September 26, 2017 / 4:37 AM / in 25 days

RPT-India fwd/annualised dlr premia-(close)-Sep 26

              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
                02.80%           02.80%          02.80%
                                (Sep 25)            
 1000        01.00/02.50      00.50/01.25     00.50/01.25
                02.82%           02.82%          02.82%
---------------------------------------------------------------
 TIME      SEP           OCT            NOV           DEC
---------------------------------------------------------------
 1000  00.25/01.25    25.50/27.50   47.50/49.50    68.50/70.50
 1100  00.25/01.25    25.50/27.50   47.75/49.75    68.75/70.75
 1200  00.25/01.25    25.50/27.50   47.75/49.75    68.75/70.75
 1300  00.25/01.25    25.50/27.50   48.25/50.25    69.75/71.75
 1400  00.25/01.25    25.75/27.75   48.00/50.00    69.50/71.50
 1500  00.25/01.25    25.75/27.75   48.00/50.00    69.50/71.50
 1600  00.25/01.25    25.75/27.75   48.25/50.25    70.00/72.00
 1715  00.25/01.25    25.75/27.75   48.00/50.00    69.50/71.50
                       (Closing Sep 25)
 1715  01.00/02.00    25.75/27.75   47.75/49.75    68.75/70.75
----------------------------------------------------------------
 TIME      JAN            FEB            MAR            APR
----------------------------------------------------------------
 1000  92.00/94.00   113.00/115.00 134.50/136.50  160.25/162.20
 1100  92.50/94.50   113.50/115.50 135.00/137.00  160.75/162.75
 1200  92.50/94.50   113.50/115.50 135.00/137.00  160.75/162.75
 1300  93.50/95.50   114.25/116.25 135.25/137.25  161.25/163.25
 1400  93.00/95.00   114.00/116.00 135.50/137.50  161.50/163.50
 1500  93.00/95.00   114.00/116.00 135.50/137.50  161.50/163.50
 1600  93.50/95.50   114.50/116.50 136.00/138.00  162.00/164.00
 1715  93.50/95.50   114.50/116.50 136.00/138.00  162.00/164.00
                      (Closing Sep 25)  
 1715  92.00/94.00   112.75/114.75 133.75/135.75  159.25/161.25
----------------------------------------------------------------
 TIME      MAY            JUN            JUL            AUG 
----------------------------------------------------------------
 1000  186.00/188.00  207.00/209.00  230.00/232.00 252.00/254.00
 1100  186.50/188.50  207.50/209.50  230.50/232.50 252.50/254.50
 1200  186.50/188.50  207.50/209.50  230.50/232.50 252.50/254.50
 1300  187.25/189.25  208.50/210.50  231.50/233.50 253.50/255.50
 1400  187.50/189.50  208.75/210.75  232.00/234.00 254.00/256.00
 1500  187.50/189.50  208.75/210.75  232.00/234.00 254.00/256.00
 1600  188.00/190.00  209.50/211.50  232.75/234.75 255.00/257.00
 1715  188.00/190.00  209.50/211.50  233.00/235.00 255.50/257.50
                      (Closing Sep 25) 
 1715  184.75/186.75  205.75/207.75  228.75/230.75 250.50/252.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.49%    4.31%    4.23%      4.16%     4.17%   4.19%
 1100   4.49%    4.33%    4.24%      4.18%     4.18%   4.20%
 1200   4.49%    4.33%    4.24%      4.18%     4.18%   4.20%
 1300   4.48%    4.37%    4.30%      4.23%     4.21%   4.20%
 1400   4.53%    4.35%    4.28%      4.20%     4.20%   4.21%
 1500   4.53%    4.35%    4.28%      4.21%     4.20%   4.21%
 1600   4.52%    4.37%    4.31%      4.22%     4.21%   4.22%
 1715   4.52%    4.34%    4.28%      4.22%     4.21%   4.22%
                      (Closing Sep 25)   
 1715   4.41%    4.28%    4.21%      4.14%     4.14%   4.15%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.27%   4.27%    4.25%      4.22%     4.20%   4.18%
 1100   4.28%   4.28%    4.25%      4.23%     4.20%   4.18%
 1200   4.28%   4.28%    4.25%      4.23%     4.20%   4.18%
 1300   4.29%   4.29%    4.27%      4.24%     4.22%   4.19%
 1400   4.30%   4.30%    4.27%      4.25%     4.23%   4.20%
 1500   4.30%   4.30%    4.28%      4.26%     4.23%   4.20%
 1600   4.31%   4.31%    4.29%      4.26%     4.24%   4.21%
 1715   4.31%   4.30%    4.28%      4.27%     4.25%   4.22%
                      (Closing Sep 25)    
 1715   4.24%   4.23%    4.22%      4.20%     4.17%   4.15%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.4450/65.4550 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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