February 5, 2018 / 4:40 AM / 14 days ago

RPT-India fwd/annualised dlr premia-(close)-Feb 5

              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 2)            
1000         02.00/04.25     01.50/03.00      00.50/01.25
                02.85%          02.85%           02.85%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  16.50/18.50    39.50/41.50    68.50/70.50  95.50/97.50
 1100  16.50/18.00    39.50/41.50    68.75/70.75  95.50/97.50
 1200  16.50/18.00    39.50/41.50    68.75/70.75  95.50/97.50
 1300  16.25/17.75    39.50/41.50    68.75/70.75  95.75/97.75
 1400  16.25/17.75    39.75/41.75    69.00/71.00  96.00/98.00
 1500  16.50/18.50    39.50/41.50    68.50/70.50  95.50/97.50
 1600  16.25/17.75    39.50/41.50    68.50/70.50  95.50/97.50
 1715  16.25/17.75    39.50/41.50    68.50/70.50  95.50/97.50
                         (Closing Feb 2)
 1715  17.50/19.00    40.50/42.50    69.75/71.75  96.50/98.50
----------------------------------------------------------------
 TIME      JUN            JUL           AUG           SEP
----------------------------------------------------------------
 1000 118.50/120.50  142.75/144.75 166.00/168.00 187.25/189.25
 1100 118.00/120.00  142.00/144.00 165.25/167.25 186.50/188.50
 1200 118.00/120.00  142.00/144.00 165.25/167.25 186.50/188.50
 1300 118.25/120.25  142.25/144.25 165.50/167.50 187.00/189.00
 1400 118.50/120.50  142.75/144.75 166.00/168.00 187.50/189.50
 1500 118.25/120.25  142.50/144.50 165.75/167.75 187.00/189.00
 1600 118.00/120.00  142.00/144.00 165.25/167.25 186.50/188.50
 1715 118.00/120.00  142.00/144.00 165.25/167.25 186.50/188.50
                        (Closing Feb 2)
 1715 119.00/121.00  143.00/145.00 166.25/168.25 187.50/189.50
----------------------------------------------------------------
 TIME       OCT            NOV           DEC           JAN
----------------------------------------------------------------
 1000  212.50/214.50 235.00/237.00 258.50/260.50  281.50/283.50
 1100  211.75/213.75 234.50/236.50 258.00/260.00  281.00/283.00
 1200  211.75/213.75 234.50/236.50 258.00/260.00  281.00/283.00
 1300  212.25/214.25 235.00/237.00 258.50/260.50  281.50/283.50
 1400  212.75/214.75 235.50/237.50 259.00/261.00  282.00/284.00
 1500  212.25/214.25 235.00/237.00 258.50/260.50  281.50/283.50
 1600  211.75/213.75 234.50/236.50 258.00/260.00  281.00/283.00
 1715  211.75/213.75 234.50/236.50 258.00/260.00  281.00/283.00
                        (Closing Feb 2)
 1715  212.75/214.75 235.50/237.50 259.00/261.00  282.00/284.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.73%    4.86%    4.95%      4.84%     4.76%   4.68%
 1100   4.69%    4.88%    4.97%      4.84%     4.74%   4.67%
 1200   4.69%    4.88%    4.97%      4.84%     4.74%   4.67%
 1300   4.65%    4.87%    4.97%      4.85%     4.75%   4.67%
 1400   4.66%    4.89%    4.99%      4.86%     4.76%   4.69%
 1500   4.73%    4.87%    4.96%      4.84%     4.75%   4.68%
 1600   4.66%    4.87%    4.96%      4.84%     4.74%   4.67%
 1715   4.65%    4.87%    4.96%      4.84%     4.74%   4.67%
                        (Closing Feb 2)
 1715   4.73%    4.86%    4.98%      4.85%     4.76%   4.67%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.63%    4.59%    4.56%      4.53%     4.51%   4.48%
 1100   4.61%    4.58%    4.55%      4.53%     4.51%   4.48%
 1200   4.61%    4.58%    4.55%      4.53%     4.51%   4.48%
 1300   4.62%    4.59%    4.56%      4.54%     4.51%   4.49%
 1400   4.63%    4.59%    4.57%      4.54%     4.52%   4.49%
 1500   4.62%    4.59%    4.56%      4.54%     4.52%   4.49%
 1600   4.61%    4.58%    4.55%      4.53%     4.51%   4.48%
 1715   4.61%    4.57%    4.55%      4.53%     4.51%   4.48%
                        (Closing Feb 2) 
 1715   4.62%    4.58%    4.56%      4.53%     4.51%   4.48%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.0600/64.0700 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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