September 20, 2017 / 4:38 AM / in a month

RPT-India fwd/annualised dlr premia-(close)-Sep 20

              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
                02.84%           02.84%          02.84%
                                (Sep 19)            
 1000        01.00/02.50      00.50/01.25     00.50/01.25
                02.85%           02.85%          02.85%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  05.00/06.50    29.00/31.00   51.00/53.00    72.00/74.00
 1100  05.00/06.50    29.00/31.00   51.00/53.00    72.00/74.00
 1200  05.00/06.50    29.00/31.00   51.25/53.25    72.25/74.25
 1300  05.00/06.50    29.00/31.00   51.25/53.25    72.25/74.25
 1400  05.00/06.50    29.00/31.00   51.25/53.25    72.25/74.25
 1500  05.00/06.50    29.00/31.00   51.00/53.00    72.00/74.00
 1600  05.00/06.50    29.00/31.00   51.00/53.00    72.00/74.00
 1715  05.00/06.50    29.00/31.00   51.00/53.00    72.00/74.00
                      (Closing Sep 19)
 1715  05.75/07.25    29.75/31.75   51.75/53.75    73.00/75.00
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  96.00/98.00   117.00/119.00 138.50/140.50  164.25/166.20
 1100  96.00/98.00   117.00/119.00 138.50/140.50  164.25/166.25
 1200  96.25/98.25   117.00/119.00 138.50/140.50  164.25/166.25
 1300  96.00/98.00   116.75/118.75 138.25/140.25  164.00/166.00
 1400  96.00/98.00   116.75/118.75 138.25/140.25  164.00/166.00
 1500  96.00/98.00   116.75/118.75 138.25/140.25  164.00/166.00
 1600  96.00/98.00   117.00/119.00 138.50/140.50  164.25/166.25
 1715  96.00/98.00   117.00/119.00 138.50/140.50  164.25/166.25
                      (Closing Sep 19)  
 1715  97.00/99.00   118.00/120.00 139.50/141.50  165.25/167.25
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  190.00/192.00  211.50/213.50  234.00/236.00 256.00/258.00
 1100  190.00/192.00  211.00/213.00  234.00/236.00 256.00/258.00
 1200  190.00/192.00  211.25/213.25  234.50/236.50 256.50/258.50
 1300  189.75/191.75  211.00/213.00  234.00/236.00 256.00/258.00
 1400  189.75/191.75  211.00/213.00  234.00/236.00 256.00/258.00
 1500  189.75/191.75  211.00/213.00  234.00/236.00 256.00/258.00
 1600  190.00/192.00  211.00/213.00  234.00/236.00 256.00/258.00
 1715  190.00/192.00  211.00/213.00  234.00/236.00 256.00/258.00
                      (Closing Sep 19) 
 1715  191.00/193.00  212.25/214.25  235.50/237.50 257.50/259.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.38%    4.29%    4.24%      4.21%     4.21%   4.23%
 1100   4.38%    4.29%    4.23%      4.20%     4.21%   4.23%
 1200   4.38%    4.31%    4.25%      4.22%     4.21%   4.23%
 1300   4.38%    4.31%    4.25%      4.21%     4.20%   4.22%
 1400   4.38%    4.31%    4.25%      4.21%     4.20%   4.22%
 1500   4.38%    4.29%    4.24%      4.21%     4.20%   4.22%
 1600   4.39%    4.30%    4.24%      4.21%     4.21%   4.23%
 1715   4.39%    4.30%    4.24%      4.21%     4.21%   4.23%
                      (Closing Sep 19)   
 1715   4.38%    4.29%    4.25%      4.22%     4.22%   4.24%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.31%   4.32%    4.31%      4.28%     4.26%   4.24%
 1100   4.31%   4.31%    4.30%      4.28%     4.25%   4.23%
 1200   4.31%   4.32%    4.30%      4.28%     4.26%   4.24%
 1300   4.30%   4.31%    4.30%      4.28%     4.26%   4.24%
 1400   4.30%   4.31%    4.30%      4.28%     4.26%   4.24%
 1500   4.31%   4.32%    4.30%      4.28%     4.26%   4.24%
 1600   4.32%   4.32%    4.31%      4.28%     4.26%   4.24%
 1715   4.31%   4.32%    4.31%      4.28%     4.26%   4.24%
                      (Closing Sep 19)   
 1715   4.32%   4.32%    4.31%      4.29%     4.27%   4.25%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2600/64.2700 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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