February 26, 2018 / 4:54 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 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
                02.82%          02.82%           02.82%
                              (Feb 23)            
1000         02.00/04.25     01.50/03.00      00.50/01.25
                02.81%          02.81%           02.81%
---------------------------------------------------------------
 TIME      MAR           APR            MAY          JUN  
---------------------------------------------------------------
 1000  22.00/24.00    49.50/51.50    73.00/75.00  93.50/95.50
 1100  22.25/24.25    49.75/51.75    74.00/76.00  94.25/96.25
 1200  22.50/24.50    50.25/52.25    74.50/76.50  95.00/97.00
 1300  22.50/24.50    50.00/52.00    74.00/76.00  94.00/96.00
 1400  22.50/24.50    50.00/52.00    74.00/76.00  94.00/96.00
 1500  22.25/24.25    49.75/51.75    74.00/76.00  94.00/96.00
 1600  22.50/24.50    49.75/51.75    74.00/76.00  94.50/96.50
 1715  23.00/24.00    49.75/51.75    74.00/76.00  94.25/96.25
                         (Closing Feb 23)
 1715  22.50/24.50    49.75/51.75    73.25/75.25  93.50/95.50
----------------------------------------------------------------
 TIME      JUL           AUG            SEP          OCT 
----------------------------------------------------------------
 1000 115.25/117.25  136.25/138.25 156.00/158.00 179.25/181.25
 1100 116.25/118.25  137.50/139.50 157.00/159.00 180.00/182.00
 1200 117.00/119.00  138.50/140.50 158.00/160.00 181.00/183.00
 1300 116.25/118.25  137.50/139.50 157.00/159.00 180.00/182.00
 1400 116.00/118.00  137.25/139.25 156.75/158.75 179.75/181.75
 1500 116.00/118.00  137.00/139.00 156.50/158.50 179.50/181.50
 1600 116.50/118.50  137.75/139.75 157.25/159.25 180.00/182.00
 1715 116.25/118.25  137.50/139.50 157.00/159.00 180.00/182.00
                         (Closing Feb 23)
 1715 115.00/117.00  135.75/137.75 155.00/157.00 178.00/180.00
----------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000  200.25/202.25 221.50/223.50 242.25/244.25  262.50/264.50
 1100  201.00/203.00 222.50/224.50 243.50/245.50  263.50/265.50
 1200  202.00/204.00 223.50/225.50 244.50/246.50  264.50/266.50
 1300  201.00/203.00 222.50/224.50 243.50/245.50  263.50/265.50
 1400  200.75/202.75 222.00/224.00 243.00/245.00  262.50/264.50
 1500  200.50/202.50 222.00/224.00 243.00/245.00  262.50/264.50
 1600  201.00/203.00 222.25/224.25 243.25/245.25  263.00/265.00
 1715  201.00/203.00 222.25/224.25 243.25/245.25  263.00/265.00
                         (Closing Feb 23)
 1715  199.00/201.00 220.00/222.00 240.50/242.50   00.50/01.00 
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.64%    4.91%    4.54%      4.41%     4.29%   4.21%
 1100   4.69%    4.94%    4.60%      4.44%     4.33%   4.25%
 1200   4.74%    4.99%    4.63%      4.48%     4.35%   4.28%
 1300   4.74%    4.96%    4.60%      4.43%     4.32%   4.25%
 1400   4.73%    4.95%    4.59%      4.42%     4.31%   4.23%
 1500   4.68%    4.93%    4.59%      4.42%     4.31%   4.23%
 1600   4.73%    4.93%    4.60%      4.45%     4.33%   4.25%
 1715   4.73%    4.93%    4.59%      4.43%     4.32%   4.24%
                         (Closing Feb 23)
 1715   4.57%    4.85%    4.51%      4.37%     4.26%   4.18%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.18%    4.15%    4.13%      4.10%     4.07%   4.07%
 1100   4.21%    4.17%    4.15%      4.12%     4.10%   4.09%
 1200   4.23%    4.19%    4.17%      4.14%     4.11%   4.11%
 1300   4.21%    4.17%    4.15%      4.12%     4.09%   4.09%
 1400   4.19%    4.16%    4.13%      4.11%     4.08%   4.07%
 1500   4.19%    4.15%    4.13%      4.11%     4.08%   4.07%
 1600   4.21%    4.17%    4.14%      4.11%     4.09%   4.08%
 1715   4.20%    4.16%    4.14%      4.11%     4.08%   4.07%
                         (Closing Feb 23) 
 1715   4.13%    4.10%    4.09%      4.06%     4.03%   4.02%
 --------------------------------------------------------------- 
        (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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