March 19, 2018 / 4:40 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Mar 19

              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 16)            
1000         02.00/04.25     01.50/03.00      00.50/01.25
                02.81%          02.81%           02.81%
---------------------------------------------------------------
 TIME      MAR           APR            MAY          JUN  
---------------------------------------------------------------
 1000  05.50/06.50    34.00/36.00    60.00/62.00  80.50/82.50
 1100  05.50/07.00    34.50/36.50    60.50/62.50  81.50/83.50
 1200  05.50/07.00    34.25/36.25    60.25/62.25  81.25/83.25
 1300  05.50/06.50    34.50/36.50    60.25/62.25  81.00/83.00
 1400  05.50/07.00    34.50/36.50    60.25/62.25  81.25/83.25
 1500  05.50/07.00    34.75/36.75    60.75/62.75  81.75/83.75
 1600  05.50/07.00    34.75/36.75    61.00/63.00  82.00/84.00
 1715  05.75/06.75    35.00/37.00    61.00/63.00  81.50/83.50
                         (Closing Mar 16)
 1715  06.50/07.25    34.75/36.75    60.50/62.50  81.00/83.00
----------------------------------------------------------------
 TIME      JUL           AUG            SEP          OCT 
----------------------------------------------------------------
 1000 102.00/104.00  123.00/125.00 142.50/144.50 165.00/167.00
 1100 103.25/105.25  124.50/126.50 144.00/146.00 166.50/168.50
 1200 103.00/105.00  124.25/126.25 143.75/145.75 166.25/168.25
 1300 102.50/104.50  123.25/125.25 142.75/144.75 165.25/167.25
 1400 102.75/104.75  123.50/125.50 142.75/144.75 165.00/167.00
 1500 103.75/105.75  124.75/126.75 144.00/146.00 166.00/168.00
 1600 103.75/105.75  124.75/126.75 144.00/146.00 166.25/168.25
 1715 103.00/105.00  124.00/126.00 143.50/145.50 166.00/168.00
                         (Closing Mar 16)
 1715 102.50/104.50  123.50/125.50 143.00/145.00 165.50/167.50
----------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000  185.00/187.00 205.00/207.00 224.75/226.75  243.00/245.00
 1100  186.50/188.50 206.50/208.50 226.50/228.50  244.50/246.50
 1200  186.25/188.25 206.25/208.25 226.00/228.00  244.50/246.50
 1300  185.25/187.25 205.25/207.25 224.75/226.75  243.00/245.00
 1400  185.00/187.00 205.00/207.00 224.75/226.75  243.00/245.00
 1500  186.00/188.00 206.00/208.00 225.75/227.75  244.00/246.00
 1600  186.25/188.25 206.25/208.25 226.00/228.00  244.00/246.00
 1715  186.00/188.00 206.00/208.00 225.50/227.50  243.50/245.50
                         (Closing Mar 16)
 1715  185.50/187.50 205.50/207.50 225.00/227.00  243.00/245.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.30%    4.91%    4.63%      4.42%     4.30%   4.23%
 1100   5.38%    4.96%    4.68%      4.47%     4.35%   4.27%
 1200   5.34%    4.93%    4.66%      4.46%     4.34%   4.27%
 1300   5.36%    4.93%    4.65%      4.44%     4.31%   4.23%
 1400   5.37%    4.93%    4.66%      4.45%     4.32%   4.23%
 1500   5.41%    4.97%    4.69%      4.49%     4.36%   4.27%
 1600   5.41%    4.99%    4.71%      4.49%     4.36%   4.27%
 1715   5.44%    4.99%    4.68%      4.45%     4.33%   4.25%
                         (Closing Mar 16)
 1715   5.26%    4.89%    4.62%      4.43%     4.30%   4.23%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.17%    4.12%    4.07%      4.02%     3.99%   3.97%
 1100   4.21%    4.15%    4.10%      4.05%     4.01%   3.99%
 1200   4.21%    4.14%    4.10%      4.05%     4.01%   3.99%
 1300   4.18%    4.12%    4.07%      4.02%     3.98%   3.96%
 1400   4.17%    4.11%    4.07%      4.02%     3.98%   3.96%
 1500   4.20%    4.14%    4.09%      4.04%     4.00%   3.98%
 1600   4.21%    4.14%    4.10%      4.04%     4.00%   3.98%
 1715   4.19%    4.13%    4.08%      4.03%     3.99%   3.96%
                         (Closing Mar 16) 
 1715   4.17%    4.13%    4.08%      4.02%     3.98%   3.96%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.1675/65.1775 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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