October 10, 2017 / 4:43 AM / in 7 days

RPT-India fwd/annualised dlr premia-(close)-Oct 10

              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 
               02.80%           02.80%           02.80%
                                (Oct 9)            
 1000           N/A               N/A          00.50/01.25 
                N/A               N/A            02.80%
---------------------------------------------------------------
 TIME      OCT            NOV           DEC            JAN
---------------------------------------------------------------
 1000  15.75/17.75   40.00/42.00    62.00/64.00    86.25/88.25
 1100  16.00/17.50   40.25/42.25    62.50/64.50    86.75/88.75
 1200  15.75/17.75   40.25/42.25    62.50/64.50    86.75/88.75
 1300  15.50/17.50   39.50/41.50    61.75/63.75    86.00/88.00
 1400  15.75/17.75   39.75/41.75    62.00/64.00    86.00/88.00
 1500  15.50/17.50   39.75/41.75    62.00/64.00    86.00/88.00
 1600  15.50/17.50   39.50/41.50    61.50/63.50    85.50/87.50
 1715  15.50/17.50   39.50/41.50    61.50/63.50    85.50/87.50
                        (Closing Oct 9)
 1715  16.50/18.50   40.75/42.75    63.00/65.00    87.25/89.25
----------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
----------------------------------------------------------------
 1000  107.75/109.70 129.75/131.70  155.75/157.70 181.75/183.70
 1100  108.25/110.20 130.25/132.20  156.25/158.20 182.25/184.20
 1200  108.00/110.00 129.75/131.75  156.00/158.00 181.75/183.75
 1300  107.50/109.50 129.50/131.50  155.50/157.50 181.50/183.50
 1400  107.50/109.50 129.50/131.50  155.50/157.50 181.50/183.50
 1500  107.25/109.25 128.75/130.75  155.00/157.00 180.75/182.75
 1600  107.00/109.00 129.00/131.00  155.00/157.00 180.75/182.75
 1715  107.00/109.00 129.00/131.00  155.00/157.00 181.00/183.00
                       (Closing Oct 9)
 1715  108.75/110.75 130.75/132.75  156.75/158.75 182.75/184.75
----------------------------------------------------------------
 TIME       JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  203.50/205.50  226.75/228.70 249.00/251.00 269.00/271.00
 1100  204.00/206.00  227.25/229.20 249.50/251.50 269.50/271.50
 1200  203.25/205.25  226.50/228.50 248.75/250.75 268.50/270.50
 1300  203.00/205.00  226.00/228.00 248.00/250.00 268.00/270.00
 1400  203.00/205.00  226.00/228.00 248.00/250.00 268.00/270.00
 1500  202.25/204.25  225.25/227.25 247.25/249.25 267.00/269.00
 1600  202.25/204.25  225.25/227.25 247.25/249.25 267.00/269.00
 1715  202.25/204.25  225.25/227.25 247.25/249.25 267.00/269.00
                       (Closing Oct 9)                        
 1715  204.50/206.50  227.75/229.75 250.00/252.00 270.00/272.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.76%    4.59%    4.45%      4.38%     4.38%   4.42%
 1100   4.78%    4.63%    4.49%      4.41%     4.40%   4.43%
 1200   4.78%    4.62%    4.48%      4.40%     4.38%   4.42%
 1300   4.70%    4.55%    4.43%      4.37%     4.36%   4.40%
 1400   4.74%    4.58%    4.45%      4.37%     4.37%   4.41%
 1500   4.72%    4.58%    4.45%      4.37%     4.35%   4.39%
 1600   4.70%    4.55%    4.42%      4.35%     4.35%   4.40%
 1715   4.70%    4.55%    4.42%      4.35%     4.35%   4.39%
                       (Closing Oct 9)   
 1715   4.74%    4.60%    4.47%      4.39%     4.38%   4.42%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.43%   4.41%    4.38%      4.35%     4.32%   4.29%
 1100   4.45%   4.42%    4.39%      4.36%     4.33%   4.30%
 1200   4.44%   4.41%    4.37%      4.34%     4.31%   4.28%
 1300   4.42%   4.40%    4.36%      4.33%     4.29%   4.27%
 1400   4.43%   4.40%    4.37%      4.33%     4.30%   4.27%
 1500   4.41%   4.38%    4.35%      4.31%     4.28%   4.25%
 1600   4.42%   4.39%    4.36%      4.32%     4.29%   4.26%
 1715   4.42%   4.39%    4.35%      4.32%     4.28%   4.26%
                       (Closing Oct 9)  
 1715   4.44%   4.41%    4.38%      4.35%     4.32%   4.29%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.2750/65.2850 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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