March 31, 2017 / 4:43 AM / 6 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 31

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask          Bid/Ask       Bid/Ask
(in IST) 
 1000        05.00/09.00       04.00/06.00    01.00/03.00
                05.63%           07.51%        02.82%
                               (Mar 30)            
 1000        03.50/06.50       00.50/01.50    03.00/05.00
                04.92%           02.81%        05.62%
---------------------------------------------------------------
 TIME      APR            MAY            JUN            JUL
---------------------------------------------------------------
 1000  19.50/21.50    48.50/50.50    74.50/76.50  101.50/103.50
 1100  19.50/21.50    48.50/50.50    74.50/76.50  101.50/103.50
 1200  19.50/21.50    48.50/50.50    74.50/76.50  101.50/103.50
 1300  19.50/21.50    48.50/50.50    74.50/76.50  101.50/103.50
 1400  19.50/21.50    48.50/50.50    74.50/76.50  101.50/103.50
 1500  19.50/21.50    48.50/50.50    74.50/76.50  101.50/103.50
 1600  20.00/22.00    49.00/51.00    75.00/77.00  102.00/104.00
 1715  20.00/22.00    49.00/51.00    75.00/77.00  102.00/104.00
                      (Closing Mar 30)
 1715  21.50/23.50    50.50/52.50    76.50/78.50  103.50/105.50
----------------------------------------------------------------
 TIME      AUG            SEP            OCT            NOV
----------------------------------------------------------------
 1000 128.50/130.50  153.50/155.50  181.00/183.00  207.00/209.00
 1100 128.00/130.00  152.50/154.50  179.50/181.50  205.00/207.00
 1200 128.00/130.00  152.50/154.50  179.25/181.20  204.50/206.50
 1300 128.00/130.00  152.25/154.20  179.00/181.00  204.25/206.20
 1400 128.00/130.00  152.50/154.50  179.50/181.50  205.00/207.00
 1500 128.00/130.00  152.50/154.50  179.50/181.50  205.00/207.00
 1600 128.50/130.50  153.00/155.00  180.00/182.00  205.50/207.50
 1715 128.00/130.00  152.50/154.50  179.50/181.50  205.00/207.00
                      (Closing Mar 30)
 1715 130.50/132.50  155.00/157.00  182.50/184.50  208.50/210.50
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR
----------------------------------------------------------------
 1000 232.00/234.00  259.50/261.50  282.50/284.50  305.50/307.50
 1100 229.50/231.50  256.50/258.50  279.50/281.50  302.50/304.50
 1200 229.50/231.50  256.50/258.50  279.50/281.50  302.50/304.50
 1300 228.50/230.50  255.50/257.50  278.50/280.50  301.50/303.50
 1400 229.50/231.50  256.50/258.50  279.50/281.50  302.50/304.50
 1500 229.50/231.50  256.50/258.50  279.50/281.50  302.50/304.50
 1600 230.00/232.00  257.00/259.00  280.00/282.00  303.00/305.00
 1715 229.50/231.50  256.50/258.50  279.50/281.50  302.50/304.50
                      (Closing Mar 30)
 1715 233.50/235.50  261.00/263.00  284.00/286.00  307.00/309.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.00%    4.97%    4.94%      4.93%     4.93%   4.91%
 1100   5.00%    4.97%    4.94%      4.93%     4.90%   4.88%
 1200   5.00%    4.97%    4.94%      4.93%     4.90%   4.88%
 1300   5.00%    4.97%    4.94%      4.92%     4.90%   4.87%
 1400   5.00%    4.97%    4.94%      4.92%     4.90%   4.88%
 1500   5.00%    4.97%    4.94%      4.92%     4.90%   4.88%
 1600   5.09%    5.01%    4.96%      4.94%     4.91%   4.89%
 1715   5.09%    5.01%    4.97%      4.94%     4.90%   4.88%
                      (Closing Mar 30)
 1715   5.04%    4.98%    4.95%      4.94%     4.92%   4.90%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.90%    4.90%    4.89%      4.87%     4.85%   4.84%
 1100   4.86%    4.85%    4.84%      4.81%     4.80%   4.80%
 1200   4.85%    4.84%    4.84%      4.81%     4.80%   4.80%
 1300   4.84%    4.83%    4.81%      4.79%     4.78%   4.78%
 1400   4.86%    4.85%    4.83%      4.81%     4.80%   4.79%
 1500   4.86%    4.85%    4.84%      4.81%     4.80%   4.80%
 1600   4.87%    4.86%    4.84%      4.82%     4.80%   4.80%
 1715   4.86%    4.85%    4.83%      4.81%     4.80%   4.80% 
                      (Closing Mar 30)
 1715   4.89%    4.89%    4.88%      4.86%     4.84%   4.83%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.8450/64.8550 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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