February 27, 2018 / 4:46 AM / 9 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 27

              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
                02.81%          02.81%           02.81%
                              (Feb 26)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.82%          02.82%           02.82%
---------------------------------------------------------------
 TIME      MAR           APR            MAY          JUN  
---------------------------------------------------------------
 1000  21.50/23.50    49.00/51.00    73.25/75.25  93.50/95.50
 1100  21.50/23.50    48.75/50.75    73.00/75.00  93.25/95.25
 1200  21.75/23.75    49.00/51.00    73.00/75.00  93.25/95.25
 1300  21.25/23.25    48.50/50.50    72.75/74.75  93.00/95.00
 1400  21.00/23.00    48.00/50.00    72.00/74.00  92.00/94.00
 1500  21.00/23.00    47.50/49.50    71.50/73.50  91.50/93.50
 1600  20.75/22.75    47.25/49.25    71.25/73.25  91.25/93.25
 1715  20.75/22.75    47.00/49.00    71.00/73.00  91.00/93.00
                         (Closing Feb 26)
 1715  23.00/24.00    49.75/51.75    74.00/76.00  94.25/96.25
----------------------------------------------------------------
 TIME      JUL           AUG            SEP          OCT 
----------------------------------------------------------------
 1000 115.50/117.50  136.75/138.75 156.50/158.50 179.50/181.50
 1100 115.00/117.00  136.00/138.00 155.50/157.50 178.25/180.25
 1200 115.25/117.25  136.50/138.50 155.75/157.75 178.75/180.75
 1300 115.00/117.00  136.00/138.00 155.50/157.50 178.25/180.25
 1400 113.50/115.50  134.50/136.50 153.50/155.50 176.00/178.00
 1500 113.00/115.00  134.00/136.00 153.25/155.25 176.25/178.25
 1600 112.75/114.75  133.75/135.75 153.25/155.25 176.00/178.00
 1715 112.75/114.75  133.75/135.75 153.00/155.00 176.00/178.00
                         (Closing Feb 26)
 1715 116.25/118.25  137.50/139.50 157.00/159.00 180.00/182.00
----------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000  200.50/202.50 221.75/223.75 242.75/244.75  262.50/264.50
 1100  199.00/201.00 220.25/222.25 241.00/243.00  260.50/262.50
 1200  199.25/201.25 220.25/222.25 241.25/243.25  260.50/262.50
 1300  199.00/201.00 220.25/222.25 241.25/243.25  260.50/262.50
 1400  196.75/198.75 217.75/219.75 238.25/240.25  257.50/259.50
 1500  197.00/199.00 218.00/220.00 238.50/240.50  258.00/260.00
 1600  196.50/198.50 217.25/219.25 237.75/239.75  257.00/259.00
 1715  196.50/198.50 217.50/219.50 238.00/240.00  257.00/259.00
                         (Closing Feb 26)
 1715  201.00/203.00 222.25/224.25 243.25/245.25  263.00/265.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.76%    4.86%    4.58%      4.42%     4.31%   4.23%
 1100   4.75%    4.84%    4.57%      4.40%     4.29%   4.20%
 1200   4.80%    4.86%    4.57%      4.41%     4.30%   4.22%
 1300   4.71%    4.81%    4.55%      4.39%     4.29%   4.20%
 1400   4.66%    4.76%    4.50%      4.34%     4.23%   4.16%
 1500   4.64%    4.72%    4.47%      4.32%     4.22%   4.14%
 1600   4.60%    4.70%    4.46%      4.31%     4.21%   4.14%
 1715   4.59%    4.68%    4.45%      4.30%     4.21%   4.14%
                         (Closing Feb 26)
 1715   4.73%    4.93%    4.59%      4.43%     4.32%   4.24%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.20%    4.16%    4.14%      4.11%     4.08%   4.07%
 1100   4.17%    4.13%    4.10%      4.08%     4.05%   4.04%
 1200   4.18%    4.14%    4.11%      4.08%     4.06%   4.04%
 1300   4.17%    4.13%    4.10%      4.08%     4.05%   4.04%
 1400   4.11%    4.08%    4.06%      4.03%     4.00%   3.99%
 1500   4.11%    4.08%    4.06%      4.04%     4.01%   4.00%
 1600   4.11%    4.08%    4.05%      4.02%     3.99%   3.99%
 1715   4.10%    4.08%    4.05%      4.03%     4.00%   3.99%
                         (Closing Feb 26) 
 1715   4.20%    4.16%    4.14%      4.11%     4.08%   4.07%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.8700/64.8800 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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