February 8, 2018 / 4:50 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Feb 8

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/04.25     00.50/01.25      01.50/03.00
                02.84%          02.84%           02.84%
                              (Feb 7)            
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  12.25/14.25    35.25/37.25    64.25/66.25  90.75/92.75
 1100  12.25/13.75    35.25/37.25    64.25/66.25  90.75/92.75
 1200  12.25/14.25    35.25/37.25    64.25/66.25  90.75/92.75
 1300  12.25/14.25    35.25/37.25    64.25/66.25  90.75/92.75
 1400  12.25/13.75    35.25/37.25    64.25/66.25  90.75/92.75
 1500  12.25/14.25    35.50/37.50    64.50/66.50  91.00/93.00
 1600  12.50/14.00    35.50/37.50    64.50/66.50  91.00/93.00
 1715  12.50/14.00    35.50/37.50    64.50/66.50  90.75/92.75
                         (Closing Feb 7)
 1715  14.50/16.00    37.75/39.75    67.00/69.00  93.50/95.50
----------------------------------------------------------------
 TIME      JUN            JUL           AUG           SEP
----------------------------------------------------------------
 1000 113.25/115.25  137.25/139.25 160.50/162.50 181.50/183.50
 1100 113.00/115.00  136.75/138.75 159.75/161.75 180.75/182.75
 1200 113.00/115.00  137.00/139.00 160.00/162.00 181.00/183.00
 1300 113.00/115.00  137.00/139.00 160.00/162.00 181.00/183.00
 1400 113.00/115.00  136.75/138.75 159.75/161.75 180.75/182.75
 1500 113.50/115.50  137.50/139.50 160.50/162.50 181.50/183.50
 1600 113.25/115.25  137.00/139.00 160.00/162.00 180.75/182.75
 1715 113.00/115.00  136.75/138.75 159.50/161.50 180.25/182.25
                         (Closing Feb 7)
 1715 115.75/117.75  139.75/141.75 163.00/165.00 184.00/186.00
----------------------------------------------------------------
 TIME       OCT            NOV           DEC           JAN
----------------------------------------------------------------
 1000  206.25/208.25 228.50/230.50 251.75/253.75  274.50/276.50
 1100  205.50/207.50 228.00/230.00 251.25/253.25  274.00/276.00
 1200  205.50/207.50 227.75/229.75 250.75/252.75  273.50/275.50
 1300  205.50/207.50 227.75/229.75 250.75/252.75  273.50/275.50
 1400  205.50/207.50 228.00/230.00 251.25/253.25  274.00/276.00
 1500  206.00/208.00 228.25/230.25 251.25/253.25  274.00/276.00
 1600  205.50/207.50 228.00/230.00 251.25/253.25  274.00/276.00
 1715  205.00/207.00 227.25/229.25 250.25/252.25  273.00/275.00
                         (Closing Feb 7)
 1715  209.00/211.00 231.50/233.50 255.00/257.00  278.00/280.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.68%    4.88%    4.89%      4.78%     4.69%   4.61%
 1100   4.66%    4.89%    4.90%      4.78%     4.68%   4.60%
 1200   4.69%    4.89%    4.91%      4.79%     4.69%   4.61%
 1300   4.69%    4.89%    4.91%      4.78%     4.69%   4.61%
 1400   4.66%    4.89%    4.90%      4.78%     4.68%   4.60%
 1500   4.71%    4.91%    4.91%      4.79%     4.70%   4.62%
 1600   4.71%    4.91%    4.91%      4.79%     4.69%   4.61%
 1715   4.71%    4.91%    4.91%      4.78%     4.68%   4.60%
                         (Closing Feb 7)
 1715   4.62%    4.86%    4.94%      4.79%     4.70%   4.63%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.56%    4.52%    4.49%      4.46%     4.44%   4.42%
 1100   4.55%    4.51%    4.48%      4.46%     4.44%   4.42%
 1200   4.56%    4.52%    4.49%      4.46%     4.44%   4.41%
 1300   4.56%    4.52%    4.49%      4.46%     4.44%   4.41%
 1400   4.55%    4.51%    4.48%      4.46%     4.44%   4.42%
 1500   4.57%    4.53%    4.49%      4.46%     4.44%   4.41%
 1600   4.55%    4.51%    4.48%      4.46%     4.44%   4.41%
 1715   4.54%    4.50%    4.47%      4.45%     4.42%   4.40%
                         (Closing Feb 7) 
 1715   4.57%    4.54%    4.51%      4.48%     4.47%   4.44%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.2550/64.2650 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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