March 24, 2017 / 4:45 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 24

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        03.00/06.00       02.00/03.00    01.00/03.00
                03.35%           03.72%        02.79%
                               (Mar 23)            
 1000        02.00/05.00       00.50/01.50    01.50/03.50
                02.79%           02.79%        02.79%
---------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN
---------------------------------------------------------------
 1000  01.50/02.50    27.50/29.50    56.00/58.00    81.50/83.50
 1100  01.25/02.75    27.50/29.50    56.00/58.00    81.50/83.50
 1200  01.50/02.50    27.50/29.50    56.00/58.00    81.50/83.50
 1300  01.50/02.50    27.00/29.00    55.50/57.50    81.00/83.00
 1400  01.50/02.50    27.25/29.25    56.00/58.00    81.50/83.50
 1500  01.50/02.50    27.25/29.25    56.00/58.00    81.50/83.50
 1600  01.50/02.50    27.25/29.25    56.00/58.00    81.50/83.50
 1715  01.50/02.50    27.25/29.25    56.00/58.00    81.50/83.50
                      (Closing Mar 23)
 1715  03.00/04.00    29.25/31.25    57.75/59.75    83.25/85.25
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 107.50/109.50  133.50/135.50  157.50/159.50  184.00/186.00
 1100 107.50/109.50  133.50/135.50  157.75/159.75  184.50/186.50
 1200 107.75/109.75  133.75/135.75  158.00/160.00  184.25/186.25
 1300 107.50/109.50  133.75/135.75  158.00/160.00  184.25/186.25
 1400 107.75/109.70  134.00/136.00  158.25/160.20  184.50/186.50
 1500 108.00/110.00  134.00/136.00  158.25/160.20  184.75/186.70
 1600 108.00/110.00  134.00/136.00  158.25/160.25  184.75/186.75
 1715 108.00/110.00  134.00/136.00  158.25/160.25  184.75/186.75
                      (Closing Mar 23)
 1715 109.25/111.25  135.25/137.25  159.25/161.25  185.50/187.50
----------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB
----------------------------------------------------------------
 1000 209.00/211.00  233.00/235.00  260.25/262.20  283.00/285.00
 1100 209.25/211.25  233.25/235.25  260.25/262.25  283.00/285.00
 1200 209.00/211.00  233.00/235.00  260.25/262.25  283.00/285.00
 1300 209.25/211.25  233.50/235.50  260.75/262.75  283.50/285.50
 1400 209.25/211.20  233.50/235.50  260.75/262.70  283.50/285.50
 1500 209.75/211.70  234.00/236.00  261.25/263.20  284.00/286.00
 1600 210.00/212.00  234.50/236.50  261.75/263.75  284.50/286.50
 1715 210.00/212.00  234.50/236.50  261.75/263.75  284.50/286.50
                      (Closing Mar 23)
 1715 210.50/212.50  234.50/236.50  261.75/263.75  284.50/286.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.30%    5.05%    4.95%      4.88%     4.84%   4.81%
 1100   5.30%    5.05%    4.95%      4.88%     4.84%   4.81%
 1200   5.30%    5.05%    4.95%      4.89%     4.85%   4.82%
 1300   5.20%    5.00%    4.92%      4.88%     4.85%   4.82%
 1400   5.25%    5.05%    4.95%      4.89%     4.86%   4.83%
 1500   5.25%    5.05%    4.95%      4.90%     4.86%   4.83%
 1600   5.25%    5.05%    4.95%      4.91%     4.86%   4.83%
 1715   5.25%    5.05%    4.95%      4.91%     4.86%   4.83%
                      (Closing Mar 23)
 1715   5.26%    5.04%    4.95%      4.88%     4.84%   4.80%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.78%    4.76%    4.75%      4.73%     4.71%   4.70%
 1100   4.79%    4.77%    4.75%      4.73%     4.71%   4.70%
 1200   4.78%    4.76%    4.74%      4.73%     4.71%   4.70%
 1300   4.78%    4.77%    4.76%      4.74%     4.72%   4.71%
 1400   4.79%    4.77%    4.76%      4.74%     4.72%   4.71%
 1500   4.80%    4.78%    4.77%      4.75%     4.73%   4.72%
 1600   4.80%    4.79%    4.78%      4.76%     4.74%   4.73%
 1715   4.80%    4.79%    4.78%      4.76%     4.74%   4.73%
                      (Closing Mar 23)
 1715   4.77%    4.75%    4.74%      4.72%     4.71%   4.70%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.4050/65.4150 rupees)
           
  Note: Figures in brackets indicate negative values.    
    
    Premiums have been given in paise and annualised p4emiums   
            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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