March 27, 2018 / 4:51 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 27

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         06.50/12.00     00.50/01.00      06.00/11.00
                05.23%          02.82%           05.63%
                              (Mar 26)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.81%          02.81%           02.81%
---------------------------------------------------------------
 TIME      APR            MAY          JUN           JUL
---------------------------------------------------------------
 1000  18.75/20.75    44.25/46.25    64.75/66.75  86.00/88.00
 1100  18.75/20.75    44.25/46.25    64.75/66.75  86.00/88.00
 1200  19.00/21.00    44.75/46.75    65.50/67.50  87.00/89.00
 1300  18.75/20.75    44.50/46.50    65.25/67.25  86.75/88.75
 1400  18.75/20.75    44.75/46.75    65.75/67.75  87.50/89.50
 1500  18.75/20.75    44.75/46.75    66.00/68.00  88.50/90.50
 1600  18.75/20.75    44.75/46.75    66.50/68.50  89.50/91.50
 1715  18.75/20.75    44.75/46.75    65.50/67.50  88.75/90.75
                         (Closing Mar 26)
 1715  30.00/32.00    55.50/57.50    75.50/77.50  97.00/99.00
----------------------------------------------------------------
 TIME      AUG            SEP          OCT        NOV
----------------------------------------------------------------
 1000 106.50/108.50  125.50/127.50 147.50/149.50 167.50/169.50
 1100 106.50/108.50  125.50/127.50 147.50/149.50 167.50/169.50
 1200 107.50/109.50  126.25/128.25 148.50/150.25 168.25/170.25
 1300 107.75/109.75  127.00/129.00 149.50/151.50 169.50/171.50
 1400 108.50/110.50  128.00/130.00 150.50/152.50 170.50/172.50
 1500 110.00/112.00  129.50/131.50 152.00/154.00 172.50/174.50
 1600 112.50/114.50  133.00/135.00 155.50/157.50 175.50/177.50
 1715 111.00/113.00  131.25/133.25 154.00/156.00 174.50/176.50
                         (Closing Mar 26)
 1715 117.50/119.50  136.50/138.50 158.50/160.50 178.50/180.50
----------------------------------------------------------------
 TIME      DEC            JAN          FEB         MAR
----------------------------------------------------------------
 1000  187.50/189.50 207.00/209.00 225.00/227.00  244.00/246.00
 1100  187.50/189.50 207.00/209.00 225.00/227.00  244.00/246.00
 1200  188.25/190.25 207.75/209.75 225.75/227.75  244.50/246.50
 1300  189.50/191.50 209.00/211.00 226.75/228.75  245.50/247.50
 1400  190.50/192.50 210.00/212.00 228.00/230.00  247.00/249.00
 1500  193.50/195.50 213.50/215.50 231.50/233.50  250.50/252.50
 1600  196.00/198.00 216.00/218.00 234.00/236.00  253.00/255.00
 1715  195.00/197.00 215.00/217.00 233.00/235.00  252.00/254.00
                         (Closing Mar 26)
 1715  198.50/200.50 218.00/220.00 236.00/238.00  255.00/257.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.55%    4.37%    4.24%      4.11%     4.03%   4.00%
 1100   4.55%    4.37%    4.23%      4.11%     4.03%   4.00%
 1200   4.61%    4.42%    4.28%      4.15%     4.07%   4.02%
 1300   4.56%    4.39%    4.27%      4.14%     4.08%   4.04%
 1400   4.57%    4.42%    4.30%      4.18%     4.10%   4.07%
 1500   4.57%    4.42%    4.32%      4.22%     4.16%   4.12%
 1600   4.56%    4.42%    4.35%      4.27%     4.25%   4.22%
 1715   4.56%    4.40%    4.28%      4.23%     4.19%   4.17%
                         (Closing Mar 26)
 1715   5.81%    4.97%    4.63%      4.41%     4.27%   4.20%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.96%    3.94%    3.90%      3.86%     3.84%   3.84%
 1100   3.96%    3.93%    3.90%      3.86%     3.84%   3.84%
 1200   3.98%    3.95%    3.91%      3.88%     3.86%   3.85%
 1300   4.01%    3.98%    3.94%      3.90%     3.87%   3.86%
 1400   4.03%    4.00%    3.96%      3.92%     3.89%   3.88%
 1500   4.08%    4.05%    4.02%      3.98%     3.95%   3.94%
 1600   4.16%    4.11%    4.07%      4.02%     3.99%   3.97%
 1715   4.12%    4.09%    4.04%      4.00%     3.97%   3.95%
                         (Closing Mar 26) 
 1715   4.14%    4.09%    4.04%      3.99%     3.96%   3.94%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.9750/64.9850 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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