April 17, 2018 / 4:41 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 17

              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
                02.78%          02.78%           02.78%
                              (Apr 16)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.79%          02.79%           02.79%
---------------------------------------------------------------
 TIME      APR            MAY          JUN           JUL
---------------------------------------------------------------
 1000  05.50/07.00    30.25/32.25    50.75/52.75  72.75/74.75
 1100  05.50/07.00    30.50/32.50    51.00/53.00  73.00/75.00
 1200  05.50/07.00    30.75/32.75    51.25/53.25  73.25/75.25
 1300  05.50/07.00    30.75/32.75    51.25/53.25  73.25/75.25
 1400  05.50/07.00    30.75/32.75    51.25/53.25  73.25/75.25
 1500  05.50/07.00    30.75/32.75    51.25/53.25  73.25/75.25
 1600  05.50/07.00    30.50/32.50    51.25/53.25  73.25/75.25
 1715  05.50/07.00    30.50/32.50    51.25/53.25  73.25/75.25
                         (Closing Apr 16)
 1715  06.25/07.75    31.25/33.25    51.75/53.75  73.50/75.50
----------------------------------------------------------------
 TIME      AUG            SEP          OCT        NOV
----------------------------------------------------------------
 1000  93.75/95.75   113.25/115.25 135.75/137.75 156.25/158.25
 1100  94.00/96.00   113.50/115.50 136.00/138.00 156.50/158.50
 1200  94.75/96.75   114.25/116.25 136.50/138.50 157.00/159.00
 1300  94.75/96.75   114.25/116.25 136.50/138.50 157.00/159.00
 1400  94.75/96.75   114.50/116.50 137.00/139.00 157.50/159.50
 1500  94.75/96.75   114.25/116.25 136.75/138.75 157.00/159.00
 1600  94.75/96.75   114.50/116.50 137.00/139.00 157.50/159.50
 1715  94.50/96.50   114.00/116.00 136.50/138.50 157.00/159.00
                         (Closing Apr 16)
 1715  94.50/96.50   114.00/116.00 136.50/138.50 157.00/159.00
----------------------------------------------------------------
 TIME      DEC            JAN          FEB         MAR
----------------------------------------------------------------
 1000  176.75/178.75 196.25/198.25 214.50/216.50  233.50/235.50
 1100  177.00/179.00 196.50/198.50 214.75/216.75  234.00/236.00
 1200  177.50/179.50 197.25/199.25 215.25/217.25  234.50/236.50
 1300  177.50/179.50 197.25/199.25 215.25/217.25  234.50/236.50
 1400  178.00/180.00 197.75/199.75 216.25/218.25  235.50/237.50
 1500  177.50/179.50 197.25/199.25 215.75/217.75  235.00/237.00
 1600  178.00/180.00 197.75/199.75 216.25/218.25  235.50/237.50
 1715  177.50/179.50 197.25/199.25 215.75/217.75  235.00/237.00
                        (Closing Apr 16)
 1715  177.50/179.50 197.00/199.00 215.00/217.00  234.00/236.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.16%    4.08%    4.01%      3.95%     3.93%   3.91%
 1100   4.19%    4.10%    4.02%      3.96%     3.94%   3.92%
 1200   4.22%    4.12%    4.03%      3.99%     3.96%   3.93%
 1300   4.22%    4.12%    4.03%      3.99%     3.96%   3.93%
 1400   4.21%    4.12%    4.03%      3.98%     3.97%   3.94%
 1500   4.21%    4.12%    4.03%      3.98%     3.96%   3.94%
 1600   4.18%    4.11%    4.03%      3.98%     3.96%   3.94%
 1715   4.18%    4.11%    4.03%      3.98%     3.95%   3.93%
                         (Closing Apr 16)
 1715   4.20%    4.11%    4.02%      3.96%     3.94%   3.92%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.90%    3.88%    3.84%      3.81%     3.80%   3.82%
 1100   3.90%    3.88%    3.84%      3.82%     3.81%   3.83%
 1200   3.91%    3.89%    3.85%      3.83%     3.81%   3.83%
 1300   3.91%    3.89%    3.85%      3.83%     3.81%   3.83%
 1400   3.92%    3.90%    3.86%      3.84%     3.83%   3.85%
 1500   3.91%    3.89%    3.85%      3.83%     3.82%   3.84%
 1600   3.92%    3.90%    3.86%      3.84%     3.82%   3.85%
 1715   3.91%    3.89%    3.85%      3.83%     3.82%   3.84%
                         (Closing Apr 16) 
 1715   3.90%    3.88%    3.85%      3.82%     3.80%   3.81%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.6425/65.6525 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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