00
 1715  99.75/101.75 121.25/123.25  144.75/146.75 167.25/169.25
                        (Closing Jan 22)
 1715 100.75/102.75 122.50/124.50  146.00/148.00 168.75/170.75
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  188.00/190.00  212.50/214.50 234.75/236.75 257.50/259.50
 1100  188.50/190.50  213.00/215.00 235.25/237.25 258.00/260.00
 1200  187.75/189.75  212.00/214.00 234.25/236.25 257.00/259.00
 1300  188.25/190.25  212.50/214.50 234.75/236.75 257.50/259.50
 1400  188.25/190.25  212.50/214.50 234.75/236.75 257.50/259.50
 1500  188.25/190.25  212.50/214.50 234.75/236.75 257.50/259.50
 1600  187.75/189.75  212.00/214.00 234.25/236.25 257.00/259.00
 1715  188.00/190.00  212.50/214.50 234.75/236.75 257.50/259.50    
                        (Closing Jan 22)
 1715  189.50/191.50  214.00/216.00 236.50/238.50 259.50/261.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.24%    4.35%    4.63%      4.56%     4.51%   4.46%
 1100   4.29%    4.38%    4.65%      4.59%     4.53%   4.47%
 1200   4.29%    4.36%    4.62%      4.55%     4.50%   4.45%
 1300   4.29%    4.38%    4.65%      4.58%     4.52%   4.47%
 1400   4.29%    4.38%    4.65%      4.58%     4.53%   4.47%
 1500   4.29%    4.38%    4.66%      4.59%     4.53%   4.47%
 1600   4.24%    4.35%    4.65%      4.58%     4.51%   4.46%
 1715   4.25%    4.36%    4.67%      4.59%     4.52%   4.47%
                        (Closing Jan 22)
 1715   4.28%    4.37%    4.65%      4.59%     4.53%   4.48%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.42%    4.39%    4.38%      4.36%     4.35%   4.32%
 1100   4.43%    4.41%    4.39%      4.37%     4.36%   4.33%
 1200   4.41%    4.39%    4.37%      4.36%     4.35%   4.32%
 1300   4.43%    4.41%    4.38%      4.37%     4.35%   4.33%
 1400   4.42%    4.40%    4.38%      4.36%     4.35%   4.32%
 1500   4.42%    4.40%    4.38%      4.36%     4.35%   4.32%
 1600   4.41%    4.39%    4.37%      4.36%     4.34%   4.31%
 1715   4.42%    4.40%    4.38%      4.37%     4.35%   4.33%
                        (Closing Jan 22) 
 1715   4.44%    4.41%    4.39%      4.38%     4.37%   4.34%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.7700/63.7800 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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