March 5, 2018 / 4:38 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 5

              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 1)            
1000         03.00/05.25     02.50/04.00      00.50/01.25
                03.36%          03.50%           02.80%
---------------------------------------------------------------
 TIME      MAR           APR            MAY          JUN  
---------------------------------------------------------------
 1000  15.50/17.50    41.50/43.50    65.00/67.00  84.25/86.25
 1100  16.25/18.25    41.75/43.75    65.25/67.25  84.50/86.50
 1200  16.25/18.25    42.00/44.00    65.50/67.50  85.00/87.00
 1300  16.25/18.25    41.75/43.75    65.25/67.25  85.00/87.00
 1400  16.25/18.25    42.00/44.00    65.50/67.50  85.00/87.00
 1500  16.25/18.25    41.75/43.75    65.50/67.50  85.50/87.50
 1600  16.50/18.50    42.00/44.00    65.50/67.50  85.50/87.50
 1715  16.50/18.00    42.00/44.00    65.50/67.50  85.00/87.00
                         (Closing Mar 1)
 1715  16.50/18.50    42.00/44.00    65.25/67.25  84.50/86.50
----------------------------------------------------------------
 TIME      JUL           AUG            SEP          OCT 
----------------------------------------------------------------
 1000 105.25/107.25  125.50/127.50 144.00/146.00 166.00/168.00
 1100 105.50/107.50  125.50/127.50 144.00/146.00 166.00/168.00
 1200 106.00/108.00  126.25/128.25 145.00/147.00 167.00/169.00
 1300 106.00/108.00  126.00/128.00 144.50/146.50 166.50/168.50
 1400 106.00/108.00  126.00/128.00 144.50/146.50 166.50/168.50
 1500 106.00/108.00  126.00/128.00 144.50/146.50 166.50/168.50
 1600 106.50/108.50  126.75/128.75 145.00/147.00 166.50/168.50
 1715 105.50/107.50  125.50/127.50 143.50/145.50 165.00/167.00
                         (Closing Mar 1)
 1715 105.00/107.00  125.00/127.00 143.50/145.50 165.00/167.00
----------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000  185.50/187.50 205.50/207.50 225.50/227.50  244.00/246.00
 1100  185.50/187.50 205.50/207.50 225.50/227.50  244.00/246.00
 1200  186.50/188.50 206.50/208.50 226.50/228.50  245.00/247.00
 1300  186.00/188.00 206.00/208.00 226.00/228.00  244.50/246.50
 1400  186.00/188.00 206.00/208.00 226.00/228.00  244.50/246.50
 1500  186.00/188.00 206.00/208.00 226.00/228.00  244.50/246.50
 1600  186.00/188.00 206.25/208.25 226.50/228.50  245.00/247.00
 1715  184.50/186.50 204.50/206.50 224.00/226.00  242.50/244.50
                         (Closing Mar 1)
 1715  184.50/186.50 204.50/206.50 224.00/226.00  242.50/244.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.58%    4.55%    4.31%      4.16%     4.07%   4.00%
 1100   4.67%    4.57%    4.33%      4.17%     4.07%   4.00%
 1200   4.69%    4.59%    4.34%      4.19%     4.09%   4.02%
 1300   4.66%    4.56%    4.33%      4.18%     4.09%   4.01%
 1400   4.68%    4.59%    4.34%      4.19%     4.09%   4.01%
 1500   4.66%    4.57%    4.35%      4.20%     4.09%   4.01%
 1600   4.71%    4.59%    4.35%      4.21%     4.11%   4.03%
 1715   4.68%    4.59%    4.34%      4.18%     4.07%   3.99%
                         (Closing Mar 1)
 1715   4.54%    4.50%    4.28%      4.13%     4.02%   3.96%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.96%    3.93%    3.90%      3.87%     3.85%   3.84%
 1100   3.96%    3.93%    3.90%      3.87%     3.85%   3.84%
 1200   3.98%    3.95%    3.92%      3.89%     3.87%   3.85%
 1300   3.97%    3.93%    3.90%      3.87%     3.85%   3.84%
 1400   3.97%    3.94%    3.91%      3.88%     3.85%   3.84%
 1500   3.97%    3.94%    3.91%      3.88%     3.85%   3.84%
 1600   3.98%    3.94%    3.91%      3.88%     3.86%   3.85%
 1715   3.94%    3.90%    3.87%      3.85%     3.82%   3.81%
                         (Closing Mar 1) 
 1715   3.91%    3.88%    3.86%      3.83%     3.80%   3.80%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.1050/65.1150 rupees)
           
  Note: Figures in brackets indicate negative values.
    
    Premiums have been given 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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