October 18, 2017 / 4:44 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Oct 18

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        04.00/06.25      03.50/05.00      00.50/01.25 
               03.74%           03.93%           02.81%
                                (Oct 17)            
 1000        03.75/06.25      00.50/01.25      03.25/05.00 
               03.51%           02.81%           03.66%
---------------------------------------------------------------
 TIME      OCT            NOV           DEC            JAN
---------------------------------------------------------------
 1000  05.00/06.50   28.25/30.25    49.75/51.75    73.50/75.50
 1100  05.00/06.50   28.00/30.00    49.50/51.50    73.25/75.25
 1200  05.00/06.50   28.00/30.00    49.50/51.50    73.25/75.25
 1300  05.00/06.50   28.00/30.00    49.50/51.50    73.25/75.25
 1400  05.00/06.50   28.00/30.00    49.50/51.50    73.25/75.25
 1500  05.00/06.50   28.25/30.25    50.00/52.00    73.75/75.75
 1600  05.00/06.50   28.25/30.25    50.00/52.00    74.00/76.00
 1715  05.00/06.50   28.25/30.25    50.00/52.00    73.75/75.75
                        (Closing Oct 17) 
 1715  06.00/07.50   29.25/31.25    50.75/52.75    74.25/76.25
----------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
----------------------------------------------------------------
 1000  94.75/96.75  116.50/118.50  142.50/144.50 168.25/170.25
 1100  94.75/96.75  116.75/118.70  142.75/144.70 168.75/170.70
 1200  94.75/96.75  116.75/118.75  142.75/144.75 168.75/170.75
 1300  94.75/96.75  116.75/118.75  142.75/144.75 168.75/170.75
 1400  94.75/96.75  116.75/118.75  142.75/144.75 168.75/170.75
 1500  95.25/97.25  117.25/119.20  143.25/145.20 169.25/171.20
 1600  95.25/97.25  117.00/119.00  143.50/145.50 169.50/171.50
 1715  95.25/97.25  117.25/119.25  143.25/145.25 169.25/171.25
                        (Closing Oct 17)  
 1715  95.75/97.75  117.75/119.75  143.75/145.75 169.75/171.75 
----------------------------------------------------------------
 TIME       JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  189.75/191.75  212.75/214.75 234.50/236.50 254.00/256.00
 1100  190.25/192.20  213.50/215.50 235.50/237.50 255.00/257.00 
 1200  190.25/192.25  213.50/215.50 235.50/237.50 255.00/257.00 
 1300  190.25/192.25  213.50/215.50 235.50/237.50 255.00/257.00
 1400  190.25/192.25  213.50/215.50 235.50/237.50 255.00/257.00
 1500  190.75/192.70  214.00/216.00 236.00/238.00 255.50/257.50
 1600  191.00/193.00  214.00/216.00 236.00/238.00 255.50/257.50
 1715  190.75/192.75  214.00/216.00 236.00/238.00 255.50/257.50
                        (Closing Oct 17)  
 1715  191.25/193.25  214.50/216.50 236.50/238.50 256.00/258.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.45%    4.32%    4.24%      4.23%     4.25%   4.35%
 1100   4.41%    4.30%    4.22%      4.23%     4.26%   4.35%
 1200   4.41%    4.30%    4.22%      4.23%     4.26%   4.35%
 1300   4.41%    4.30%    4.22%      4.23%     4.26%   4.35%
 1400   4.41%    4.30%    4.22%      4.23%     4.26%   4.35%
 1500   4.44%    4.34%    4.25%      4.25%     4.27%   4.36%
 1600   4.44%    4.34%    4.26%      4.25%     4.27%   4.37%
 1715   4.44%    4.34%    4.25%      4.25%     4.28%   4.37%
                       (Closing Oct 17)   
 1715   4.48%    4.34%    4.24%      4.24%     4.27%   4.36%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.34%    4.32%    4.29%      4.26%     4.23%   4.20%
 1100   4.35%    4.33%    4.31%      4.27%     4.24%   4.21%
 1200   4.35%    4.33%    4.30%      4.27%     4.24%   4.21%
 1300   4.35%    4.33%    4.31%      4.28%     4.24%   4.22%
 1400   4.35%    4.33%    4.30%      4.27%     4.24%   4.21%
 1500   4.36%    4.34%    4.31%      4.28%     4.25%   4.22%
 1600   4.37%    4.34%    4.31%      4.28%     4.25%   4.22%
 1715   4.37%    4.34%    4.32%      4.28%     4.25%   4.22%
                       (Closing Oct 17)   
 1715   4.36%    4.34%    4.31%      4.28%     4.25%   4.22%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.0350/65.0450 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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