November 16, 2017 / 4:48 AM / a year ago

RPT-India fwd/annualised dlr premia-(close)-Nov 16

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        02.00/04.25      00.50/01.25      01.50/03.00 
               02.79%           02.79%           02.79%
                                (Nov 15)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25 
               02.79%           02.79%           02.79%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  07.50/08.50   30.00/32.00    54.25/56.25    76.25/78.25
 1100  07.50/09.00   30.25/32.25    54.75/56.75    76.75/78.75
 1200  07.50/09.00   30.25/32.25    54.75/56.75    76.75/78.75
 1300  07.75/08.75   30.50/32.50    54.75/56.75    77.00/79.00
 1400  07.75/08.75   30.25/32.25    54.75/56.75    77.00/79.00
 1500  07.75/08.75   30.25/32.25    54.75/56.75    77.00/79.00
 1600  07.75/08.75   30.50/32.50    55.00/57.00    77.25/79.25
 1715  07.75/08.75   30.25/32.25    54.75/56.75    77.00/79.00
                       (Closing Nov 15)
 1715  10.00/11.00   32.50/34.50    56.50/58.50    78.50/80.50
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000  99.25/101.25 127.25/129.25  154.00/156.00 176.00/178.00
 1100  99.75/101.75 128.00/130.00  154.75/156.75 177.00/179.00
 1200  99.75/101.75 128.00/130.00  155.00/157.00 177.50/179.50
 1300 100.00/102.00 128.25/130.25  155.00/157.00 177.00/179.00
 1400 100.25/102.25 128.50/130.50  155.25/157.25 177.50/179.50
 1500 100.00/102.00 128.25/130.25  155.00/157.00 177.00/179.00
 1600 100.50/102.50 128.75/130.75  155.50/157.50 178.00/180.00
 1715 100.00/102.00 128.25/130.25  155.00/157.00 177.00/179.00
                        (Closing Nov 15)  
 1715 101.50/103.50 129.25/131.25  156.00/158.00 178.00/180.00
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  200.00/202.00  223.00/225.00 243.50/245.50 267.00/269.00
 1100  201.00/203.00  224.00/226.00 244.50/246.50 268.00/270.00
 1200  201.50/203.50  224.50/226.50 245.00/247.00 268.50/270.50
 1300  201.00/203.00  224.00/226.00 244.50/246.50 268.00/270.00
 1400  201.50/203.50  224.50/226.50 245.25/247.25 269.00/271.00
 1500  201.00/203.00  224.00/226.00 244.75/246.75 268.50/270.50
 1600  202.00/204.00  225.00/227.00 245.75/247.75 269.50/271.50
 1715  201.00/203.00  224.00/226.00 244.75/246.75 268.50/270.50
                        (Closing Nov 15)  
 1715  202.00/204.00  225.00/227.00 245.50/247.50 269.00/271.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.44%    4.31%    4.31%      4.36%     4.50%   4.51%
 1100   4.49%    4.35%    4.34%      4.38%     4.53%   4.54%
 1200   4.49%    4.35%    4.34%      4.39%     4.53%   4.55%
 1300   4.52%    4.36%    4.35%      4.40%     4.54%   4.55%
 1400   4.49%    4.35%    4.35%      4.41%     4.55%   4.56%
 1500   4.50%    4.36%    4.36%      4.41%     4.55%   4.56%
 1600   4.53%    4.38%    4.37%      4.42%     4.56%   4.57%
 1715   4.49%    4.35%    4.35%      4.40%     4.54%   4.55%
                        (Closing Nov 15)  
 1715   4.47%    4.34%    4.31%      4.36%     4.48%   4.51%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.48%    4.45%    4.41%      4.38%     4.35%   4.31%
 1100   4.51%    4.47%    4.44%      4.40%     4.37%   4.33%
 1200   4.52%    4.49%    4.45%      4.41%     4.38%   4.34%
 1300   4.51%    4.47%    4.44%      4.40%     4.37%   4.34%
 1400   4.52%    4.49%    4.45%      4.42%     4.38%   4.35%
 1500   4.52%    4.48%    4.45%      4.42%     4.38%   4.35%
 1600   4.54%    4.50%    4.47%      4.43%     4.40%   4.36%
 1715   4.51%    4.47%    4.44%      4.41%     4.37%   4.34%
                       (Closing Nov 15)
 1715   4.48%    4.45%    4.42%      4.39%     4.36%   4.32%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.3200/65.3300 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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