March 9, 2018 / 4:41 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Mar 9

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/04.25     01.50/03.00      00.50/01.25
                02.80%          02.80%           02.80%
                              (Mar 8)            
1000         02.00/04.25     00.50/01.25      01.50/03.00
                02.81%          02.81%           02.81%
---------------------------------------------------------------
 TIME      MAR           APR            MAY          JUN  
---------------------------------------------------------------
 1000  11.50/13.00    38.50/40.50    62.50/64.50  82.50/84.50
 1100  11.50/13.00    38.50/40.50    62.50/64.50  82.50/84.50
 1200  11.50/13.50    39.00/41.00    63.50/65.50  83.50/85.50
 1300  11.75/13.75    39.50/41.50    64.25/66.25  84.25/86.25
 1400  12.00/13.00    39.50/41.50    63.50/65.50  83.50/85.50
 1500  12.00/13.00    39.50/41.50    64.50/66.50  84.50/86.50
 1600  12.00/13.00    39.50/41.50    63.75/65.75  83.75/85.75
 1715  12.00/13.00    39.50/41.50    64.00/66.00  84.00/86.00
                         (Closing Mar 8)
 1715  12.50/14.00    39.50/41.50    63.50/65.50  83.50/85.50
----------------------------------------------------------------
 TIME      JUL           AUG            SEP          OCT 
----------------------------------------------------------------
 1000 103.50/105.50  124.00/126.00 142.75/144.75 165.00/167.00
 1100 104.00/106.00  125.00/127.00 143.75/145.75 166.00/168.00
 1200 104.75/106.75  125.50/127.50 144.25/146.25 166.50/168.50
 1300 105.50/107.50  126.25/128.25 144.75/146.75 166.75/168.75
 1400 104.75/106.75  125.50/127.50 144.50/146.50 167.00/169.00
 1500 105.00/107.00  126.00/128.00 145.00/147.00 167.50/169.50
 1600 105.25/107.25  126.00/128.00 144.75/146.75 167.00/169.00
 1715 105.00/107.00  125.50/127.50 144.25/146.25 166.50/168.50
                         (Closing Mar 8)
 1715 104.50/106.50  125.00/127.00 143.75/145.75 166.00/168.00
----------------------------------------------------------------
 TIME      NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000  185.00/187.00 205.50/207.50 226.00/228.00  244.50/246.50
 1100  186.00/188.00 206.50/208.50 227.00/229.00  245.50/247.50
 1200  186.75/188.75 207.25/209.25 227.75/229.75  246.50/248.50
 1300  186.75/188.75 207.25/209.25 227.50/229.50  246.00/248.00
 1400  187.00/189.00 207.50/209.50 228.00/230.00  246.50/248.50
 1500  187.50/189.50 208.00/210.00 228.50/230.50  247.00/249.00
 1600  187.00/189.00 207.50/209.50 228.00/230.00  246.50/248.50
 1715  186.50/188.50 207.00/209.00 227.50/229.50  246.00/248.00
                         (Closing Mar 8)
 1715  186.00/188.00 206.50/208.50 227.00/229.00  245.50/247.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.84%    4.66%    4.42%      4.26%     4.14%   4.07%
 1100   4.85%    4.66%    4.42%      4.27%     4.17%   4.10%
 1200   4.92%    4.73%    4.48%      4.31%     4.20%   4.12%
 1300   4.98%    4.78%    4.52%      4.35%     4.22%   4.14%
 1400   4.96%    4.74%    4.47%      4.31%     4.19%   4.12%
 1500   4.96%    4.79%    4.53%      4.34%     4.20%   4.13%
 1600   4.96%    4.76%    4.49%      4.32%     4.21%   4.13%
 1715   4.96%    4.77%    4.50%      4.32%     4.19%   4.11%
                         (Closing Mar 8)
 1715   4.86%    4.67%    4.43%      4.27%     4.15%   4.08%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.03%    4.00%    3.97%      3.94%     3.92%   3.91%
 1100   4.06%    4.02%    3.99%      3.96%     3.94%   3.92%
 1200   4.07%    4.04%    4.00%      3.97%     3.95%   3.94%
 1300   4.08%    4.04%    4.00%      3.97%     3.95%   3.93%
 1400   4.07%    4.04%    4.00%      3.97%     3.95%   3.93%
 1500   4.09%    4.05%    4.01%      3.98%     3.96%   3.94%
 1600   4.08%    4.04%    4.01%      3.97%     3.95%   3.93%
 1715   4.06%    4.03%    3.99%      3.96%     3.94%   3.92%
                         (Closing Mar 8) 
 1715   4.04%    4.00%    3.97%      3.94%     3.92%   3.91%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.1650/65.1750 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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