March 12, 2018 / 4:48 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 12

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.81%          02.81%           02.81%
                              (Mar 9)            
1000         02.00/04.25     01.50/03.00      00.50/01.25
                02.80%          02.80%           02.80%
---------------------------------------------------------------
 TIME      MAR           APR            MAY          JUN  
---------------------------------------------------------------
 1000  11.00/12.50    38.50/40.50    63.00/65.00  83.00/85.00
 1100  11.00/13.00    38.75/40.75    63.50/65.50  83.50/85.50
 1200  11.00/12.50    39.00/41.00    63.50/65.50  83.50/85.50
 1300  11.00/12.50    38.75/40.75    63.25/65.25  83.25/85.25
 1400  11.00/13.00    38.75/40.75    63.25/65.25  83.25/85.25
 1500  11.00/12.50    38.50/40.50    63.00/65.00  83.00/85.00
 1600  11.00/12.50    38.50/40.50    62.75/64.75  82.75/84.75
 1715  11.00/12.50    38.75/40.75    62.75/64.75  82.75/84.75
                         (Closing Mar 9)
 1715  12.00/13.00    39.50/41.50    64.00/66.00  84.00/86.00
----------------------------------------------------------------
 TIME      JUL           AUG            SEP          OCT 
----------------------------------------------------------------
 1000 104.25/106.25  125.00/127.00 144.00/146.00 166.50/168.50
 1100 104.75/106.75  125.25/127.25 144.25/146.25 166.75/168.75
 1200 104.75/106.75  125.25/127.25 144.25/146.25 166.75/168.75
 1300 104.50/106.50  125.00/127.00 144.00/146.00 166.50/168.50
 1400 104.50/106.50  125.00/127.00 143.75/145.75 166.00/168.00
 1500 104.00/106.00  124.50/126.50 143.25/145.25 165.50/167.50
 1600 103.75/105.75  124.00/126.00 142.75/144.75 165.00/167.00
 1715 103.75/105.75  124.00/126.00 142.50/144.50 164.50/166.50
                         (Closing Mar 9)
 1715 105.00/107.00  125.50/127.50 144.25/146.25 166.50/168.50
----------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000  186.50/188.50 207.00/209.00 227.50/229.50  246.00/248.00
 1100  186.75/188.75 207.25/209.25 227.50/229.50  246.00/248.00
 1200  187.00/189.00 207.50/209.50 228.00/230.00  246.50/248.50
 1300  186.50/188.50 207.00/209.00 227.50/229.50  246.00/248.00
 1400  186.00/188.00 206.25/208.25 226.50/228.50  245.00/247.00
 1500  185.50/187.50 206.00/208.00 226.00/228.00  244.50/246.50
 1600  185.00/187.00 205.50/207.50 225.50/227.50  244.00/246.00
 1715  184.50/186.50 205.00/207.00 225.00/227.00  243.50/245.50
                         (Closing Mar 9)
 1715  186.50/188.50 207.00/209.00 227.50/229.50  246.00/248.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.99%    4.76%    4.50%      4.31%     4.21%   4.13%
 1100   5.03%    4.80%    4.53%      4.34%     4.22%   4.14%
 1200   5.04%    4.81%    4.53%      4.34%     4.22%   4.14%
 1300   5.02%    4.79%    4.51%      4.33%     4.21%   4.14%
 1400   5.03%    4.79%    4.51%      4.33%     4.21%   4.13%
 1500   4.99%    4.77%    4.50%      4.31%     4.19%   4.12%
 1600   4.99%    4.75%    4.48%      4.30%     4.18%   4.10%
 1715   5.01%    4.76%    4.48%      4.30%     4.18%   4.09%
                         (Closing Mar 9)
 1715   4.96%    4.77%    4.50%      4.32%     4.19%   4.11%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.09%    4.05%    4.02%      3.99%     3.96%   3.95%
 1100   4.10%    4.06%    4.02%      3.99%     3.96%   3.95%
 1200   4.10%    4.06%    4.03%      4.00%     3.97%   3.96%
 1300   4.09%    4.05%    4.02%      3.99%     3.96%   3.95%
 1400   4.08%    4.04%    4.00%      3.97%     3.94%   3.93%
 1500   4.07%    4.03%    4.00%      3.97%     3.94%   3.93%
 1600   4.05%    4.02%    3.99%      3.95%     3.93%   3.92%
 1715   4.04%    4.00%    3.97%      3.94%     3.92%   3.91%
                         (Closing Mar 9) 
 1715   4.06%    4.03%    3.99%      3.96%     3.94%   3.92%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.0350/65.0450 rupees)
           
  Note: Figures in brackets indicate negative values.
    
    Premiums have been iven 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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