March 6, 2018 / 4:40 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 6

              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 5)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.81%          02.81%           02.81%
---------------------------------------------------------------
 TIME      MAR           APR            MAY          JUN  
---------------------------------------------------------------
 1000  15.50/17.00    40.75/42.75    63.75/65.75  83.25/85.25
 1100  15.50/17.00    40.50/42.50    63.50/65.50  82.50/84.50
 1200  15.50/17.00    40.50/42.50    63.50/65.50  82.50/84.50
 1300  15.50/17.00    41.00/43.00    64.00/66.00  83.00/85.00
 1400  15.50/17.00    41.00/43.00    64.25/66.25  83.50/85.50
 1500  15.50/17.00    41.00/43.00    64.25/66.25  83.50/85.50
 1600  15.50/17.00    41.00/43.00    64.00/66.00  83.00/85.00
 1715  15.50/17.00    41.00/43.00    64.00/66.00  83.00/85.00
                         (Closing Mar 5)
 1715  16.50/18.00    42.00/44.00    65.50/67.50  85.00/87.00
----------------------------------------------------------------
 TIME      JUL           AUG            SEP          OCT 
----------------------------------------------------------------
 1000 103.75/105.75  123.50/125.50 141.50/143.50 163.00/165.00
 1100 103.00/105.00  122.75/124.75 141.00/143.00 162.00/164.00
 1200 103.00/105.00  123.00/125.00 141.00/143.00 162.00/164.00
 1300 103.75/105.75  124.00/126.00 142.50/144.50 163.50/165.50
 1400 104.00/106.00  124.00/126.00 142.50/144.50 163.50/165.50
 1500 104.00/106.00  124.00/126.00 142.50/144.50 163.50/165.50
 1600 103.50/105.50  123.50/125.50 141.50/143.50 162.50/164.50
 1715 103.50/105.50  123.50/125.50 141.50/143.50 162.50/164.50
                         (Closing Mar 5)
 1715 105.50/107.50  125.50/127.50 143.50/145.50 165.00/167.00
----------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000  182.50/184.50 202.50/204.50 222.00/224.00  240.50/242.50
 1100  181.50/183.50 201.50/203.50 221.00/223.00  239.00/241.00
 1200  181.50/183.50 201.50/203.50 221.00/223.00  239.00/241.00
 1300  183.00/185.00 203.00/205.00 222.50/224.50  240.50/242.50
 1400  183.00/185.00 203.00/205.00 222.50/224.50  240.50/242.50
 1500  183.00/185.00 203.00/205.00 223.00/225.00  241.00/243.00
 1600  182.00/184.00 202.00/204.00 221.50/223.50  239.50/241.50
 1715  182.00/184.00 202.00/204.00 221.50/223.50  239.50/241.50
                         (Closing Mar 5)
 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   4.64%    4.53%    4.28%      4.14%     4.03%   3.95%
 1100   4.63%    4.51%    4.26%      4.11%     4.01%   3.93%
 1200   4.62%    4.50%    4.26%      4.10%     4.01%   3.94%
 1300   4.66%    4.55%    4.29%      4.13%     4.04%   3.97%
 1400   4.66%    4.56%    4.31%      4.15%     4.04%   3.97%
 1500   4.66%    4.56%    4.30%      4.15%     4.04%   3.97%
 1600   4.65%    4.54%    4.28%      4.12%     4.02%   3.95%
 1715   4.66%    4.55%    4.29%      4.13%     4.03%   3.96%
                         (Closing Mar 5)
 1715   4.68%    4.59%    4.34%      4.18%     4.07%   3.99%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.91%    3.88%    3.85%      3.83%     3.80%   3.80%
 1100   3.89%    3.86%    3.83%      3.81%     3.79%   3.78%
 1200   3.89%    3.85%    3.83%      3.81%     3.78%   3.78%
 1300   3.93%    3.89%    3.86%      3.84%     3.81%   3.80%
 1400   3.93%    3.89%    3.86%      3.83%     3.81%   3.80%
 1500   3.93%    3.89%    3.86%      3.84%     3.82%   3.80%
 1600   3.90%    3.86%    3.83%      3.81%     3.79%   3.78%
 1715   3.91%    3.87%    3.84%      3.82%     3.80%   3.79%
                         (Closing Mar 5) 
 1715   3.94%    3.90%    3.87%      3.85%     3.82%   3.81%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.9550/64.9650 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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