March 8, 2016 / 4:42 AM / a year ago

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

Cash Spot        Cash Tom         Tom Next    
---------------------------------------------------------------
               Bid/Ask          Bid/Ask          Bid/Ask    
(in IST) 
 1000         02.00/03.00     01.00/01.50       01.00/01.50 
                 05.43%         05.43%             05.43%
                                (Mar 4)                
 1000         05.00/07.00     04.00/06.00       01.00/01.50 
                 05.42%         05.42%             05.42%
---------------------------------------------------------------
 TIME      MAR            APR            MAY            JUN    
---------------------------------------------------------------
 1000  29.00/30.00   73.00/75.00   112.50/114.50  149.00/151.00
 1100  28.75/30.75   74.00/76.00   113.75/115.75  150.25/152.25
 1200  29.00/30.00   74.25/75.75   114.00/116.00  150.50/152.50
 1300  29.25/31.25   74.75/76.75   114.50/116.50  151.50/153.50
 1400  29.50/30.75   76.00/78.00   116.00/118.00  153.50/155.50
 1500  29.00/31.00   75.50/77.50   115.75/117.75  153.00/155.00
 1600  29.50/30.75   75.50/77.50   115.50/117.50  153.00/155.00
 1715  28.50/30.50   75.25/77.25   115.50/117.50  153.00/155.00
                          (C1osing Mar 4)
 1715  29.50/31.50   74.00/76.00   113.75/115.75  150.00/152.00
----------------------------------------------------------------
 TIME      JUL            AUG            SEP            OCT
----------------------------------------------------------------
 1000 184.50/186.50  224.50/226.50  261.50/263.50  296.00/298.00
 1100 185.50/187.50  225.50/227.50  262.00/264.00  296.00/298.00
 1200 186.25/188.25  226.75/228.75  263.25/265.25  297.25/299.25
 1300 187.00/189.00  227.00/229.00  264.00/266.00  298.00/300.00
 1400 190.00/192.00  230.25/232.25  267.00/269.00  301.00/303.00
 1500 189.50/191.50  230.00/232.00  266.50/268.50  300.50/302.50
 1600 189.25/191.25  229.50/231.50  266.00/268.00  300.00/302.00
 1715 189.00/191.00  229.50/231.50  266.00/268.00  300.00/302.00
                          (C1osing Mar 4)
 1715 185.50/187.50  225.25/227.25  261.50/263.50  295.50/297.50
---------------------------------------------------------------
 TIME      NOV            DEC            JAN            FEB 
--------------------------------------------------------------- 
 1000 335.50/337.50  368.00/370.00  402.25/404.25  432.00/434.00
 1100 335.50/337.50  367.50/369.50  401.50/403.50  431.00/433.00
 1200 336.50/338.50  368.75/370.75  402.75/404.75  432.00/434.00
 1300 337.50/339.50  369.50/371.50  403.00/405.00  432.50/434.50
 1400 340.50/342.50  372.75/374.75  406.50/408.50  436.00/438.00
 1500 340.50/342.50  372.50/374.50  406.50/408.50  436.00/438.00
 1600 339.50/341.50  371.50/373.50  405.25/407.25  434.50/436.50
 1715 339.50/341.50  371.50/373.50  405.50/407.50  435.00/437.00
                          (C1osing Mar 4)
 1715 334.50/336.50  366.50/368.50  400.50/402.50  430.00/432.00
----------------------------------------------------------------
 TIME   1 MTH   2 MTH    3MTH       4 MTH     5 MTH   6 MTH    
----------------------------------------------------------------
 1000   7.86%   7.79%    7.41%      7.21%     7.09%   7.01%
 1100   7.95%   7.88%    7.48%      7.26%     7.12%   7.03%
 1200   7.92%   7.89%    7.49%      7.27%     7.16%   7.06%
 1300   8.04%   7.94%    7.52%      7.31%     7.17%   7.07%
 1400   8.11%   8.06%    7.63%      7.41%     7.28%   7.16%
 1500   8.06%   8.02%    7.60%      7.39%     7.26%   7.15%
 1600   8.08%   8.01%    7.60%      7.39%     7.25%   7.14%
 1715   8.00%   8.00%    7.60%      7.39%     7.25%   7.14%
                          (C1osing Mar 4)
 1715   7.81%   7.80%    7.43%      7.22%     7.10%   7.01%
---------------------------------------------------------------
 TIME   7 MTH   8 MTH    9 MTH     10 MTH    11 MTH   12MTH   
--------------------------------------------------------------- 
 1000   6.96%   6.92%    6.84%      6.75%     6.66%   6.59%
 1100   6.97%   6.92%    6.83%      6.74%     6.65%   6.58%
 1200   6.99%   6.94%    6.85%      6.76%     6.66%   6.59%
 1300   7.01%   6.95%    6.86%      6.76%     6.66%   6.59%
 1400   7.08%   7.02%    6.93%      6.82%     6.72%   6.64%
 1500   7.07%   7.01%    6.92%      6.82%     6.72%   6.64%
 1600   7.06%   7.00%    6.90%      6.80%     6.70%   6.62%
 1715   7.06%   7.00%    6.91%      6.80%     6.71%   6.63%
                          (C1osing Mar 4)
 1715   6.95%   6.90%    6.83%      6.72%     6.64%   6.56%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.3500/67.3600 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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