September 25, 2017 / 4:41 AM / 25 days ago

RPT-India fwd/annualised dlr premia-(close)-Sep 25

              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
                02.82%           02.82%          02.82%
                                (Sep 22)            
 1000        03.15/03.45      02.35/02.55     00.80/00.90
                04.42%           04.40%          04.49%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  00.75/01.75    25.50/27.50   47.25/49.25    68.00/70.00
 1100  00.75/01.75    25.75/27.75   47.50/49.50    68.50/70.50
 1200  00.75/01.75    25.75/27.75   47.50/49.50    68.50/70.50
 1300  00.75/01.75    25.75/27.75   47.50/49.50    68.25/70.25
 1400  01.00/02.00    25.50/27.50   47.50/49.50    68.25/70.25
 1500  01.00/02.00    25.50/27.50   47.25/49.25    68.25/70.25 
 1600  01.00/02.00    26.00/28.00   47.75/49.75    68.75/70.75 
 1715  01.00/02.00    25.75/27.75   47.75/49.75    68.75/70.75
                      (Closing Sep 22)
 1715  01.75/02.75    26.50/28.50   48.50/50.50    69.25/71.25
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  91.50/93.50   112.25/114.25 133.50/135.50  159.00/161.00
 1100  91.75/93.75   112.50/114.50 133.50/135.50  159.00/161.00
 1200  91.75/93.75   112.50/114.50 133.50/135.50  159.00/161.00
 1300  91.50/93.50   112.00/114.00 133.00/135.00  158.50/160.50
 1400  91.75/93.75   112.50/114.50 133.50/135.50  159.00/161.00
 1500  91.50/93.50   112.25/114.20 133.25/135.20  158.75/160.70
 1600  91.75/93.75   112.50/114.50 133.50/135.50  159.00/161.00
 1715  92.00/94.00   112.75/114.75 133.75/135.75  159.25/161.25
                      (Closing Sep 22)  
 1715  92.50/94.50   113.25/115.25 134.50/136.50  160.00/162.00
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  184.50/186.50  205.50/207.50  228.50/230.50 250.50/252.50
 1100  184.50/186.50  205.50/207.50  228.50/230.50 250.50/252.50
 1200  184.50/186.50  205.50/207.50  228.50/230.50 250.50/252.50
 1300  184.00/186.00  205.00/207.00  227.75/229.75 249.50/251.50
 1400  184.50/186.50  205.50/207.50  228.25/230.25 250.00/252.00
 1500  184.25/186.20  205.25/207.20  228.25/230.20 250.00/252.00
 1600  184.50/186.50  205.50/207.50  228.25/230.25 250.00/252.00
   
 1715  184.75/186.75  205.75/207.75  228.75/230.75 250.50/252.50
                      (Closing Sep 22) 
 1715  185.50/187.50  206.50/208.50  229.50/231.50 251.50/253.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.39%    4.26%    4.18%      4.14%     4.14%   4.16%
 1100   4.42%    4.28%    4.21%      4.15%     4.15%   4.16%
 1200   4.42%    4.28%    4.21%      4.15%     4.15%   4.16%
 1300   4.42%    4.27%    4.19%      4.13%     4.13%   4.14%
 1400   4.38%    4.26%    4.19%      4.14%     4.14%   4.15%
 1500   4.37%    4.24%    4.18%      4.12%     4.13%   4.14%
 1600   4.45%    4.28%    4.21%      4.13%     4.13%   4.14%
 1715   4.41%    4.28%    4.21%      4.14%     4.14%   4.15%
                      (Closing Sep 22)   
 1715   4.42%    4.30%    4.22%      4.15%     4.15%   4.17%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.25%   4.25%    4.23%      4.22%     4.20%   4.17%
 1100   4.25%   4.25%    4.23%      4.21%     4.19%   4.17%
 1200   4.25%   4.25%    4.23%      4.21%     4.19%   4.17%
 1300   4.23%   4.23%    4.22%      4.20%     4.17%   4.15%
 1400   4.24%   4.24%    4.22%      4.20%     4.17%   4.15%
 1500   4.23%   4.23%    4.21%      4.19%     4.17%   4.15%
 1600   4.23%   4.21%    4.21%      4.19%     4.17%   4.14%
 1715   4.24%   4.23%    4.22%      4.20%     4.17%   4.15%
                      (Closing Sep 22)    
 1715   4.26%   4.25%    4.24%      4.22%     4.20%   4.18%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.1000/65.1100 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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