October 5, 2017 / 4:39 AM / 13 days ago

RPT-India fwd/annualised dlr premia-(close)-Oct 5

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
 1000        03.25/05.50      00.50/01.25     02.75/04.25
                03.64%           02.80%          03.85%
                                (Oct 4)            
 1000        01.00/02.50      00.50/01.25     00.50/01.25
                02.79%           02.79%          02.79%
---------------------------------------------------------------
 TIME      OCT            NOV           DEC            JAN
---------------------------------------------------------------
 1000  16.50/18.50   39.50/41.50    61.25/63.25    85.00/87.00
 1100  16.50/18.50   39.50/41.50    61.50/63.50    85.50/87.50
 1200  16.50/18.50   39.50/41.50    61.50/63.50    85.50/87.50
 1300  16.50/18.50   39.50/41.50    61.50/63.50    85.50/87.50
 1400  17.00/19.00   40.00/42.00    62.00/64.00    86.00/88.00
 1500  16.75/18.75   40.00/42.00    62.00/64.00    86.00/88.00
 1600  17.00/18.50   40.00/42.00    62.00/64.00    86.00/88.00
 1715  17.00/19.00   40.00/42.00    62.00/64.00    86.00/88.00
                       (Closing Oct 4)
 1715  20.00/22.00   43.00/45.00    65.00/67.00    89.00/91.00
----------------------------------------------------------------
 TIME      FEB            MAR            APR           MAY
----------------------------------------------------------------
 1000  106.25/108.20 128.00/130.00  154.00/156.00 180.00/182.00
 1100  106.50/108.50 128.00/130.00  154.00/156.00 180.00/182.00
 1200  106.75/108.75 128.50/130.50  154.50/156.50 180.50/182.50
 1300  106.75/108.75 128.50/130.50  154.50/156.50 180.50/182.50
 1400  107.25/109.20 129.00/131.00  155.00/157.00 181.00/183.00
 1500  107.00/109.00 128.50/130.50  154.50/156.50 180.50/182.50
 1600  107.00/109.00 128.50/130.50  154.75/156.75 180.75/182.75
 1715  107.00/109.00 128.50/130.50  154.50/156.50 180.50/182.50
                       (Closing Oct 4)
 1715  110.25/112.20 132.00/134.00  158.00/160.00 184.00/186.00
----------------------------------------------------------------
 TIME       JUN            JUL            AUG           SEP
----------------------------------------------------------------
 1000  202.00/204.00  225.00/227.00 247.00/249.00 267.00/269.00
 1100  202.00/204.00  225.00/227.00 247.00/249.00 267.00/269.00
 1200  202.50/204.50  225.50/227.50 247.50/249.50 267.50/269.50
 1300  202.50/204.50  225.50/227.50 247.50/249.50 267.50/269.50
 1400  203.00/205.00  226.00/228.00 248.00/250.00 268.00/270.00
 1500  202.00/204.00  225.25/227.25 247.25/249.25 267.00/269.00
 1600  202.50/204.50  225.75/227.75 247.75/249.75 267.50/269.50
 1715  202.00/204.00  225.50/227.50 247.50/249.50 267.50/269.50
                       (Closing Oct 4)                        
 1715  205.50/207.50  228.50/230.50 250.50/252.50 270.50/272.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.55%    4.41%    4.32%      4.27%     4.27%   4.32%
 1100   4.55%    4.41%    4.34%      4.28%     4.27%   4.32%
 1200   4.55%    4.41%    4.34%      4.28%     4.29%   4.33%
 1300   4.55%    4.42%    4.34%      4.29%     4.29%   4.34%
 1400   4.65%    4.47%    4.38%      4.31%     4.31%   4.36%
 1500   4.62%    4.47%    4.38%      4.31%     4.30%   4.34%
 1600   4.62%    4.47%    4.38%      4.31%     4.30%   4.34%
 1715   4.64%    4.46%    4.37%      4.30%     4.29%   4.33%
                       (Closing Oct 4)   
 1715   4.64%    4.47%    4.38%      4.32%     4.31%   4.34%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.36%   4.35%    4.33%      4.30%     4.27%   4.25%
 1100   4.36%   4.35%    4.33%      4.30%     4.27%   4.24%
 1200   4.37%   4.36%    4.34%      4.30%     4.27%   4.25%
 1300   4.37%   4.36%    4.34%      4.31%     4.28%   4.25%
 1400   4.39%   4.38%    4.36%      4.32%     4.29%   4.27%
 1500   4.38%   4.36%    4.34%      4.31%     4.28%   4.25%
 1600   4.39%   4.37%    4.35%      4.32%     4.29%   4.26%
 1715   4.37%   4.35%    4.33%      4.31%     4.28%   4.25%
                       (Closing Oct 4)  
 1715   4.39%   4.38%    4.35%      4.32%     4.29%   4.26%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.1400/65.1500 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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