February 20, 2018 / 4:45 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 20

              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
                02.83%          02.83%           02.83%
                              (Feb 16)            
1000         03.00/05.25     02.50/04.00      00.50/01.25
                03.43%          03.57%           02.86%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  04.00/05.50    27.25/29.25    56.00/58.00  82.00/84.00
 1100  04.50/05.50    27.50/29.50    57.00/59.00  83.00/85.00
 1200  04.00/05.50    27.75/29.75    56.75/58.75  83.00/85.00
 1300  04.50/05.50    27.50/29.50    57.00/59.00  83.00/85.00
 1400  04.50/05.50    27.50/29.50    57.00/59.00  83.00/85.00
 1500  04.50/05.50    27.50/29.50    57.00/59.00  83.00/85.00
 1600  04.50/05.50    27.50/29.50    57.00/59.00  83.00/85.00
 1715  04.25/05.25    27.00/29.00    56.00/58.00  82.00/84.00
                         (Closing Feb 16)
 1715  04.75/06.25    27.75/29.75    56.75/58.75  82.75/84.75
----------------------------------------------------------------
 TIME      JUN            JUL           AUG           SEP
----------------------------------------------------------------
 1000 104.00/106.00  127.50/129.50 150.25/152.25 170.75/172.75
 1100 105.00/107.00  128.50/130.50 151.00/153.00 171.50/173.50
 1200 105.25/107.25  128.75/130.75 151.50/153.50 172.00/174.00
 1300 105.00/107.00  128.50/130.50 151.25/153.25 172.00/174.00
 1400 105.00/107.00  128.50/130.50 151.25/153.25 172.00/174.00
 1500 105.00/107.00  128.50/130.50 151.25/153.25 172.00/174.00
 1600 105.00/107.00  128.25/130.25 150.75/152.75 171.25/173.25
 1715 104.00/106.00  127.25/129.25 149.75/151.75 170.25/172.25
                         (Closing Feb 16)
 1715 104.75/106.75  128.00/130.00 150.50/152.50 171.00/173.00 
----------------------------------------------------------------
 TIME       OCT            NOV           DEC           JAN
----------------------------------------------------------------
 1000  195.25/197.25 217.75/219.75 240.75/242.75  263.50/265.50
 1100  196.00/198.00 218.50/220.50 241.75/243.75  264.50/266.50
 1200  196.50/198.50 218.75/220.75 241.75/243.75  264.50/266.50
 1300  196.50/198.50 219.00/221.00 242.25/244.25  265.00/267.00
 1400  196.50/198.50 219.00/221.00 242.25/244.25  265.00/267.00
 1500  196.50/198.50 219.00/221.00 242.25/244.25  265.00/267.00
 1600  195.75/197.75 218.00/220.00 241.25/243.25  264.00/266.00
 1715  194.50/196.50 216.50/218.50 239.50/241.50  262.00/264.00
                         (Closing Feb 16)
 1715  195.50/197.50 217.75/219.75 240.75/242.75  263.50/265.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.70%    5.02%    4.84%      4.71%     4.60%   4.52%
 1100   4.74%    5.10%    4.91%      4.75%     4.64%   4.55%
 1200   4.77%    5.08%    4.90%      4.76%     4.64%   4.56%
 1300   4.73%    5.09%    4.89%      4.74%     4.62%   4.54%
 1400   4.73%    5.08%    4.89%      4.73%     4.62%   4.54%
 1500   4.72%    5.07%    4.88%      4.72%     4.61%   4.53%
 1600   4.72%    5.08%    4.88%      4.73%     4.60%   4.52%
 1715   4.63%    4.99%    4.82%      4.68%     4.57%   4.49%
                         (Closing Feb 16)
 1715   4.66%    5.02%    4.86%      4.72%     4.61%   4.53%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.47%    4.44%    4.41%      4.39%     4.37%   4.35%
 1100   4.49%    4.45%    4.43%      4.41%     4.39%   4.37%
 1200   4.50%    4.46%    4.43%      4.41%     4.39%   4.36%
 1300   4.49%    4.45%    4.43%      4.41%     4.39%   4.36%
 1400   4.48%    4.45%    4.42%      4.40%     4.38%   4.36%
 1500   4.47%    4.44%    4.41%      4.39%     4.37%   4.35%
 1600   4.46%    4.42%    4.39%      4.38%     4.36%   4.34%
 1715   4.43%    4.40%    4.36%      4.35%     4.33%   4.30%
                         (Closing Feb 16) 
 1715   4.47%    4.44%    4.41%      4.40%     4.38%   4.36%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.7900/64.8000 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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