November 7, 2017 / 4:42 AM / in 11 days

RPT-India fwd/annualised dlr premia-(close)-Nov 7

              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 
               02.82%           02.82%           02.82%
                                (Nov 6)            
 1000        01.00/02.50      00.50/01.25      00.50/01.25 
               02.82%           02.82%           02.82%
---------------------------------------------------------------
 TIME      NOV            DEC           JAN            FEB
---------------------------------------------------------------
 1000  16.25/18.25   39.00/41.00    64.50/66.50    86.75/88.75
 1100  16.00/18.00   38.75/40.75    64.00/66.00    86.50/88.50
 1200  16.00/18.00   38.75/40.75    64.00/66.00    86.50/88.50
 1300  16.00/18.00   38.75/40.75    64.00/66.00    86.50/88.50
 1400  16.25/18.25   38.75/40.75    64.25/66.25    86.50/88.50
 1500  16.00/18.00   38.75/40.75    64.00/66.00    86.50/88.50
 1600  16.25/18.25   39.25/41.25    64.75/66.75    87.00/89.00
 1715  16.00/18.00   38.75/40.75    64.00/66.00    86.75/88.75
                       (Closing Nov 6)
 1715  16.50/18.50   39.25/41.25    64.50/66.50    87.00/89.00
----------------------------------------------------------------
 TIME      MAR            APR            MAY           JUN
----------------------------------------------------------------
 1000 109.50/111.50 136.50/138.50  163.25/165.25 185.50/187.50
 1100 109.50/111.50 136.75/138.75  163.50/165.50 186.00/188.00
 1200 109.25/111.25 136.50/138.50  163.25/165.25 185.75/187.75
 1300 109.25/111.25 136.50/138.50  163.25/165.25 185.75/187.75
 1400 109.00/111.00 136.50/138.50  163.25/165.25 185.75/187.75
 1500 109.50/111.50 136.75/138.75  163.50/165.50 186.00/188.00
 1600 109.75/111.75 137.00/139.00  164.00/166.00 186.50/188.50
 1715 109.75/111.75 137.25/139.25  164.00/166.00 186.50/188.50
                        (Closing Nov 6)  
 1715 109.50/111.50 136.50/138.50  163.00/165.00 185.25/187.25
----------------------------------------------------------------
 TIME       JUL            AUG            SEP           OCT
----------------------------------------------------------------
 1000  209.50/211.50  232.50/234.50 252.75/254.75 276.00/278.00
 1100  210.00/212.00  233.00/235.00 253.50/255.50 277.00/279.00
 1200  209.50/211.50  232.50/234.50 253.00/255.00 276.50/278.50
 1300  209.50/211.50  232.50/234.50 253.00/255.00 276.50/278.50
 1400  209.75/211.75  232.50/234.50 253.00/255.00 276.50/278.50
 1500  210.00/212.00  233.00/235.00 253.50/255.50 277.00/279.00
 1600  210.75/212.75  233.75/235.75 254.00/256.00 277.50/279.50
 1715  210.50/212.50  233.50/235.50 254.00/256.00 277.50/279.50
                        (Closing Nov 6)  
 1715  209.00/211.00  232.00/234.00 252.25/254.25 275.50/277.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.56%    4.48%    4.45%      4.47%     4.53%   4.58%
 1100   4.51%    4.45%    4.42%      4.45%     4.53%   4.58%
 1200   4.51%    4.45%    4.42%      4.45%     4.52%   4.57%
 1300   4.51%    4.45%    4.42%      4.45%     4.52%   4.57%
 1400   4.53%    4.45%    4.43%      4.44%     4.51%   4.57%
 1500   4.50%    4.43%    4.41%      4.44%     4.51%   4.57%
 1600   4.56%    4.49%    4.45%      4.46%     4.52%   4.58%
 1715   4.50%    4.43%    4.41%      4.45%     4.53%   4.58%
                        (Closing Nov 6)  
 1715   4.47%    4.43%    4.41%      4.44%     4.50%   4.55%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.55%    4.52%    4.49%      4.45%     4.41%   4.37%
 1100   4.55%    4.53%    4.49%      4.46%     4.42%   4.38%
 1200   4.55%    4.52%    4.48%      4.45%     4.42%   4.38%
 1300   4.55%    4.52%    4.48%      4.44%     4.41%   4.38%
 1400   4.54%    4.51%    4.48%      4.44%     4.41%   4.37%
 1500   4.54%    4.51%    4.48%      4.44%     4.41%   4.37%
 1600   4.55%    4.53%    4.49%      4.45%     4.42%   4.38%
 1715   4.55%    4.52%    4.49%      4.45%     4.42%   4.38%
                        (Closing Nov 6)
 1715   4.53%    4.50%    4.46%      4.43%     4.40%   4.36%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.0250/65.0350 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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