March 20, 2018 / 4:42 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Mar 20

              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
                02.80%          02.80%           02.80%
                              (Mar 19)            
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  05.00/06.00    34.50/36.50    60.25/62.25  81.00/83.00
 1100  05.00/06.00    34.50/36.50    60.25/62.25  81.00/83.00
 1200  05.00/06.00    34.75/36.75    60.50/62.50  81.00/83.00
 1300  05.00/06.00    34.75/36.75    60.50/62.50  81.00/83.00
 1400  05.00/06.00    34.50/36.50    60.00/62.00  80.50/82.50
 1500  04.75/06.25    34.50/36.50    60.25/62.25  81.00/83.00
 1600  04.75/06.25    34.50/36.50    60.25/62.25  81.00/83.00
 1715  05.00/06.00    34.50/36.50    60.00/62.00  80.50/82.50
                         (Closing Mar 19)
 1715  05.75/06.75    35.00/37.00    61.00/63.00  81.50/83.50
----------------------------------------------------------------
 TIME      JUL           AUG            SEP          OCT 
----------------------------------------------------------------
 1000 102.50/104.50  123.50/125.50 143.00/145.00 165.50/167.50
 1100 102.75/104.75  124.00/126.00 143.50/145.50 165.50/167.50
 1200 103.00/105.00  124.00/126.00 143.25/145.25 165.50/167.50
 1300 103.00/105.00  124.00/126.00 143.25/145.25 165.50/167.50
 1400 102.00/104.00  122.75/124.75 141.75/143.75 163.75/165.75
 1500 102.75/104.75  123.50/125.50 142.50/144.50 164.25/166.25
 1600 102.75/104.75  123.50/125.50 142.50/144.50 164.25/166.25
 1715 102.00/104.00  122.50/124.50 141.50/143.50 163.50/165.50
                         (Closing Mar 19)
 1715 103.00/105.00  124.00/126.00 143.50/145.50 166.00/168.00
----------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000  185.50/187.50 205.50/207.50 225.00/227.00  243.00/245.00
 1100  185.50/187.50 205.50/207.50 225.00/227.00  243.00/245.00
 1200  185.50/187.50 205.50/207.50 225.00/227.00  243.00/245.00
 1300  185.50/187.50 205.50/207.50 225.00/227.00  243.00/245.00
 1400  183.50/185.50 203.50/205.50 223.00/225.00  241.00/243.00
 1500  183.75/185.75 203.50/205.50 223.00/225.00  241.00/243.00
 1600  183.75/185.75 203.50/205.50 223.00/225.00  241.00/243.00
 1715  183.25/185.25 203.00/205.00 222.00/224.00  240.00/242.00
                         (Closing Mar 19)
 1715  186.00/188.00 206.00/208.00 225.50/227.50  243.50/245.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.51%    4.99%    4.68%      4.46%     4.33%   4.25%
 1100   5.51%    4.99%    4.68%      4.47%     4.34%   4.26%
 1200   5.55%    5.02%    4.69%      4.48%     4.35%   4.26%
 1300   5.55%    5.02%    4.69%      4.48%     4.35%   4.26%
 1400   5.51%    4.98%    4.66%      4.44%     4.30%   4.22%
 1500   5.51%    5.00%    4.69%      4.47%     4.33%   4.24%
 1600   5.51%    4.99%    4.68%      4.47%     4.33%   4.24%
 1715   5.51%    4.98%    4.66%      4.44%     4.30%   4.21%
                         (Closing Mar 19)
 1715   5.44%    4.99%    4.68%      4.45%     4.33%   4.25%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.19%    4.13%    4.08%      4.03%     3.99%   3.97%
 1100   4.20%    4.13%    4.08%      4.03%     3.99%   3.96%
 1200   4.20%    4.13%    4.08%      4.03%     3.99%   3.97%
 1300   4.20%    4.13%    4.08%      4.03%     3.99%   3.97%
 1400   4.15%    4.09%    4.04%      4.00%     3.96%   3.94%
 1500   4.17%    4.10%    4.04%      3.99%     3.96%   3.94%
 1600   4.17%    4.09%    4.04%      3.99%     3.95%   3.93%
 1715   4.15%    4.08%    4.03%      3.98%     3.94%   3.92%
                         (Closing Mar 19) 
 1715   4.19%    4.13%    4.08%      4.03%     3.99%   3.96%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.1900/65.2000 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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