February 6, 2018 / 4:41 AM / 17 days ago

RPT-India fwd/annualised dlr premia-(close)-Feb 6

              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
                02.84%          02.84%           02.84%
                              (Feb 5)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.85%          02.85%           02.85%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  15.75/17.25    39.00/41.00    68.00/70.00  95.00/97.00
 1100  15.75/17.25    39.00/41.00    68.00/70.00  95.00/97.00
 1200  15.75/17.75    39.00/41.00    68.00/70.00  95.00/97.00
 1300  15.50/17.00    39.00/41.00    68.00/70.00  95.00/97.00
 1400  15.75/17.75    39.00/41.00    68.00/70.00  95.00/97.00
 1500  15.50/17.00    39.00/41.00    68.00/70.00  95.00/97.00
 1600  15.50/17.00    38.75/40.75    68.00/70.00  95.00/97.00
 1715  15.50/17.00    38.75/40.75    68.00/70.00  95.00/97.00
                         (Closing Feb 5)
 1715  16.25/17.75    39.50/41.50    68.50/70.50  95.50/97.50
----------------------------------------------------------------
 TIME      JUN            JUL           AUG           SEP
----------------------------------------------------------------
 1000 117.50/119.50  141.75/143.75 165.00/167.00 186.50/188.50
 1100 117.50/119.50  141.75/143.75 165.00/167.00 186.50/188.50
 1200 117.75/119.75  142.00/144.00 165.25/167.25 186.25/188.25
 1300 117.50/119.50  141.50/143.50 164.75/166.75 186.00/188.00
 1400 117.75/119.75  142.00/144.00 165.25/167.25 186.25/188.25
 1500 117.50/119.50  141.50/143.50 164.75/166.75 186.00/188.00
 1600 117.50/119.50  141.50/143.50 164.75/166.75 186.00/188.00
 1715 117.50/119.50  141.75/143.75 165.25/167.25 186.50/188.50
                         (Closing Feb 5)
 1715 118.00/120.00  142.00/144.00 165.25/167.25 186.50/188.50
----------------------------------------------------------------
 TIME       OCT            NOV           DEC           JAN
----------------------------------------------------------------
 1000  211.75/213.75 234.50/236.50 258.00/260.00  281.00/283.00
 1100  211.75/213.75 234.50/236.50 258.00/260.00  281.00/283.00
 1200  211.25/213.25 234.00/236.00 257.50/259.50  280.50/282.50
 1300  211.25/213.25 234.00/236.00 257.50/259.50  280.50/282.50
 1400  211.50/213.50 234.50/236.50 258.00/260.00  281.00/283.00
 1500  211.25/213.25 234.00/236.00 257.50/259.50  280.50/282.50
 1600  211.25/213.25 234.00/236.00 257.50/259.50  280.50/282.50
 1715  211.75/213.75 234.50/236.50 258.00/260.00  281.00/283.00
                         (Closing Feb 5)
 1715  211.75/213.75 234.50/236.50 258.00/260.00  281.00/283.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.70%    4.88%    4.95%      4.83%     4.73%   4.66%
 1100   4.71%    4.88%    4.96%      4.84%     4.74%   4.67%
 1200   4.74%    4.88%    4.96%      4.84%     4.75%   4.67%
 1300   4.68%    4.89%    4.96%      4.84%     4.74%   4.66%
 1400   4.75%    4.89%    4.97%      4.85%     4.76%   4.68%
 1500   4.68%    4.89%    4.97%      4.85%     4.75%   4.67%
 1600   4.66%    4.88%    4.97%      4.84%     4.75%   4.67%
 1715   4.66%    4.87%    4.96%      4.84%     4.74%   4.67%
                         (Closing Feb 5)
 1715   4.65%    4.87%    4.96%      4.84%     4.74%   4.67%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.60%    4.57%    4.54%      4.52%     4.50%   4.47%
 1100   4.61%    4.58%    4.55%      4.53%     4.50%   4.48%
 1200   4.61%    4.57%    4.54%      4.52%     4.50%   4.47%
 1300   4.60%    4.57%    4.54%      4.52%     4.50%   4.47%
 1400   4.62%    4.58%    4.55%      4.53%     4.51%   4.48%
 1500   4.61%    4.58%    4.55%      4.53%     4.51%   4.48%
 1600   4.61%    4.57%    4.55%      4.52%     4.50%   4.48%
 1715   4.62%    4.58%    4.55%      4.53%     4.51%   4.48%
                         (Closing Feb 5) 
 1715   4.61%    4.57%    4.55%      4.53%     4.51%   4.48%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2400/64.2500 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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