March 28, 2018 / 4:46 AM / 24 days ago

RPT-India fwd/annualised dlr premia-(close)-Mar 28

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         07.50/11.25     07.00/10.00      00.50/01.25
                06.02%          06.56%           02.81%
                              (Mar 27)            
1000         06.50/12.00     00.50/01.00      06.00/11.00
                05.23%          02.82%           05.63%
---------------------------------------------------------------
 TIME      APR            MAY          JUN           JUL
---------------------------------------------------------------
 1000  18.00/20.00    44.00/46.00    64.75/66.75  87.50/89.50
 1100  18.25/20.25    44.25/46.25    65.00/67.00  88.00/90.00
 1200  18.00/20.00    44.25/46.25    65.50/67.50  88.50/90.50
 1300  18.00/20.00    44.25/46.25    65.50/67.50  88.50/90.50
 1400  18.25/20.25    44.50/46.50    65.25/67.25  88.00/90.00
 1500  18.25/20.25    44.50/46.50    65.25/67.25  88.00/90.00
 1600  18.00/20.00    44.50/46.50    65.75/67.75  88.75/90.75
 1715  18.25/20.25    44.50/46.50    65.25/67.25  88.25/90.25
                         (Closing Mar 27)
 1715  18.75/20.75    44.75/46.75    65.50/67.50  88.75/90.75
----------------------------------------------------------------
 TIME      AUG            SEP          OCT        NOV
----------------------------------------------------------------
 1000 109.50/111.50  129.50/131.50 152.00/154.00 172.50/174.50
 1100 110.50/112.50  131.50/133.50 154.50/156.50 175.00/177.00
 1200 111.00/113.00  131.50/133.50 154.50/156.50 175.00/177.00
 1300 111.00/113.00  131.50/133.50 154.50/156.50 175.00/177.00
 1400 110.00/112.00  130.75/132.75 153.50/155.50 174.00/176.00
 1500 110.00/112.00  130.75/132.75 153.50/155.50 174.00/176.00
 1600 111.25/113.25  131.50/133.50 154.25/156.25 174.50/176.50
 1715 110.50/112.50  131.25/133.25 154.00/156.00 174.50/176.50
                         (Closing Mar 27)
 1715 111.00/113.00  131.25/133.25 154.00/156.00 174.50/176.50
----------------------------------------------------------------
 TIME      DEC            JAN          FEB         MAR
----------------------------------------------------------------
 1000  193.00/195.00 213.00/215.00 231.00/233.00  250.00/252.00
 1100  195.50/197.50 215.50/217.50 233.50/235.50  252.50/254.50
 1200  195.50/197.50 215.50/217.50 233.50/235.50  252.50/254.50
 1300  195.50/197.50 215.50/217.50 233.50/235.50  252.50/254.50
 1400  194.50/196.50 214.50/216.50 232.50/234.50  251.50/253.50
 1500  194.50/196.50 214.50/216.50 232.50/234.50  251.50/253.50
 1600  195.00/197.00 215.00/217.00 233.00/235.00  252.00/254.00
 1715  195.00/197.00 214.50/216.50 232.50/234.50  251.50/253.50
                         (Closing Mar 27)
 1715  195.00/197.00 215.00/217.00 233.00/235.00  252.00/254.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.56%    4.41%    4.28%      4.20%     4.16%   4.13%
 1100   4.60%    4.43%    4.29%      4.23%     4.20%   4.19%
 1200   4.57%    4.43%    4.32%      4.25%     4.22%   4.19%
 1300   4.56%    4.43%    4.32%      4.25%     4.22%   4.19%
 1400   4.61%    4.45%    4.30%      4.22%     4.18%   4.17%
 1500   4.61%    4.45%    4.30%      4.22%     4.18%   4.16%
 1600   4.56%    4.44%    4.32%      4.25%     4.21%   4.18%
 1715   4.60%    4.44%    4.30%      4.23%     4.19%   4.17%
                         (Closing Mar 27)
 1715   4.56%    4.40%    4.28%      4.23%     4.19%   4.17%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.09%    4.06%    4.02%      3.98%     3.95%   3.92%
 1100   4.15%    4.11%    4.06%      4.02%     3.99%   3.97%
 1200   4.15%    4.11%    4.06%      4.02%     3.98%   3.97%
 1300   4.15%    4.11%    4.06%      4.02%     3.98%   3.97%
 1400   4.12%    4.09%    4.04%      4.00%     3.97%   3.95%
 1500   4.12%    4.08%    4.04%      4.00%     3.96%   3.95%
 1600   4.13%    4.08%    4.04%      4.00%     3.96%   3.95%
 1715   4.13%    4.09%    4.04%      3.99%     3.96%   3.94%
                         (Closing Mar 27) 
 1715   4.12%    4.09%    4.04%      4.00%     3.97%   3.95%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.1700/65.1800 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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