March 23, 2018 / 4:47 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Mar 23

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/04.25     01.50/03.00      00.50/01.25
                02.80%          02.80%           02.80%
                              (Mar 22)            
1000         02.00/04.25     00.50/01.25      01.50/03.00
                02.80%          02.80%           02.80%
---------------------------------------------------------------
 TIME      MAR           APR            MAY          JUN  
---------------------------------------------------------------
 1000  00.25/01.25    29.50/31.50    54.25/56.25  74.00/76.00
 1100  00.25/01.25    29.50/31.50    54.50/56.50  74.50/76.50
 1200  00.25/01.75    29.50/31.50    54.75/56.75  75.00/77.00
 1300  00.25/01.25    29.50/31.50    54.50/56.50  74.50/76.50
 1400  00.25/01.25    29.50/31.50    54.50/56.50  74.50/76.50
 1500  00.25/01.25    29.50/31.50    54.75/56.75  75.00/77.00
 1600  00.25/01.25    29.50/31.50    54.50/56.50  74.50/76.50
 1715  00.50/01.00    29.75/31.75    54.75/56.75  74.75/76.75
                         (Closing Mar 22)
 1715  01.00/02.00    30.00/32.00    55.00/57.00  75.00/77.00
----------------------------------------------------------------
 TIME      JUL           AUG            SEP          OCT 
----------------------------------------------------------------
 1000  94.50/96.50   114.50/116.50 132.75/134.75 154.00/156.00
 1100  95.00/97.00   115.00/117.00 133.50/135.50 154.50/156.50
 1200  95.50/97.50   115.50/117.50 133.75/135.75 154.75/156.75
 1300  95.25/97.25   115.50/117.50 134.00/136.00 155.50/157.50
 1400  95.00/97.00   115.00/117.00 133.50/135.50 154.50/156.50
 1500  95.75/97.75   116.00/118.00 134.25/136.25 155.25/157.25
 1600  95.25/97.25   115.50/117.50 134.00/136.00 155.50/157.50
 1715  95.75/97.75   116.00/118.00 134.50/136.50 156.00/158.00
                         (Closing Mar 22)
 1715  95.50/97.50   115.50/117.50 133.75/135.75 155.00/157.00
----------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000  173.00/175.00 192.50/194.50 211.50/213.50  229.00/231.00
 1100  174.00/176.00 193.50/195.50 212.25/214.25  229.50/231.50
 1200  173.75/175.75 193.00/195.00 212.00/214.00  229.50/231.50
 1300  175.00/177.00 194.50/196.50 213.50/215.50  231.00/233.00
 1400  174.00/176.00 193.50/195.50 212.25/214.25  229.50/231.50
 1500  174.50/176.50 193.75/195.75 212.50/214.50  230.00/232.00
 1600  175.00/177.00 194.50/196.50 213.50/215.50  231.00/233.00
 1715  175.50/177.50 195.00/197.00 214.00/216.00  232.00/234.00
                         (Closing Mar 22)
 1715  174.50/176.50 194.00/196.00 213.00/215.00  230.50/232.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.51%    4.78%    4.48%      4.27%     4.13%   4.05%
 1100   5.51%    4.80%    4.51%      4.29%     4.15%   4.07%
 1200   5.51%    4.83%    4.54%      4.32%     4.17%   4.08%
 1300   5.52%    4.81%    4.52%      4.30%     4.17%   4.09%
 1400   5.52%    4.81%    4.52%      4.30%     4.16%   4.08%
 1500   5.52%    4.83%    4.55%      4.33%     4.20%   4.11%
 1600   5.52%    4.81%    4.52%      4.31%     4.18%   4.10%
 1715   5.57%    4.84%    4.54%      4.33%     4.20%   4.11%
                         (Closing Mar 22)
 1715   5.43%    4.78%    4.51%      4.29%     4.15%   4.07%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.99%    3.93%    3.89%      3.84%     3.81%   3.79%
 1100   4.00%    3.96%    3.91%      3.86%     3.82%   3.80%
 1200   4.01%    3.95%    3.90%      3.85%     3.82%   3.80%
 1300   4.03%    3.98%    3.93%      3.88%     3.85%   3.83%
 1400   4.01%    3.96%    3.92%      3.86%     3.83%   3.81%
 1500   4.03%    3.98%    3.92%      3.87%     3.84%   3.82%
 1600   4.03%    3.99%    3.94%      3.89%     3.85%   3.83%
 1715   4.05%    4.00%    3.95%      3.90%     3.87%   3.85%
                         (Closing Mar 22) 
 1715   4.00%    3.96%    3.91%      3.86%     3.83%   3.82%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.0050/65.0150 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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