February 9, 2018 / 5:03 AM / 13 days ago

RPT-India fwd/annualised dlr premia-(close)-Feb 9

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         03.00/05.00     02.00/03.00      01.00/02.00
                03.40%          03.78%           02.84%
                              (Feb 8)            
1000         02.00/04.25     00.50/01.25      01.50/03.00
                02.84%          02.84%           02.84%
---------------------------------------------------------------
 TIME      FEB           MAR            APR            MAY
---------------------------------------------------------------
 1000  11.00/12.50    34.00/36.00    63.00/65.00  89.00/91.00
 1100  10.75/12.75    34.00/36.00    63.25/65.25  89.25/91.25
 1200  10.75/12.75    34.50/36.50    63.75/65.75  90.25/92.25
 1300  10.75/12.25    34.25/36.25    63.75/65.75  90.00/92.00
 1400  10.75/12.25    34.25/36.25    63.75/65.75  90.00/92.00
 1500  10.75/12.25    34.25/36.25    63.75/65.75  90.00/92.00
 1600  11.00/12.50    34.50/36.50    64.00/66.00  90.25/92.25
 1715  10.75/12.25    34.50/36.50    64.00/66.00  90.25/92.25
                         (Closing Feb 8)
 1715  12.50/14.00    35.50/37.50    64.50/66.50  90.75/92.75
----------------------------------------------------------------
 TIME      JUN            JUL           AUG           SEP
----------------------------------------------------------------
 1000 111.00/113.00  134.75/136.75 157.75/159.75 178.50/180.50
 1100 111.50/113.50  135.25/137.25 158.25/160.25 179.00/181.00
 1200 112.50/114.50  136.50/138.50 159.50/161.50 180.25/182.25
 1300 112.25/114.25  136.00/138.00 159.00/161.00 179.75/181.75
 1400 112.25/114.25  136.00/138.00 159.00/161.00 179.75/181.75
 1500 112.25/114.25  136.00/138.00 159.00/161.00 179.75/181.75
 1600 112.50/114.50  136.25/138.25 159.25/161.25 180.25/182.25
 1715 112.50/114.50  136.50/138.50 159.50/161.50 180.25/182.25
                         (Closing Feb 8)
 1715 113.00/115.00  136.75/138.75 159.50/161.50 180.25/182.25
----------------------------------------------------------------
 TIME       OCT            NOV           DEC           JAN
----------------------------------------------------------------
 1000  203.00/205.00 225.50/227.50 248.75/250.75  271.50/273.50
 1100  203.75/205.75 226.00/228.00 249.00/251.00  271.50/273.50
 1200  204.75/206.75 227.00/229.00 250.00/252.00  272.50/274.50
 1300  204.50/206.50 227.00/229.00 250.25/252.25  273.00/275.00
 1400  204.50/206.50 227.00/229.00 250.25/252.25  273.00/275.00
 1500  204.50/206.50 227.00/229.00 250.25/252.25  273.00/275.00
 1600  204.75/206.75 227.25/229.25 250.25/252.25  273.00/275.00
 1715  204.75/206.75 227.25/229.25 250.25/252.25  273.00/275.00
                         (Closing Feb 8)
 1715  205.00/207.00 227.25/229.25 250.25/252.25  273.00/275.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.73%    4.96%    4.91%      4.76%     4.65%   4.58%
 1100   4.73%    4.98%    4.92%      4.77%     4.67%   4.59%
 1200   4.78%    5.02%    4.97%      4.82%     4.71%   4.63%
 1300   4.74%    5.02%    4.96%      4.81%     4.70%   4.62%
 1400   4.74%    5.02%    4.96%      4.81%     4.70%   4.62%
 1500   4.74%    5.02%    4.96%      4.81%     4.70%   4.62%
 1600   4.78%    5.04%    4.98%      4.82%     4.70%   4.62%
 1715   4.76%    5.03%    4.97%      4.82%     4.71%   4.63%
                         (Closing Feb 8)
 1715   4.71%    4.91%    4.91%      4.78%     4.68%   4.60%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.52%    4.48%    4.46%      4.44%     4.42%   4.39%
 1100   4.54%    4.50%    4.47%      4.44%     4.42%   4.39%
 1200   4.57%    4.52%    4.49%      4.46%     4.43%   4.41%
 1300   4.56%    4.52%    4.49%      4.47%     4.44%   4.42%
 1400   4.56%    4.52%    4.49%      4.47%     4.44%   4.42%
 1500   4.56%    4.52%    4.49%      4.47%     4.44%   4.42%
 1600   4.57%    4.52%    4.49%      4.46%     4.44%   4.41%
 1715   4.57%    4.52%    4.49%      4.46%     4.44%   4.41%
                         (Closing Feb 8) 
 1715   4.54%    4.50%    4.47%      4.45%     4.42%   4.40%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.3975/64.4075 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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