September 18, 2017 / 4:38 AM / 3 months ago

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

              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
                02.85%           02.85%          02.85%
                                (Sep 15)            
 1000        02.00/03.75      01.50/02.50     00.50/01.25
                02.85%           02.85%          02.85%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  06.50/08.00    30.25/32.25   52.50/54.50    74.00/76.00
 1100  06.50/08.00    30.50/32.50   53.00/55.00    74.50/76.50
 1200  06.50/08.00    30.50/32.50   53.00/55.00    74.75/76.75
 1300  06.25/07.75    30.25/32.25   52.75/54.75    74.50/76.50
 1400  06.25/07.75    30.25/32.25   52.50/54.50    74.50/76.50
 1500  06.50/08.00    30.50/32.50   53.00/55.00    74.50/76.50
 1600  06.25/07.75    30.00/32.00   52.50/54.50    74.00/76.00
 1715  06.25/07.75    30.25/32.25   52.50/54.50    74.00/76.00
                      (Closing Sep 15) 
 1715  07.00/08.50    30.75/32.75   53.00/55.00    74.50/76.50
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  98.50/100.50  119.75/121.75 141.50/143.50  167.50/169.50
 1100  99.00/101.00  120.25/122.25 142.00/144.00  168.00/170.00
 1200  99.25/101.20  120.75/122.70 142.50/144.50  168.50/170.50
 1300  99.00/101.00  120.50/122.50 142.50/144.50  168.50/170.50
 1400  99.00/101.00  120.50/122.50 142.00/144.00  168.00/170.00
 1500  99.00/101.00  120.50/122.50 142.50/144.50  168.50/170.50
 1600  98.50/100.50  119.75/121.75 141.25/143.25  167.50/169.50
 1715  98.50/100.50  119.75/121.75 141.50/143.50  167.50/169.50
                      (Closing Sep 15)  
 1715  99.00/101.00  120.25/122.25 141.75/143.75  167.75/169.75
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  193.50/195.50  215.00/217.00  238.25/240.25 260.50/262.50
 1100  194.00/196.00  215.50/217.50  238.75/240.75 261.00/263.00
 1200  194.50/196.50  216.00/218.00  239.25/241.20 261.50/263.50
 1300  194.50/196.50  216.00/218.00  239.50/241.50 262.00/264.00
 1400  194.00/196.00  215.50/217.50  239.00/241.00 261.50/263.50
 1500  194.50/196.50  216.00/218.00  239.25/241.25 261.50/263.50
 1600  193.50/195.50  215.00/217.00  238.25/240.25 260.50/262.50
 1715  193.50/195.50  215.00/217.00  238.25/240.25 260.50/262.50
                      (Closing Sep 15) 
 1715  193.75/195.75  215.00/217.00  238.25/240.25 260.50/262.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.36%    4.31%    4.28%      4.27%     4.27%   4.29%
 1100   4.40%    4.35%    4.31%      4.29%     4.29%   4.31%
 1200   4.39%    4.34%    4.32%      4.30%     4.31%   4.32%
 1300   4.35%    4.32%    4.30%      4.29%     4.30%   4.32%
 1400   4.35%    4.30%    4.30%      4.29%     4.30%   4.31%
 1500   4.39%    4.34%    4.31%      4.29%     4.29%   4.32%
 1600   4.31%    4.29%    4.27%      4.26%     4.27%   4.28%
 1715   4.34%    4.30%    4.27%      4.26%     4.27%   4.29%
                      (Closing Sep 15)   
 1715   4.31%    4.28%    4.26%      4.25%     4.26%   4.27%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.37%   4.38%    4.37%      4.35%     4.33%   4.31%
 1100   4.38%   4.40%    4.38%      4.36%     4.34%   4.31%
 1200   4.39%   4.41%    4.39%      4.37%     4.34%   4.32%
 1300   4.39%   4.41%    4.39%      4.37%     4.35%   4.33%
 1400   4.38%   4.39%    4.38%      4.36%     4.34%   4.32%
 1500   4.39%   4.40%    4.39%      4.37%     4.34%   4.32%
 1600   4.36%   4.38%    4.36%      4.34%     4.32%   4.30%
 1715   4.36%   4.38%    4.36%      4.34%     4.32%   4.30%
                      (Closing Sep 15)   
 1715   4.35%   4.37%    4.35%      4.33%     4.31%   4.29%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.1300/64.1400 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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