January 29, 2018 / 4:49 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 29

+              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
                02.87%          02.87%           02.87%
                              (Jan 25)            
1000         03.00/04.75     02.50/03.50      00.50/01.25
                03.45%          03.59%           02.87%
--------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  20.00/22.00    42.00/44.00    70.00/72.00  96.25/98.25
 1100  20.00/22.00    42.00/44.00    69.50/71.50  95.50/97.50
 1200  20.00/22.00    42.00/44.00    69.50/71.50  95.50/97.50
 1300  20.00/22.00    42.00/44.00    69.50/71.50  95.50/97.50
 1400  20.00/22.00    42.00/44.00    69.50/71.50  95.50/97.50
 1500  20.00/22.00    41.75/43.75    69.50/71.50  95.50/97.50
 1600  20.00/22.00    42.00/44.00    69.75/71.75  95.75/97.75
 1715  20.00/22.00    42.00/44.00    70.00/72.00  96.00/98.00
                        (Closing Jan 25)
 1715  21.00/23.00    43.25/45.25    71.25/73.25  97.25/99.25
----------------------------------------------------------------
 TIME      JUN            JUL           AUG           SEP
----------------------------------------------------------------
 1000 118.25/120.25  141.50/143.50 164.00/166.00 185.00/187.00
 1100 117.50/119.50  140.75/142.75 163.25/165.25 184.00/186.00
 1200 117.50/119.50  141.00/143.00 163.75/165.75 184.75/186.75
 1300 117.50/119.50  140.75/142.75 163.25/165.25 184.25/186.25
 1400 117.50/119.50  140.75/142.75 163.25/165.25 184.25/186.25
 1500 117.50/119.50  140.75/142.75 163.25/165.25 184.25/186.25
 1600 117.75/119.75  141.25/143.25 163.75/165.75 184.75/186.75
 1715 118.00/120.00  141.25/143.25 163.75/165.75 184.75/186.75
                        (Closing Jan 25)
 1715 119.25/121.25  142.50/144.50 165.00/167.00 186.00/188.00
----------------------------------------------------------------
 TIME       OCT            NOV           DEC           JAN
----------------------------------------------------------------
 1000  209.50/211.50 232.00/234.00 255.00/257.00  276.00/278.00
 1100  208.50/210.50 231.00/233.00 254.00/256.00  275.50/277.50
 1200  209.25/211.25 231.75/233.75 254.75/256.75  276.50/278.50
 1300  208.75/210.75 231.25/233.25 254.25/256.25  276.00/278.00
 1400  208.75/210.75 231.25/233.25 254.25/256.25  276.00/278.00
 1500  208.75/210.75 231.25/233.25 254.25/256.25  276.00/278.00
 1600  209.50/211.50 232.00/234.00 255.00/257.00  277.00/279.00
 1715  209.50/211.50 232.00/234.00 255.00/257.00  277.00/279.00
                        (Closing Jan 25)
 1715  210.50/212.50 233.00/235.00 256.00/258.00   00.25/01.25
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.31%    4.41%    4.74%      4.66%     4.60%   4.52%
 1100   4.31%    4.41%    4.71%      4.62%     4.57%   4.50%
 1200   4.31%    4.41%    4.71%      4.62%     4.57%   4.51%
 1300   4.31%    4.41%    4.71%      4.62%     4.57%   4.50%
 1400   4.31%    4.41%    4.71%      4.62%     4.57%   4.50%
 1500   4.31%    4.38%    4.71%      4.62%     4.57%   4.50%
 1600   4.31%    4.41%    4.72%      4.63%     4.58%   4.51%
 1715   4.31%    4.41%    4.74%      4.64%     4.59%   4.51%
                        (Closing Jan 25)
 1715   4.36%    4.46%    4.77%      4.67%     4.60%   4.53%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.47%    4.45%    4.43%      4.42%     4.40%   4.36%
 1100   4.45%    4.43%    4.41%      4.40%     4.39%   4.35%
 1200   4.46%    4.45%    4.42%      4.41%     4.40%   4.37%
 1300   4.45%    4.44%    4.42%      4.41%     4.39%   4.36%
 1400   4.45%    4.43%    4.41%      4.40%     4.39%   4.36%
 1500   4.45%    4.43%    4.41%      4.40%     4.39%   4.36%
 1600   4.46%    4.44%    4.43%      4.42%     4.40%   4.37%
 1715   4.46%    4.44%    4.43%      4.41%     4.40%   4.37%
                        (Closing Jan 25) 
 1715   4.48%    4.46%    4.43%      4.42%     4.41%   4.37%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.5725/63.5825 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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