February 16, 2018 / 4:47 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 16

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         03.00/05.25     02.50/04.00      00.50/01.25
                03.43%          03.57%           02.86%
                              (Feb 15)            
1000         03.00/05.25     00.50/01.25      02.50/04.00
                03.42%          02.85%           03.57%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  04.50/06.00    27.50/29.50    56.50/58.50  82.50/84.50
 1100  04.75/06.25    28.00/30.00    56.75/58.75  82.75/84.75
 1200  05.00/06.50    28.00/30.00    56.75/58.75  82.75/84.75
 1300  04.75/06.25    28.25/30.25    56.75/58.75  82.75/84.75
 1400  05.00/06.50    28.00/30.00    56.75/58.75  82.75/84.75
 1500  05.00/06.50    28.00/30.00    57.00/59.00  83.00/85.00
 1600  04.75/06.25    28.25/30.25    57.00/59.00  83.00/85.00
 1715  04.75/06.25    27.75/29.75    56.75/58.75  82.75/84.75
                         (Closing Feb 15)
 1715  05.50/07.00    28.75/30.75    57.50/59.50  83.50/85.50
----------------------------------------------------------------
 TIME      JUN            JUL           AUG           SEP
----------------------------------------------------------------
 1000 104.50/106.50  128.00/130.00 150.50/152.50 171.00/173.00
 1100 104.75/106.75  128.00/130.00 150.50/152.50 171.00/173.00
 1200 104.75/106.75  128.00/130.00 150.50/152.50 171.00/173.00
 1300 104.75/106.75  128.25/130.25 151.00/153.00 171.50/173.50
 1400 104.75/106.75  128.00/130.00 150.50/152.50 171.00/173.00
 1500 105.00/107.00  128.50/130.50 151.00/153.00 171.50/173.50
 1600 105.00/107.00  128.50/130.50 151.25/153.25 171.75/173.75
 1715 104.75/106.75  128.00/130.00 150.50/152.50 171.00/173.00 
                         (Closing Feb 15)
 1715 105.50/107.50  129.00/131.00 151.75/153.75 172.25/174.25
----------------------------------------------------------------
 TIME       OCT            NOV           DEC           JAN
----------------------------------------------------------------
 1000  195.50/197.50 217.75/219.75 240.75/242.75  263.50/265.50
 1100  195.50/197.50 217.75/219.75 240.75/242.75  263.50/265.50
 1200  195.50/197.50 217.75/219.75 240.75/242.75  263.50/265.50
 1300  196.00/198.00 218.00/220.00 241.00/243.00  263.50/265.50
 1400  195.50/197.50 217.75/219.75 240.75/242.75  263.50/265.50
 1500  196.00/198.00 218.25/220.25 241.25/243.25  264.00/266.00
 1600  196.25/198.25 218.25/220.25 241.25/243.25  264.00/266.00
 1715  195.50/197.50 217.75/219.75 240.75/242.75  263.50/265.50
                         (Closing Feb 15)
 1715  196.75/198.75 219.25/221.25 242.25/244.25  265.00/267.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.63%    5.03%    4.87%      4.74%     4.63%   4.56%
 1100   4.72%    5.05%    4.89%      4.75%     4.63%   4.55%
 1200   4.73%    5.05%    4.89%      4.75%     4.63%   4.55%
 1300   4.75%    5.05%    4.88%      4.74%     4.63%   4.56%
 1400   4.72%    5.04%    4.87%      4.74%     4.62%   4.54%
 1500   4.72%    5.05%    4.89%      4.74%     4.63%   4.55%
 1600   4.74%    5.05%    4.88%      4.74%     4.63%   4.56%
 1715   4.66%    5.02%    4.86%      4.72%     4.61%   4.53%
                         (Closing Feb 15)
 1715   4.70%    5.01%    4.88%      4.74%     4.64%   4.56%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.50%    4.47%    4.44%      4.42%     4.40%   4.38%
 1100   4.50%    4.46%    4.44%      4.42%     4.40%   4.38%
 1200   4.50%    4.46%    4.44%      4.42%     4.40%   4.38%
 1300   4.51%    4.47%    4.44%      4.42%     4.40%   4.37%
 1400   4.49%    4.45%    4.43%      4.41%     4.39%   4.37%
 1500   4.50%    4.46%    4.43%      4.41%     4.39%   4.37%
 1600   4.50%    4.46%    4.43%      4.41%     4.39%   4.37%
 1715   4.47%    4.44%    4.41%      4.40%     4.38%   4.36%
                         (Closing Feb 15) 
 1715   4.51%    4.47%    4.45%      4.43%     4.41%   4.39%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2100/64.2200 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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