February 15, 2018 / 4:44 AM / 5 days ago

RPT-India fwd/annualised dlr premia-(close)-Feb 15

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         03.00/05.25     00.50/01.25      02.50/04.00
                03.42%          02.85%           03.57%
                              (Feb 14)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.85%          02.85%           02.85%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  06.00/07.50    29.50/31.50    59.00/61.00  85.25/87.25
 1100  05.75/07.25    29.25/31.25    58.50/60.50  84.50/86.50
 1200  06.00/07.50    29.50/31.50    58.75/60.75  84.75/86.75
 1300  05.75/07.25    29.50/31.50    58.50/60.50  84.50/86.50
 1400  05.75/07.25    29.50/31.50    58.50/60.50  84.75/86.75
 1500  06.00/07.50    29.50/31.50    58.75/60.75  85.00/87.00
 1600  05.50/07.00    29.00/31.00    58.00/60.00  84.00/86.00
 1715  05.50/07.00    28.75/30.75    57.50/59.50  83.50/85.50
                         (Closing Feb 14)
 1715  09.25/10.75    33.00/35.00    62.25/64.25  88.50/90.50
----------------------------------------------------------------
 TIME      JUN            JUL           AUG           SEP
----------------------------------------------------------------
 1000 107.25/109.25  130.75/132.75 153.50/155.50 174.25/176.25
 1100 106.50/108.50  130.00/132.00 152.75/154.75 173.25/175.25
 1200 106.75/108.75  130.25/132.25 153.00/155.00 173.75/175.75
 1300 106.50/108.50  130.25/132.25 153.00/155.00 173.50/175.50
 1400 106.75/108.75  130.50/132.50 153.50/155.50 174.00/176.00
 1500 107.00/109.00  130.50/132.50 153.25/155.25 173.75/175.75
 1600 106.00/108.00  129.75/131.75 152.50/154.50 173.00/175.00
 1715 105.50/107.50  129.00/131.00 151.75/153.75 172.25/174.25
                         (Closing Feb 14)
 1715 110.50/112.50  134.00/136.00 157.00/159.00 177.75/179.75
----------------------------------------------------------------
 TIME       OCT            NOV           DEC           JAN
----------------------------------------------------------------
 1000  198.75/200.75 221.25/223.25 244.25/246.25  267.00/269.00
 1100  197.75/199.75 220.25/222.25 243.25/245.25  266.00/268.00
 1200  198.25/200.25 220.75/222.75 243.75/245.75  266.50/268.50
 1300  198.00/200.00 220.25/222.25 243.25/245.25  266.00/268.00
 1400  198.50/200.50 220.75/222.75 243.75/245.75  266.50/268.50
 1500  198.25/200.25 220.75/222.75 243.75/245.75  266.50/268.50
 1600  197.50/199.50 219.75/221.75 242.75/244.75  265.50/267.50
 1715  196.75/198.75 219.25/221.25 242.25/244.25  265.00/267.00
                         (Closing Feb 14)
 1715  202.25/204.25 224.75/226.75 247.75/249.75  270.50/272.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.83%    5.14%    4.98%      4.82%     4.71%   4.62%
 1100   4.79%    5.10%    4.94%      4.79%     4.68%   4.60%
 1200   4.84%    5.12%    4.96%      4.80%     4.69%   4.60%
 1300   4.82%    5.11%    4.94%      4.79%     4.69%   4.61%
 1400   4.82%    5.11%    4.95%      4.80%     4.70%   4.62%
 1500   4.84%    5.12%    4.97%      4.81%     4.70%   4.61%
 1600   4.73%    5.06%    4.91%      4.77%     4.67%   4.59%
 1715   4.70%    5.01%    4.88%      4.74%     4.64%   4.56%
                         (Closing Feb 14)
 1715   4.82%    5.07%    4.99%      4.82%     4.71%   4.62%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.56%    4.52%    4.49%      4.47%     4.44%   4.42%
 1100   4.53%    4.49%    4.47%      4.45%     4.43%   4.40%
 1200   4.55%    4.51%    4.48%      4.46%     4.43%   4.41%
 1300   4.54%    4.50%    4.47%      4.45%     4.43%   4.41%
 1400   4.56%    4.51%    4.48%      4.46%     4.43%   4.41%
 1500   4.55%    4.51%    4.48%      4.46%     4.43%   4.41%
 1600   4.53%    4.49%    4.46%      4.44%     4.42%   4.40%
 1715   4.51%    4.47%    4.45%      4.43%     4.41%   4.39%
                         (Closing Feb 14) 
 1715   4.56%    4.52%    4.49%      4.47%     4.44%   4.41%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.9100/63.9200 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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