February 7, 2018 / 4:43 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 7

              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 6)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.84%          02.84%           02.84%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  14.50/16.50    37.75/39.75    67.00/69.00  94.00/96.00
 1100  14.75/16.25    38.00/40.00    67.25/69.25  94.25/96.25
 1200  14.50/16.50    37.75/39.75    67.00/69.00  94.00/96.00
 1300  14.50/16.50    37.75/39.75    67.00/69.00  94.00/96.00
 1400  14.50/16.50    37.75/39.75    67.25/69.25  94.25/96.25
 1500  14.75/16.25    37.75/39.75    67.00/69.00  93.50/95.50
 1600  14.50/16.50    37.75/39.75    66.75/68.75  93.25/95.25
 1715  14.50/16.00    37.75/39.75    67.00/69.00  93.50/95.50
                         (Closing Feb 6)
 1715  15.50/17.00    38.75/40.75    68.00/70.00  95.00/97.00
----------------------------------------------------------------
 TIME      JUN            JUL           AUG           SEP
----------------------------------------------------------------
 1000 116.75/118.75  141.00/143.00 164.50/166.50 185.75/187.75
 1100 116.75/118.75  141.00/143.00 164.25/166.25 185.50/187.50
 1200 116.75/118.75  141.00/143.00 164.50/166.50 185.75/187.75
 1300 116.75/118.75  141.00/143.00 164.50/166.50 186.00/188.00
 1400 117.00/119.00  141.25/143.25 164.75/166.75 186.00/188.00
 1500 116.00/118.00  140.25/142.25 163.50/165.50 184.50/186.50
 1600 115.75/117.75  139.75/141.75 162.75/164.75 183.75/185.75
 1715 115.75/117.75  139.75/141.75 163.00/165.00 184.00/186.00
                         (Closing Feb 6)
 1715 117.50/119.50  141.75/143.75 165.25/167.25 186.50/188.50
----------------------------------------------------------------
 TIME       OCT            NOV           DEC           JAN
----------------------------------------------------------------
 1000  210.75/212.75 233.50/235.50 257.00/259.00  280.00/282.00
 1100  210.75/212.75 233.50/235.50 257.00/259.00  280.00/282.00
 1200  210.75/212.75 233.50/235.50 257.00/259.00  280.00/282.00
 1300  211.25/213.25 234.00/236.00 257.50/259.50  280.50/282.50
 1400  211.25/213.25 234.00/236.00 257.50/259.50  280.50/282.50
 1500  209.50/211.50 232.00/234.00 255.50/257.50  278.50/280.50
 1600  208.75/210.75 231.25/233.25 254.50/256.50  277.50/279.50
 1715  209.00/211.00 231.50/233.50 255.00/257.00  278.00/280.00
                         (Closing Feb 6)
 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   4.67%    4.86%    4.95%      4.83%     4.75%   4.68%
 1100   4.68%    4.89%    4.97%      4.84%     4.75%   4.68%
 1200   4.67%    4.87%    4.96%      4.83%     4.75%   4.68%
 1300   4.67%    4.87%    4.96%      4.83%     4.76%   4.68%
 1400   4.67%    4.88%    4.98%      4.85%     4.77%   4.69%
 1500   4.67%    4.86%    4.94%      4.80%     4.72%   4.65%
 1600   4.67%    4.85%    4.93%      4.79%     4.71%   4.63%
 1715   4.62%    4.86%    4.94%      4.79%     4.70%   4.63%
                         (Closing Feb 6)
 1715   4.66%    4.87%    4.96%      4.84%     4.74%   4.67%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.62%    4.58%    4.55%      4.53%     4.51%   4.48%
 1100   4.62%    4.58%    4.56%      4.53%     4.51%   4.48%
 1200   4.62%    4.59%    4.56%      4.53%     4.51%   4.48%
 1300   4.63%    4.60%    4.57%      4.54%     4.52%   4.49%
 1400   4.63%    4.60%    4.57%      4.54%     4.52%   4.49%
 1500   4.59%    4.55%    4.53%      4.50%     4.48%   4.46%
 1600   4.57%    4.54%    4.51%      4.48%     4.46%   4.44%
 1715   4.57%    4.54%    4.51%      4.48%     4.47%   4.44%
                         (Closing Feb 6) 
 1715   4.62%    4.58%    4.55%      4.53%     4.51%   4.48%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2750/64.2850 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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