April 10, 2018 / 4:45 AM / 3 months ago

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

              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%
                              (Apr 9)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.81%          02.81%           02.81%
---------------------------------------------------------------
 TIME      APR            MAY          JUN           JUL
---------------------------------------------------------------
 1000  11.00/12.50    36.00/38.00    56.75/58.75  78.75/80.75
 1100  11.00/12.50    36.00/37.50    57.00/59.00  79.00/81.00
 1200  11.00/12.50    36.00/38.00    57.00/59.00  79.25/81.25
 1300  11.00/12.50    36.00/38.00    56.75/58.75  79.25/81.25
 1400  11.00/12.50    36.00/38.00    56.75/58.75  79.25/81.25
 1500  11.00/12.50    36.00/38.00    56.75/58.75  79.25/81.25
 1600  11.00/12.50    36.00/38.00    56.75/58.75  79.25/81.25
 1715  11.00/12.50    36.00/38.00    56.75/58.75  79.25/81.25
                         (Closing Apr 9)
 1715  11.50/13.50    36.75/38.75    57.50/59.50  79.75/81.75
----------------------------------------------------------------
 TIME      AUG            SEP          OCT        NOV
----------------------------------------------------------------
 1000 100.25/102.25  120.50/122.50 143.00/145.00 163.50/165.50
 1100 100.25/102.25  120.25/122.25 143.00/145.00 163.25/165.25
 1200 100.75/102.75  120.75/122.75 143.25/145.25 163.75/165.75
 1300 100.75/102.75  120.75/122.75 143.25/145.25 163.50/165.50
 1400 100.75/102.75  120.75/122.75 143.25/145.25 163.50/165.50
 1500 100.75/102.75  120.75/122.75 143.25/145.25 163.50/165.50
 1600 100.75/102.75  120.75/122.75 143.25/145.25 163.50/165.50
 1715 100.75/102.75  120.75/122.75 143.25/145.25 163.50/165.50
                         (Closing Apr 9)
 1715 101.25/103.25  121.25/123.25 143.75/145.75 164.00/166.00
----------------------------------------------------------------
 TIME      DEC            JAN          FEB         MAR
----------------------------------------------------------------
 1000  184.00/186.00 203.50/205.50 221.50/223.50  240.50/242.50
 1100  184.00/186.00 204.00/206.00 222.00/224.00  241.00/243.00
 1200  184.25/186.25 204.00/206.00 222.00/224.00  241.00/243.00
 1300  184.00/186.00 203.50/205.50 221.50/223.50  240.50/242.50
 1400  184.00/186.00 203.50/205.50 221.50/223.50  240.50/242.50
 1500  184.00/186.00 203.50/205.50 221.50/223.50  240.50/242.50
 1600  184.25/186.25 204.00/206.00 222.00/224.00  241.00/243.00
 1715  184.00/186.00 203.75/205.75 222.00/224.00  241.00/243.00
                         (Closing Apr 9)
 1715  184.50/186.50 204.00/206.00 222.00/224.00  241.00/243.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.28%    4.20%    4.12%      4.06%     4.04%   4.03%
 1100   4.26%    4.20%    4.13%      4.06%     4.03%   4.02%
 1200   4.28%    4.21%    4.14%      4.08%     4.05%   4.03%
 1300   4.28%    4.20%    4.13%      4.08%     4.05%   4.03%
 1400   4.28%    4.20%    4.13%      4.08%     4.05%   4.03%
 1500   4.28%    4.20%    4.13%      4.08%     4.05%   4.03%
 1600   4.28%    4.20%    4.13%      4.07%     4.05%   4.03%
 1715   4.28%    4.20%    4.13%      4.08%     4.05%   4.03%
                         (Closing Apr 9)
 1715   4.28%    4.20%    4.12%      4.06%     4.04%   4.02%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.00%    3.97%    3.93%      3.90%     3.88%   3.88%
 1100   3.99%    3.97%    3.94%      3.91%     3.89%   3.89%
 1200   4.00%    3.98%    3.94%      3.91%     3.89%   3.89%
 1300   4.00%    3.97%    3.93%      3.90%     3.88%   3.88%
 1400   4.00%    3.97%    3.93%      3.90%     3.87%   3.88%
 1500   4.00%    3.97%    3.93%      3.90%     3.87%   3.88%
 1600   4.00%    3.97%    3.94%      3.90%     3.88%   3.88%
 1715   4.00%    3.97%    3.93%      3.90%     3.88%   3.89%
                         (Closing Apr 9) 
 1715   3.99%    3.96%    3.93%      3.89%     3.87%   3.87%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.9850/64.9950 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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