March 1, 2018 / 4:45 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 1

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         03.00/05.25     02.50/04.00      00.50/01.25
                03.36%          03.50%           02.80%
                              (Feb 28)            
1000         03.00/05.25     00.50/01.25      02.50/04.00
                03.36%          02.80%           03.50%
---------------------------------------------------------------
 TIME      MAR           APR            MAY          JUN  
---------------------------------------------------------------
 1000  16.00/18.00    40.00/42.00    63.00/65.00  82.00/84.00
 1100  16.50/18.50    41.00/43.00    64.50/66.50  84.00/86.00
 1200  16.50/18.50    40.25/42.25    63.25/65.25  83.00/85.00
 1300  16.50/18.50    40.50/42.50    63.75/65.75  83.25/85.25
 1400  16.50/18.50    41.00/43.00    64.00/66.00  83.50/85.50
 1500  16.50/18.50    42.00/44.00    65.50/67.50  85.00/87.00
 1600  16.50/18.50    42.00/44.00    65.50/67.50  85.50/87.50
 1715  16.50/18.50    42.00/44.00    65.25/67.25  84.50/86.50
                         (Closing Feb 28)
 1715  16.50/18.50    39.50/41.50    62.00/64.00  81.00/83.00
----------------------------------------------------------------
 TIME      JUL           AUG            SEP          OCT 
----------------------------------------------------------------
 1000 103.00/105.00  123.50/125.50 142.00/144.00 164.00/166.00
 1100 104.75/106.75  125.00/127.00 143.50/145.50 165.50/167.50
 1200 103.75/105.75  123.75/125.75 142.00/144.00 163.25/165.25
 1300 104.00/106.00  124.25/126.25 142.50/144.50 163.50/165.50
 1400 104.00/106.00  124.00/126.00 142.50/144.50 164.50/166.50
 1500 105.50/107.50  125.50/127.50 144.50/146.50 166.50/168.50
 1600 106.25/108.25  126.25/128.25 144.75/146.75 166.25/168.25
 1715 105.00/107.00  125.00/127.00 143.50/145.50 165.00/167.00
                         (Closing Feb 28)
 1715 101.50/103.50  121.50/123.50 139.50/141.50 161.00/163.00
----------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000  183.50/185.50 203.50/205.50 223.00/225.00  241.50/243.50
 1100  185.00/187.00 205.00/207.00 225.00/227.00  243.50/245.50
 1200  182.50/184.50 202.50/204.50 222.50/224.50  241.00/243.00
 1300  182.50/184.50 202.50/204.50 222.50/224.50  241.00/243.00
 1400  184.00/186.00 204.00/206.00 224.00/226.00  242.00/244.00
 1500  186.00/188.00 205.50/207.50 225.50/227.50  244.00/246.00
 1600  185.50/187.50 205.50/207.50 225.50/227.50  244.00/246.00
 1715  184.50/186.50 204.50/206.50 224.00/226.00  242.50/244.50
                         (Closing Feb 28)
 1715  180.50/182.50 200.00/202.00 219.50/221.50  237.50/239.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.37%    4.32%    4.14%      4.02%     3.95%   3.91%
 1100   4.49%    4.42%    4.24%      4.11%     4.02%   3.96%
 1200   4.45%    4.33%    4.16%      4.06%     3.97%   3.91%
 1300   4.46%    4.36%    4.19%      4.07%     3.99%   3.93%
 1400   4.49%    4.40%    4.20%      4.08%     3.98%   3.92%
 1500   4.54%    4.51%    4.29%      4.15%     4.04%   3.97%
 1600   4.54%    4.51%    4.30%      4.18%     4.06%   3.99%
 1715   4.54%    4.50%    4.28%      4.13%     4.02%   3.96%
                         (Closing Feb 28)
 1715   4.27%    4.19%    4.03%      3.94%     3.87%   3.83%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.88%    3.86%    3.84%      3.81%     3.79%   3.79%
 1100   3.92%    3.90%    3.87%      3.84%     3.82%   3.82%
 1200   3.87%    3.84%    3.81%      3.79%     3.78%   3.77%
 1300   3.88%    3.85%    3.81%      3.79%     3.78%   3.78%
 1400   3.89%    3.87%    3.85%      3.82%     3.80%   3.79%
 1500   3.94%    3.92%    3.88%      3.85%     3.83%   3.82%
 1600   3.94%    3.91%    3.87%      3.85%     3.83%   3.82%
 1715   3.91%    3.88%    3.86%      3.83%     3.80%   3.80%
                         (Closing Feb 28) 
 1715   3.80%    3.78%    3.76%      3.73%     3.72%   3.71%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.1700/65.1800 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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