March 22, 2018 / 4:40 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Mar 22

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/04.25     00.50/01.25      01.50/03.00
                02.80%          02.80%           02.80%
                              (Mar 21)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.80%          02.80%           02.80%
---------------------------------------------------------------
 TIME      MAR           APR            MAY          JUN  
---------------------------------------------------------------
 1000  01.00/02.00    30.50/32.50    56.00/58.00  76.00/78.00
 1100  01.00/02.00    30.50/32.50    56.00/58.00  76.00/78.00
 1200  01.00/02.00    30.25/32.25    55.50/57.50  76.00/78.00
 1300  01.00/02.00    30.50/32.50    55.75/57.75  76.00/78.00
 1400  01.00/02.00    30.50/32.50    55.75/57.75  76.00/78.00
 1500  01.00/02.50    30.00/32.00    55.50/57.50  75.75/77.75
 1600  01.00/02.00    29.50/31.50    54.25/56.25  74.00/76.00
 1715  01.00/02.00    30.00/32.00    55.00/57.00  75.00/77.00
                         (Closing Mar 21)
 1715  04.00/05.00    33.50/35.50    59.00/61.00  79.00/81.00
----------------------------------------------------------------
 TIME      JUL           AUG            SEP          OCT 
----------------------------------------------------------------
 1000  97.25/99.25   117.75/119.75 136.50/138.50 158.00/160.00
 1100  97.00/99.00   117.50/119.50 136.00/138.00 157.50/159.50
 1200  97.00/99.00   117.50/119.50 136.25/138.25 158.00/160.00
 1300  97.25/99.25   118.00/120.00 136.75/138.75 158.50/160.50
 1400  97.25/99.25   117.75/119.75 136.50/138.50 158.00/160.00
 1500  97.25/99.25   117.75/119.75 136.25/138.25 157.50/159.50
 1600  94.50/96.50   114.50/116.50 132.50/134.50 153.50/155.50
 1715  95.50/97.50   115.50/117.50 133.75/135.75 155.00/157.00
                         (Closing Mar 21)
 1715 100.00/102.00  120.50/122.50 139.25/141.25 161.00/163.00
----------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000  177.50/179.50 197.00/199.00 216.00/218.00  234.00/236.00
 1100  177.00/179.00 196.50/198.50 215.50/217.50  233.50/235.50
 1200  177.50/179.50 197.00/199.00 216.00/218.00  234.00/236.00
 1300  178.00/180.00 197.50/199.50 216.50/218.50  234.50/236.50
 1400  177.50/179.50 197.00/199.00 216.00/218.00  234.00/236.00
 1500  176.75/178.75 196.25/198.25 215.50/217.50  233.25/235.25
 1600  172.50/174.50 192.00/194.00 211.00/213.00  228.50/230.50
 1715  174.50/176.50 194.00/196.00 213.00/215.00  230.50/232.50
                         (Closing Mar 21)
 1715  180.50/182.50 200.00/202.00 219.00/221.00  237.00/239.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.52%    4.86%    4.57%      4.36%     4.23%   4.15%
 1100   5.52%    4.86%    4.57%      4.35%     4.22%   4.13%
 1200   5.47%    4.82%    4.56%      4.35%     4.22%   4.14%
 1300   5.52%    4.85%    4.57%      4.37%     4.24%   4.16%
 1400   5.52%    4.84%    4.57%      4.37%     4.23%   4.15%
 1500   5.43%    4.82%    4.55%      4.36%     4.23%   4.14%
 1600   5.34%    4.71%    4.45%      4.24%     4.11%   4.03%
 1715   5.43%    4.78%    4.51%      4.29%     4.15%   4.07%
                         (Closing Mar 21)
 1715   5.51%    4.95%    4.60%      4.39%     4.25%   4.16%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.08%    4.03%    3.97%      3.92%     3.89%   3.87%
 1100   4.07%    4.01%    3.96%      3.91%     3.88%   3.86%
 1200   4.08%    4.03%    3.97%      3.92%     3.89%   3.87%
 1300   4.10%    4.04%    3.99%      3.93%     3.90%   3.88%
 1400   4.08%    4.03%    3.98%      3.92%     3.89%   3.87%
 1500   4.07%    4.01%    3.96%      3.91%     3.88%   3.86%
 1600   3.96%    3.91%    3.87%      3.82%     3.80%   3.79%
 1715   4.00%    3.96%    3.91%      3.86%     3.83%   3.82%
                         (Closing Mar 21) 
 1715   4.10%    4.04%    3.99%      3.93%     3.90%   3.88%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.1000/65.1100 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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