January 3, 2018 / 4:46 AM / 16 days ago

RPT-India fwd/annualised dlr premia-(close)-Jan 3

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
 1000          01.00/02.50    00.50/1.25       00.50/1.25
                 02.87%          02.87%          02.87%
                              (Jan 2)            
 1000          01.00/02.50    00.50/1.25       00.50/1.25
                 02.86%          02.86%          02.86%
--------------------------------------------------------------
 TIME      JAN            FEB           MAR            APR
---------------------------------------------------------------
 1000  17.75/19.75   39.00/41.00    60.75/62.75    88.75/90.75    
 1100  17.75/19.75   39.00/41.00    60.75/62.75    88.50/90.50
 1200  17.75/19.25   39.00/41.00    60.50/62.50    88.50/90.50
 1300  17.75/19.25   39.00/41.00    60.50/62.50    88.50/90.50
 1400  17.75/19.25   39.00/41.00    60.50/62.50    88.50/90.50
 1500  17.50/19.00   38.75/40.75    60.25/62.25    88.00/90.00
 1600  17.50/19.00   38.75/40.75    60.25/62.25    88.00/90.00
 1715  17.25/18.75   38.25/40.25    60.00/62.00    87.50/89.50
                         (Closing Jan 2)
 1715  18.50/20.00   39.75/41.75    61.75/63.75    89.75/91.75
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 114.25/116.25 135.50/137.50  159.00/161.00 181.75/183.75
 1100 114.00/116.00 135.25/137.25  158.50/160.50 181.25/183.25
 1200 114.00/116.00 135.25/137.25  158.50/160.50 181.25/183.25
 1300 114.00/116.00 135.25/137.25  158.50/160.50 181.25/183.25
 1400 114.00/116.00 135.25/137.25  158.50/160.50 181.25/183.25
 1500 113.25/115.25 134.75/136.75  158.00/160.00 180.75/182.75
 1600 113.25/115.25 134.75/136.75  158.00/160.00 180.75/182.75
 1715 112.75/114.75 134.00/136.00  157.25/159.25 179.75/181.75
                         (Closing Jan 2)
 1715 115.00/117.00 136.50/138.50  160.00/162.00 182.50/184.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  202.25/204.25  226.75/228.75 249.00/251.00 272.00/274.00  
 1100  202.00/204.00  226.50/228.50 249.00/251.00 272.00/274.00
 1200  202.00/204.00  226.50/228.50 249.00/251.00 272.00/274.00
 1300  202.00/204.00  226.50/228.50 249.00/251.00 272.00/274.00
 1400  202.00/204.00  226.50/228.50 249.00/251.00 272.00/274.00
 1500  201.50/203.50  225.50/227.50 248.00/250.00 271.00/273.00
 1600  201.50/203.50  225.75/227.75 248.00/250.00 271.00/273.00
 1715  200.50/202.50  225.00/227.00 247.25/249.25 270.00/272.00
                         (Closing Jan 2)
 1715  203.50/205.50  228.00/230.00 250.50/252.50 273.50/275.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.18%    4.28%    4.42%      4.58%     4.53%   4.47%
 1100   4.18%    4.28%    4.42%      4.57%     4.52%   4.47%
 1200   4.14%    4.27%    4.41%      4.57%     4.52%   4.47%
 1300   4.14%    4.27%    4.40%      4.57%     4.52%   4.46%
 1400   4.14%    4.27%    4.40%      4.57%     4.52%   4.47%
 1500   4.09%    4.25%    4.38%      4.54%     4.49%   4.45%
 1600   4.09%    4.25%    4.38%      4.54%     4.49%   4.45%
 1715   4.04%    4.20%    4.36%      4.52%     4.47%   4.42%
                         (Closing Jan 2)
 1715   4.15%    4.28%    4.43%      4.60%     4.53%   4.48%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.44%    4.41%    4.39%      4.38%     4.37%   4.35%
 1100   4.42%    4.40%    4.39%      4.37%     4.37%   4.36%
 1200   4.42%    4.40%    4.38%      4.37%     4.37%   4.35%
 1300   4.42%    4.40%    4.38%      4.37%     4.36%   4.35%
 1400   4.42%    4.40%    4.38%      4.37%     4.37%   4.35%
 1500   4.41%    4.39%    4.37%      4.35%     4.35%   4.34%
 1600   4.41%    4.39%    4.37%      4.36%     4.35%   4.34%
 1715   4.39%    4.36%    4.35%      4.34%     4.33%   4.32%
                         (Closing Jan 2) 
 1715   4.44%    4.41%    4.40%      4.39%     4.38%   4.37%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.5300/63.5400 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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