August 10, 2018 / 4:41 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Aug 10

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000        02.25/04.25      01.75/03.00      00.50/01.25
               02.98%           03.09%           02.65%
                               (Aug 9)            
1000        02.00/04.25      00.50/01.25      01.50/03.00
               02.66%           02.66%           02.66%
----------------------------------------------------------------
 TIME      AUG            SEP           OCT            NOV 
----------------------------------------------------------------
 1000  13.25/14.75    35.75/37.75   63.25/65.25    88.25/90.25
 1100  13.25/14.75    36.00/38.00   63.50/65.50    88.25/90.25
 1200  13.25/14.75    36.00/38.00   63.50/65.50    88.25/90.25
 1300  13.25/14.75    36.25/38.25   63.25/65.25    88.00/90.00
 1400  13.00/14.50    35.50/37.50   63.00/65.00    87.75/89.75
 1500  13.00/14.50    36.00/38.00   62.75/64.75    87.50/89.50
 1600  13.25/14.75    35.75/37.75   63.00/65.00    87.50/89.50
 1715  13.00/14.50    35.75/37.75   62.50/64.50    87.25/89.25    
                        (Closing Aug 9)
 1715  13.75/15.25    36.75/38.75   63.75/65.75    88.25/90.25
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
----------------------------------------------------------------
 1000 113.75/115.75  138.50/140.50  162.00/164.00  186.25/188.25
 1100 113.75/115.75  138.50/140.50  162.00/164.00  186.25/188.25
 1200 113.75/115.75  138.50/140.50  161.75/163.75  185.75/187.75
 1300 113.50/115.50  138.50/140.50  161.75/163.75  186.00/188.00
 1400 113.25/115.25  138.00/140.00  161.25/163.25  185.25/187.25
 1500 113.00/115.00  137.75/139.75  160.75/162.75  185.00/187.00
 1600 112.75/114.75  137.25/139.25  160.50/162.50  184.50/186.50
 1715 112.50/114.50  137.25/139.25  160.25/162.25  184.25/186.25
                        (Closing Aug 9)
 1715 113.75/115.75  138.50/140.50  161.75/163.75  186.00/188.00
----------------------------------------------------------------
 TIME      APR            MAY             JUN            JUL
----------------------------------------------------------------
 1000 215.00/217.00  239.50/241.50  262.00/264.00  288.50/290.50
 1100 215.00/217.00  239.75/241.75  262.25/264.25  289.00/291.00
 1200 214.75/216.75  239.50/241.50  262.25/264.25  289.00/291.00
 1300 215.00/217.00  240.00/242.00  262.50/264.50  289.00/291.00
 1400 214.00/216.00  238.75/240.75  261.50/263.50  288.00/290.00
 1500 213.75/215.75  238.50/240.50  261.00/263.00  287.50/289.50
 1600 213.00/215.00  237.50/239.50  260.00/262.00  286.50/288.50
 1715 213.00/215.00  237.75/239.75  260.00/262.00  286.50/288.50
                        (Closing Aug 9)
 1715 214.75/216.75  239.50/241.50  262.00/264.00  288.50/290.50
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.34%    4.35%    4.37%      4.38%     4.36%   4.36%
 1100   4.35%    4.37%    4.37%      4.37%     4.35%   4.35%
 1200   4.35%    4.37%    4.38%      4.37%     4.36%   4.35%
 1300   4.38%    4.37%    4.36%      4.36%     4.35%   4.35%
 1400   4.29%    4.33%    4.35%      4.35%     4.34%   4.33%
 1500   4.34%    4.34%    4.34%      4.34%     4.33%   4.33%
 1600   4.34%    4.34%    4.35%      4.34%     4.33%   4.32%
 1715   4.32%    4.32%    4.33%      4.33%     4.32%   4.32%
                        (Closing Aug 9)
 1715   4.34%    4.36%    4.35%      4.35%     4.35%   4.34%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.37%    4.40%    4.41%      4.39%     4.38%   4.37%
 1100   4.36%    4.39%    4.40%      4.39%     4.37%   4.37%
 1200   4.35%    4.39%    4.40%      4.39%     4.38%   4.37%
 1300   4.36%    4.39%    4.41%      4.39%     4.38%   4.37%
 1400   4.34%    4.37%    4.39%      4.37%     4.36%   4.36%
 1500   4.33%    4.37%    4.38%      4.37%     4.36%   4.35%
 1600   4.33%    4.36%    4.37%      4.36%     4.35%   4.34%
 1715   4.32%    4.36%    4.37%      4.36%     4.35%   4.34%
                        (Closing Aug 9)
 1715   4.35%    4.39%    4.40%      4.39%     4.38%   4.36%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.8250/68.8350 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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