April 12, 2018 / 4:42 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 12

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/04.25     00.50/01.25      01.50/03.00
                02.79%          02.79%           02.79%
                              (Apr 11)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.80%          02.80%           02.80%
---------------------------------------------------------------
 TIME      APR            MAY          JUN           JUL
---------------------------------------------------------------
 1000  07.75/09.25    33.00/35.00    53.75/55.75  76.25/78.25
 1100  07.75/09.25    32.50/34.50    53.25/55.25  75.25/77.25
 1200  08.00/09.50    33.25/35.25    53.50/55.50  75.75/77.75
 1300  07.85/08.85    32.50/34.50    53.00/55.00  74.75/76.75
 1400  07.75/09.25    32.50/34.50    52.75/54.75  74.75/76.75
 1500  07.75/09.25    32.75/34.75    53.00/55.00  75.00/77.00
 1600  07.75/09.25    32.75/34.75    53.25/55.25  75.25/77.25
 1715  07.75/09.25    32.50/34.50    53.00/55.00  74.75/76.75
                         (Closing Apr 11)
 1715  10.25/11.75    35.50/37.50    56.25/58.25  78.75/80.75
----------------------------------------------------------------
 TIME      AUG            SEP          OCT        NOV
----------------------------------------------------------------
 1000  98.00/100.00  118.00/120.00 140.50/142.50 160.50/162.50
 1100  96.75/98.75   116.50/118.50 139.00/141.00 159.00/161.00
 1200  97.25/99.25   116.75/118.75 139.25/141.25 159.25/161.25
 1300  96.00/98.00   115.50/117.50 138.00/140.00 158.00/160.00
 1400  96.00/98.00   115.25/117.25 137.50/139.50 157.50/159.50
 1500  96.25/98.25   115.50/117.50 137.75/139.75 157.50/159.50
 1600  96.25/98.25   115.50/117.50 138.00/140.00 158.00/160.00
 1715  95.75/97.75   115.00/117.00 137.25/139.25 157.00/159.00
                         (Closing Apr 11)
 1715 100.25/102.25  120.25/122.25 142.75/144.75 163.00/165.00
----------------------------------------------------------------
 TIME      DEC            JAN          FEB         MAR
----------------------------------------------------------------
 1000  181.00/183.00 200.50/202.50 218.50/220.50  237.50/239.50
 1100  179.25/181.25 198.50/200.50 216.50/218.50  235.50/237.50
 1200  179.25/181.25 198.75/200.75 216.75/218.75  235.50/237.50
 1300  178.00/180.00 197.50/199.50 215.50/217.50  234.50/236.50
 1400  177.50/179.50 196.75/198.75 214.75/216.75  233.50/235.50
 1500  177.50/179.50 196.75/198.75 214.75/216.75  233.50/235.50
 1600  178.00/180.00 197.25/199.25 215.25/217.25  234.00/236.00
 1715  177.00/179.00 196.25/198.25 214.25/216.25  233.00/235.00
                         (Closing Apr 11)
 1715  183.50/185.50 203.00/205.00 221.00/223.00  240.00/242.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.23%    4.15%    4.09%      4.05%     4.03%   4.00%
 1100   4.18%    4.11%    4.05%      4.00%     3.98%   3.96%
 1200   4.28%    4.15%    4.07%      4.02%     3.99%   3.97%
 1300   4.17%    4.09%    4.02%      3.97%     3.94%   3.93%
 1400   4.18%    4.08%    4.02%      3.97%     3.94%   3.92%
 1500   4.21%    4.11%    4.03%      3.98%     3.95%   3.93%
 1600   4.21%    4.12%    4.05%      3.99%     3.95%   3.93%
 1715   4.19%    4.10%    4.03%      3.97%     3.94%   3.92%
                         (Closing Apr 11)
 1715   4.28%    4.20%    4.12%      4.07%     4.04%   4.01%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.97%    3.94%    3.90%      3.86%     3.84%   3.85%
 1100   3.93%    3.90%    3.86%      3.83%     3.81%   3.82%
 1200   3.94%    3.90%    3.86%      3.83%     3.81%   3.82%
 1300   3.90%    3.87%    3.84%      3.80%     3.79%   3.81%
 1400   3.89%    3.86%    3.83%      3.79%     3.78%   3.79%
 1500   3.90%    3.86%    3.83%      3.79%     3.78%   3.79%
 1600   3.91%    3.88%    3.84%      3.80%     3.79%   3.80%
 1715   3.89%    3.86%    3.82%      3.79%     3.78%   3.79%
                         (Closing Apr 11) 
 1715   3.98%    3.95%    3.91%      3.88%     3.86%   3.86%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.2550/65.2650 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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