March 14, 2018 / 4:41 AM / 9 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 14

              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 13)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.81%          02.81%           02.81%
---------------------------------------------------------------
 TIME      MAR           APR            MAY          JUN  
---------------------------------------------------------------
 1000  08.50/10.50    35.50/37.50    59.50/61.50  78.50/80.50
 1100  09.00/10.00    36.00/38.00    60.00/62.00  79.00/81.00
 1200  09.00/11.00    35.75/37.75    60.00/62.00  79.50/81.50
 1300  09.00/11.00    36.00/38.00    60.50/62.50  80.00/82.00
 1400  09.25/10.25    36.00/38.00    60.25/62.25  79.50/81.50
 1500  09.25/10.25    36.25/38.25    60.50/62.50  79.75/81.75
 1600  09.25/10.25    36.25/38.25    60.50/62.50  79.75/81.75
 1715  09.25/10.25    36.50/38.50    60.75/62.75  80.00/82.00
                         (Closing Mar 13)
 1715  10.00/11.50    37.50/39.50    62.00/64.00  81.75/83.75
----------------------------------------------------------------
 TIME      JUL           AUG            SEP          OCT 
----------------------------------------------------------------
 1000  99.00/101.00  119.00/121.00 137.00/139.00 158.00/160.00
 1100  99.50/101.50  119.50/121.50 138.00/140.00 159.50/161.50
 1200 100.50/102.50  120.50/122.50 139.00/141.00 160.50/162.50
 1300 101.00/103.00  121.00/123.00 139.50/141.50 161.00/163.00
 1400 100.00/102.00  120.00/122.00 138.50/140.50 160.00/162.00
 1500 100.50/102.50  120.50/122.50 139.00/141.00 160.50/162.50
 1600 100.50/102.50  120.50/122.50 139.00/141.00 160.50/162.50
 1715 100.75/102.75  121.00/123.00 139.50/141.50 161.00/163.00
                         (Closing Mar 13)
 1715 102.50/104.50  122.50/124.50 141.25/143.25 163.00/165.00
----------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000  177.50/179.50 197.50/199.50 217.00/219.00  235.00/237.00
 1100  179.00/181.00 199.00/201.00 218.75/220.75  237.00/239.00
 1200  180.00/182.00 200.00/202.00 219.50/221.50  238.00/240.00
 1300  180.50/182.50 200.50/202.50 220.00/222.00  238.50/240.50
 1400  179.50/181.50 199.50/201.50 219.00/221.00  237.00/239.00
 1500  180.00/182.00 200.00/202.00 219.50/221.50  238.00/240.00
 1600  180.25/182.25 200.25/202.25 220.00/222.00  238.50/240.50
 1715  180.75/182.75 200.75/202.75 220.50/222.50  239.00/241.00
                         (Closing Mar 13)
 1715  183.00/185.00 203.00/205.00 222.75/224.75  241.00/243.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.82%    4.59%    4.32%      4.16%     4.05%   3.97%
 1100   4.88%    4.64%    4.35%      4.18%     4.07%   4.00%
 1200   4.88%    4.63%    4.37%      4.22%     4.10%   4.03%
 1300   4.91%    4.67%    4.40%      4.24%     4.13%   4.05%
 1400   4.90%    4.66%    4.38%      4.21%     4.09%   4.02%
 1500   4.93%    4.68%    4.39%      4.23%     4.11%   4.03%
 1600   4.93%    4.69%    4.40%      4.23%     4.11%   4.04%
 1715   4.96%    4.71%    4.41%      4.25%     4.13%   4.05%
                         (Closing Mar 13)
 1715   4.98%    4.75%    4.48%      4.29%     4.16%   4.08%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.92%    3.88%    3.85%      3.83%     3.80%   3.79%
 1100   3.96%    3.92%    3.89%      3.86%     3.83%   3.82%
 1200   3.98%    3.94%    3.91%      3.87%     3.85%   3.84%
 1300   4.00%    3.95%    3.92%      3.88%     3.86%   3.85%
 1400   3.97%    3.93%    3.90%      3.87%     3.84%   3.83%
 1500   3.99%    3.95%    3.91%      3.88%     3.85%   3.84%
 1600   3.99%    3.95%    3.92%      3.89%     3.87%   3.85%
 1715   4.01%    3.97%    3.93%      3.90%     3.88%   3.86%
                         (Closing Mar 13) 
 1715   4.03%    3.99%    3.96%      3.93%     3.90%   3.89%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.8200/64.8300 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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