January 30, 2018 / 4:45 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 30

              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 29)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.87%          02.87%           02.87%
--------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  19.25/21.25    41.50/43.50    69.50/71.50  95.50/97.50
 1100  19.50/21.50    41.75/43.75    70.00/72.00  96.00/98.00
 1200  19.50/21.50    41.50/43.50    69.75/71.75  95.75/97.75
 1300  19.50/21.50    41.75/43.75    70.00/72.00  96.25/98.25
 1400  19.50/21.50    41.75/43.75    70.00/72.00  96.25/98.25
 1500  19.50/21.50    41.50/43.50    69.75/71.75  96.00/98.00
 1600  19.25/21.25    41.50/43.50    69.75/71.75  96.00/98.00
 1715  19.25/21.25    41.50/43.50    69.75/71.75  95.75/97.75
                        (Closing Jan 29)
 1715  20.00/22.00    42.00/44.00    70.00/72.00  96.00/98.00
----------------------------------------------------------------
 TIME      JUN            JUL           AUG           SEP
----------------------------------------------------------------
 1000 117.50/119.50  141.00/143.00 163.75/165.75 184.75/186.75
 1100 118.00/120.00  141.50/143.50 164.25/166.25 185.25/187.25
 1200 118.00/120.00  142.00/144.00 165.00/167.00 186.00/188.00
 1300 118.50/120.50  142.25/144.25 165.00/167.00 186.25/188.25
 1400 118.50/120.50  142.25/144.25 165.00/167.00 186.25/188.25
 1500 118.25/120.25  142.25/144.25 165.50/167.50 186.50/188.50
 1600 118.25/120.25  141.75/143.75 164.50/166.50 185.75/187.75
 1715 118.00/120.00  141.50/143.50 164.00/166.00 185.25/187.25
                        (Closing Jan 29)
 1715 118.00/120.00  141.25/143.25 163.75/165.75 184.75/186.75
----------------------------------------------------------------
 TIME       OCT            NOV           DEC           JAN
----------------------------------------------------------------
 1000  209.50/211.50 232.00/234.00 254.50/256.50  276.50/278.50
 1100  210.00/212.00 232.50/234.50 255.50/257.50  277.50/279.50
 1200  210.50/212.50 233.00/235.00 256.00/258.00  278.00/280.00
 1300  211.00/213.00 233.50/235.50 256.50/258.50  278.50/280.50
 1400  211.00/213.00 233.50/235.50 256.50/258.50  278.50/280.50
 1500  211.00/213.00 233.50/235.50 256.50/258.50  278.50/280.50
 1600  210.50/212.50 233.00/235.00 256.00/258.00  278.00/280.00
 1715  210.00/212.00 232.50/234.50 255.50/257.50  277.50/279.50
                        (Closing Jan 29)
 1715  209.50/211.50 232.00/234.00 255.00/257.00  277.00/279.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.31%    4.51%    4.73%      4.65%     4.58%   4.52%
 1100   4.36%    4.53%    4.76%      4.67%     4.60%   4.53%
 1200   4.35%    4.51%    4.75%      4.65%     4.60%   4.55%
 1300   4.35%    4.53%    4.76%      4.68%     4.62%   4.55%
 1400   4.35%    4.53%    4.76%      4.68%     4.62%   4.55%
 1500   4.35%    4.51%    4.75%      4.67%     4.61%   4.56%
 1600   4.31%    4.51%    4.75%      4.67%     4.61%   4.55%
 1715   4.31%    4.52%    4.75%      4.66%     4.61%   4.54%
                        (Closing Jan 29)
 1715   4.31%    4.41%    4.74%      4.64%     4.59%   4.51%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.47%    4.45%    4.44%      4.42%     4.40%   4.37%
 1100   4.48%    4.46%    4.44%      4.43%     4.41%   4.38%
 1200   4.50%    4.48%    4.45%      4.44%     4.42%   4.39%
 1300   4.50%    4.48%    4.46%      4.44%     4.43%   4.40%
 1400   4.50%    4.48%    4.46%      4.44%     4.43%   4.40%
 1500   4.52%    4.49%    4.46%      4.45%     4.43%   4.40%
 1600   4.50%    4.48%    4.46%      4.44%     4.42%   4.39%
 1715   4.49%    4.47%    4.45%      4.44%     4.42%   4.39%
                        (Closing Jan 29) 
 1715   4.46%    4.44%    4.43%      4.41%     4.40%   4.37%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.6000/63.6100 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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