February 14, 2018 / 4:47 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 14

              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%
                              (Feb 12)            
1000         01.50/03.25     01.00/02.00      00.50/01.25
                02.84%          02.84%           02.84%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  09.00/10.50    32.75/34.75    62.00/64.00  88.00/90.00
 1100  09.00/10.50    32.75/34.75    62.00/64.00  88.25/90.25
 1200  09.00/10.50    32.75/34.75    62.00/64.00  88.25/90.25
 1300  09.00/10.50    32.75/34.75    62.00/64.00  88.25/90.25
 1400  09.00/10.50    32.75/34.75    62.00/64.00  88.25/90.25
 1500  09.00/10.50    32.50/34.00    62.00/64.00  88.00/90.00
 1600  09.00/11.00    32.75/34.75    61.75/63.75  88.00/90.00
 1715  09.25/10.75    33.00/35.00    62.25/64.25  88.50/90.50
                         (Closing Feb 12)
 1715  09.75/11.25    33.25/35.25    62.75/64.75  89.00/91.00
----------------------------------------------------------------
 TIME      JUN            JUL           AUG           SEP
----------------------------------------------------------------
 1000 110.00/112.00  133.50/135.50 156.25/158.25 177.00/179.00
 1100 110.25/112.25  133.75/135.75 156.50/158.50 177.25/179.25
 1200 110.25/112.25  133.75/135.75 156.50/158.50 177.25/179.25
 1300 110.25/112.25  133.75/135.75 156.50/158.50 177.25/179.25
 1400 110.25/112.25  133.75/135.75 156.50/158.50 177.25/179.25
 1500 110.00/112.00  133.25/135.25 156.00/158.00 177.00/179.00
 1600 110.25/112.25  134.00/136.00 156.75/158.75 177.50/179.50
 1715 110.50/112.50  134.00/136.00 157.00/159.00 177.75/179.75
                         (Closing Feb 12)
 1715 111.25/113.25  135.00/137.00 158.00/160.00 178.75/180.75
----------------------------------------------------------------
 TIME       OCT            NOV           DEC           JAN
----------------------------------------------------------------
 1000  201.50/203.50 223.75/225.75 246.75/248.75  269.50/271.50
 1100  201.75/203.75 224.25/226.25 247.25/249.25  270.00/272.00
 1200  201.75/203.75 224.25/226.25 247.25/249.25  270.00/272.00
 1300  201.75/203.75 224.25/226.25 247.25/249.25  270.00/272.00
 1400  201.75/203.75 224.25/226.25 247.25/249.25  270.00/272.00
 1500  201.50/203.50 224.00/226.00 247.50/249.50  270.00/272.00
 1600  202.25/204.25 224.75/226.75 247.75/249.75  270.50/272.50
 1715  202.25/204.25 224.75/226.75 247.75/249.75  270.50/272.50
                         (Closing Feb 12)
 1715  203.25/205.25 225.75/227.75 248.75/250.75  271.50/273.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.77%    5.04%    4.96%      4.79%     4.69%   4.60%
 1100   4.77%    5.04%    4.97%      4.80%     4.69%   4.61%
 1200   4.77%    5.04%    4.97%      4.80%     4.69%   4.61%
 1300   4.77%    5.04%    4.96%      4.80%     4.69%   4.60%
 1400   4.77%    5.04%    4.96%      4.80%     4.69%   4.60%
 1500   4.71%    5.02%    4.96%      4.79%     4.68%   4.59%
 1600   4.79%    5.03%    4.95%      4.80%     4.70%   4.62%
 1715   4.82%    5.07%    4.99%      4.82%     4.71%   4.62%
                         (Closing Feb 12)
 1715   4.71%    5.01%    4.95%      4.80%     4.69%   4.61%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.54%    4.50%    4.47%      4.45%     4.42%   4.40%
 1100   4.54%    4.51%    4.48%      4.45%     4.43%   4.40%
 1200   4.54%    4.51%    4.48%      4.45%     4.43%   4.40%
 1300   4.54%    4.50%    4.48%      4.45%     4.43%   4.40%
 1400   4.54%    4.50%    4.47%      4.45%     4.43%   4.40%
 1500   4.53%    4.50%    4.47%      4.45%     4.43%   4.40%
 1600   4.55%    4.52%    4.49%      4.47%     4.44%   4.41%
 1715   4.56%    4.52%    4.49%      4.47%     4.44%   4.41%
                         (Closing Feb 12) 
 1715   4.55%    4.51%    4.48%      4.45%     4.43%   4.41%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0875/64.0975 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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