January 8, 2018 / 4:39 AM / 10 days ago

RPT-India fwd/annualised dlr premia-(close)-Jan 8

               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
                 02.88%          02.88%          02.88%
                              (Jan 5)            
 1000          01.75/03.75    01.25/02.75      00.50/01.00
                 02.52%          02.40%          02.88%
--------------------------------------------------------------
 TIME      JAN            FEB           MAR            APR
---------------------------------------------------------------
 1000  13.50/15.00   34.75/36.75    56.75/58.75    84.50/86.50
 1100  13.50/15.00   34.75/36.75    56.75/58.75    84.75/86.75
 1200  13.75/15.25   34.75/36.75    56.75/58.75    84.75/86.75
 1300  13.75/15.25   34.75/36.75    56.75/58.75    85.00/87.00
 1400  13.75/15.25   35.00/37.00    57.00/59.00    85.00/87.00
 1500  13.75/15.25   35.00/37.00    57.00/59.00    85.00/87.00
 1600  13.75/15.25   35.00/37.00    57.00/59.00    85.00/87.00
 1715  13.75/15.25   35.00/37.00    57.00/59.00    85.00/87.00
                         (Closing Jan 5)
 1715  14.50/16.00   35.75/37.75    57.75/59.75    85.75/87.75
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 110.00/112.00 131.50/133.50  154.75/156.75 177.25/179.25
 1100 110.25/112.25 131.75/133.75  155.00/157.00 177.50/179.50
 1200 110.75/112.75 132.50/134.50  156.00/158.00 178.50/180.50
 1300 110.75/112.75 132.50/134.50  156.00/158.00 178.50/180.50
 1400 110.50/112.50 132.25/134.25  155.75/157.75 178.25/180.25
 1500 110.50/112.50 132.00/134.00  155.50/157.50 178.25/180.25
 1600 110.50/112.50 132.25/134.25  155.75/157.75 178.50/180.50
 1715 110.50/112.50 132.25/134.25  155.50/157.50 178.25/180.25
                         (Closing Jan 5)
 1715 111.25/113.25 133.00/135.00  156.25/158.25 178.75/180.75
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  198.00/200.00  222.50/224.50 244.75/246.75 267.50/269.50
 1100  198.25/200.25  222.75/224.75 245.25/247.25 268.00/270.00
 1200  199.25/201.25  223.50/225.50 245.75/247.75 268.50/270.50
 1300  199.25/201.25  223.50/225.50 245.75/247.75 268.50/270.50
 1400  199.00/201.00  223.50/225.50 245.75/247.75 268.50/270.50
 1500  199.00/201.00  223.50/225.50 245.75/247.75 268.50/270.50
 1600  199.25/201.25  223.75/225.75 246.25/248.25 269.00/271.00
 1715  199.00/201.00  223.50/225.50 245.75/247.75 268.50/270.50
                         (Closing Jan 5)
 1715  199.50/201.50  224.00/226.00 246.25/248.25 269.00/271.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.10%    4.27%    4.47%      4.58%     4.52%   4.48%
 1100   4.10%    4.27%    4.47%      4.58%     4.52%   4.48%
 1200   4.12%    4.27%    4.47%      4.59%     4.55%   4.51%
 1300   4.12%    4.27%    4.48%      4.60%     4.55%   4.51%
 1400   4.14%    4.29%    4.49%      4.59%     4.54%   4.49%
 1500   4.14%    4.29%    4.48%      4.59%     4.53%   4.49%
 1600   4.14%    4.29%    4.49%      4.59%     4.54%   4.50%
 1715   4.13%    4.28%    4.48%      4.59%     4.53%   4.48%
                         (Closing Jan 5)
 1715   4.12%    4.28%    4.48%      4.60%     4.54%   4.50%
---------------------------------------------------------------
 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   4.44%    4.41%    4.39%      4.38%     4.37%   4.36%
 1200   4.46%    4.43%    4.41%      4.39%     4.38%   4.37%
 1300   4.46%    4.43%    4.41%      4.39%     4.38%   4.37%
 1400   4.45%    4.42%    4.41%      4.39%     4.38%   4.36%
 1500   4.45%    4.42%    4.40%      4.39%     4.38%   4.36%
 1600   4.46%    4.43%    4.41%      4.40%     4.39%   4.37%
 1715   4.44%    4.41%    4.40%      4.38%     4.37%   4.36%
                         (Closing Jan 5) 
 1715   4.45%    4.42%    4.40%      4.39%     4.38%   4.36%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.5050/63.5150 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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