April 13, 2018 / 4:39 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 13

              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%
                              (Apr 12)            
1000         02.00/04.25     00.50/01.25      01.50/03.00
                02.79%          02.79%           02.79%
---------------------------------------------------------------
 TIME      APR            MAY          JUN           JUL
---------------------------------------------------------------
 1000  07.00/08.50    31.50/33.50    51.75/53.75  73.50/75.50
 1100  07.00/08.50    31.50/33.50    52.00/54.00  73.75/75.75
 1200  07.00/08.50    31.75/33.75    52.25/54.25  74.00/76.00
 1300  07.00/08.50    31.75/33.75    52.25/54.25  74.00/76.00
 1400  07.00/08.50    31.75/33.75    52.50/54.50  74.50/76.50
 1500  07.15/08.15    31.75/33.75    52.50/54.50  74.50/76.50
 1600  07.00/08.50    31.75/33.75    52.50/54.50  74.50/76.50
 1715  07.00/08.50    31.75/33.75    52.50/54.50  74.50/76.50
                         (Closing Apr 12)
 1715  07.75/09.25    32.50/34.50    53.00/55.00  74.75/76.75
----------------------------------------------------------------
 TIME      AUG            SEP          OCT        NOV
----------------------------------------------------------------
 1000  94.50/96.50   113.50/115.50 135.50/137.50 155.25/157.25
 1100  94.75/96.75   114.00/116.00 136.00/138.00 156.00/158.00
 1200  95.00/97.00   114.25/116.25 136.25/138.25 156.25/158.25
 1300  95.00/97.00   114.25/116.25 136.50/138.50 156.50/158.50
 1400  95.50/97.50   115.00/117.00 137.50/139.50 157.50/159.50
 1500  95.50/97.50   115.00/117.00 137.50/139.50 157.50/159.50
 1600  95.50/97.50   115.00/117.00 137.25/139.25 157.25/159.25
 1715  95.75/97.75   115.25/117.25 137.75/139.75 158.00/160.00
                         (Closing Apr 12)
 1715  95.75/97.75   115.00/117.00 137.25/139.25 157.00/159.00
----------------------------------------------------------------
 TIME      DEC            JAN          FEB         MAR
----------------------------------------------------------------
 1000  175.25/177.25 194.25/196.25 212.25/214.25  231.00/233.00
 1100  176.00/178.00 195.00/197.00 213.00/215.00  232.00/234.00
 1200  176.25/178.25 195.50/197.50 213.50/215.50  232.50/234.50
 1300  176.50/178.50 196.00/198.00 214.00/216.00  233.00/235.00
 1400  177.50/179.50 197.00/199.00 215.00/217.00  234.00/236.00
 1500  177.50/179.50 197.00/199.00 215.00/217.00  234.00/236.00
 1600  177.25/179.25 196.75/198.75 215.00/217.00  234.00/236.00
 1715  178.25/180.25 197.75/199.75 216.00/218.00  235.00/237.00
                         (Closing Apr 12)
 1715  177.00/179.00 196.25/198.25 214.25/216.25  233.00/235.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.16%    4.06%    3.99%      3.94%     3.91%   3.89%
 1100   4.16%    4.08%    4.01%      3.95%     3.93%   3.90%
 1200   4.19%    4.11%    4.03%      3.96%     3.94%   3.91%
 1300   4.19%    4.10%    4.02%      3.96%     3.94%   3.91%
 1400   4.19%    4.12%    4.05%      3.99%     3.96%   3.94%
 1500   4.18%    4.12%    4.05%      3.98%     3.96%   3.94%
 1600   4.19%    4.12%    4.05%      3.99%     3.96%   3.94%
 1715   4.19%    4.12%    4.05%      3.99%     3.97%   3.95%
                         (Closing Apr 12)
 1715   4.19%    4.10%    4.03%      3.97%     3.94%   3.92%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.86%    3.83%    3.80%      3.77%     3.75%   3.77%
 1100   3.88%    3.85%    3.81%      3.78%     3.77%   3.79%
 1200   3.88%    3.86%    3.82%      3.79%     3.78%   3.80%
 1300   3.89%    3.86%    3.83%      3.80%     3.79%   3.80%
 1400   3.91%    3.89%    3.85%      3.82%     3.80%   3.82%
 1500   3.91%    3.88%    3.85%      3.82%     3.80%   3.82%
 1600   3.91%    3.88%    3.85%      3.82%     3.81%   3.82%
 1715   3.93%    3.90%    3.87%      3.84%     3.82%   3.84%
                         (Closing Apr 12) 
 1715   3.89%    3.86%    3.82%      3.79%     3.78%   3.79%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.2025/65.2125 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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