March 26, 2018 / 4:38 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Mar 26

              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 23)            
1000         02.00/04.25     01.50/03.00      00.50/01.25
                02.80%          02.80%           02.80%
---------------------------------------------------------------
 TIME      APR            MAY          JUN           JUL
---------------------------------------------------------------
 1000  30.00/32.00    55.00/57.00    75.00/77.00  96.50/98.50
 1100  30.00/32.00    55.00/57.00    75.00/77.00  96.25/98.25
 1200  30.25/32.25    55.50/57.50    75.75/77.75  97.00/99.00
 1300  30.00/32.00    55.50/57.50    75.50/77.50  97.00/99.00
 1400  30.00/32.00    55.50/57.50    76.00/78.00  97.25/99.25
 1500  30.00/32.00    55.50/57.50    75.50/77.50  97.00/99.00
 1600  30.00/32.00    55.50/57.50    75.50/77.50  97.00/99.00
 1715  30.00/32.00    55.50/57.50    75.50/77.50  97.00/99.00
                         (Closing Mar 23)
 1715  29.75/31.75    54.75/56.75    74.75/76.75  95.75/97.75
----------------------------------------------------------------
 TIME      AUG            SEP          OCT        NOV
----------------------------------------------------------------
 1000 117.00/119.00  136.00/138.00 158.00/160.00 177.50/179.50
 1100 116.75/118.75  135.75/137.75 157.75/159.75 177.50/179.50
 1200 117.50/119.50  136.50/138.50 158.50/160.50 178.50/180.50
 1300 117.50/119.50  136.50/138.50 158.50/160.50 178.50/180.50
 1400 117.75/119.75  136.75/138.75 158.75/160.75 178.50/180.50
 1500 117.50/119.50  136.50/138.50 158.50/160.50 178.50/180.50
 1600 117.50/119.50  136.50/138.50 158.50/160.50 178.50/180.50
 1715 117.50/119.50  136.50/138.50 158.50/160.50 178.50/180.50
                         (Closing Mar 23)
 1715 116.00/118.00  134.50/136.50 156.00/158.00 175.50/177.50
----------------------------------------------------------------
 TIME      DEC            JAN          FEB         MAR
----------------------------------------------------------------
 1000  197.50/199.50 217.00/219.00 235.00/237.00  253.50/255.50
 1100  197.50/199.50 217.00/219.00 235.00/237.00  254.00/256.00
 1200  198.50/200.50 218.00/220.00 236.00/238.00  255.00/257.00
 1300  198.50/200.50 218.00/220.00 236.00/238.00  255.00/257.00
 1400  198.25/200.25 218.00/220.00 236.00/238.00  255.00/257.00
 1500  198.50/200.50 218.00/220.00 236.00/238.00  255.00/257.00
 1600  198.50/200.50 218.00/220.00 236.00/238.00  255.00/257.00
 1715  198.50/200.50 218.00/220.00 236.00/238.00  255.00/257.00
                         (Closing Mar 23)
 1715  195.00/197.00 214.00/216.00 232.00/234.00   00.50/01.00 
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   5.81%    4.92%    4.60%      4.39%     4.26%   4.19%
 1100   5.81%    4.92%    4.59%      4.37%     4.24%   4.18%
 1200   5.86%    4.96%    4.64%      4.41%     4.27%   4.20%
 1300   5.81%    4.97%    4.63%      4.41%     4.27%   4.20%
 1400   5.81%    4.97%    4.66%      4.42%     4.28%   4.21%
 1500   5.82%    4.97%    4.63%      4.41%     4.28%   4.21%
 1600   5.81%    4.97%    4.63%      4.41%     4.27%   4.20%
 1715   5.81%    4.97%    4.63%      4.41%     4.27%   4.20%
                         (Closing Mar 23)
 1715   5.57%    4.84%    4.54%      4.33%     4.20%   4.11%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.12%    4.07%    4.02%      3.97%     3.94%   3.91%
 1100   4.11%    4.06%    4.01%      3.97%     3.94%   3.92%
 1200   4.13%    4.09%    4.04%      3.99%     3.95%   3.93%
 1300   4.13%    4.09%    4.04%      3.99%     3.96%   3.93%
 1400   4.14%    4.09%    4.03%      3.99%     3.96%   3.94%
 1500   4.14%    4.09%    4.04%      3.99%     3.96%   3.94%
 1600   4.14%    4.09%    4.04%      3.99%     3.96%   3.94%
 1715   4.14%    4.09%    4.04%      3.99%     3.96%   3.94%
                         (Closing Mar 23) 
 1715   4.05%    4.00%    3.95%      3.90%     3.87%   3.85%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.8650/64.8750 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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