April 16, 2018 / 4:43 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 16

              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
                02.79%          02.79%           02.79%
                              (Apr 13)            
1000         02.00/04.25     01.50/03.00      00.50/01.25
                02.80%          02.80%           02.80%
---------------------------------------------------------------
 TIME      APR            MAY          JUN           JUL
---------------------------------------------------------------
 1000  06.25/07.75    31.25/33.25    51.75/53.75  73.75/75.75
 1100  06.25/07.75    31.25/33.25    51.75/53.75  73.75/75.75
 1200  06.25/07.75    31.25/33.25    51.75/53.75  73.50/75.50
 1300  06.25/07.75    31.25/33.25    51.75/53.75  73.50/75.50
 1400  06.00/07.50    31.00/32.50    51.50/53.50  73.00/75.00
 1500  06.25/07.75    31.25/33.25    51.75/53.75  73.75/75.75
 1600  06.25/07.75    31.25/33.25    51.75/53.75  73.75/75.75
 1715  06.25/07.75    31.25/33.25    51.75/53.75  73.50/75.50
                         (Closing Apr 13)
 1715  07.00/08.50    31.75/33.75    52.50/54.50  74.50/76.50
----------------------------------------------------------------
 TIME      AUG            SEP          OCT        NOV
----------------------------------------------------------------
 1000  95.25/97.25   114.75/116.75 137.25/139.25 157.25/159.25
 1100  95.25/97.25   114.75/116.75 137.25/139.25 157.25/159.25
 1200  94.75/96.75   114.00/116.00 136.50/138.50 156.50/158.50
 1300  94.75/96.75   114.00/116.00 136.50/138.50 156.50/158.50
 1400  94.50/96.50   114.00/116.00 136.00/138.00 156.00/158.00
 1500  95.00/97.00   114.25/116.25 136.75/138.75 156.75/158.75
 1600  95.00/97.00   114.50/116.50 137.00/139.00 157.25/159.25
 1715  94.50/96.50   114.00/116.00 136.50/138.50 157.00/159.00
                         (Closing Apr 13)
 1715  95.75/97.75   115.25/117.25 137.75/139.75 158.00/160.00
----------------------------------------------------------------
 TIME      DEC            JAN          FEB         MAR
----------------------------------------------------------------
 1000  177.50/179.50 197.00/199.00 215.00/217.00  234.00/236.00
 1100  177.50/179.50 197.00/199.00 215.00/217.00  234.00/236.00
 1200  176.75/178.75 196.25/198.25 214.50/216.50  233.50/235.50
 1300  176.75/178.75 196.25/198.25 214.50/216.50  233.50/235.50
 1400  176.50/178.50 196.00/198.00 214.00/216.00  233.00/235.00
 1500  177.25/179.25 196.75/198.75 215.00/217.00  234.00/236.00
 1600  177.50/179.50 197.00/199.00 215.00/217.00  234.00/236.00
 1715  177.50/179.50 197.00/199.00 215.00/217.00  234.00/236.00
                         (Closing Apr 13)
 1715  178.25/180.25 197.75/199.75 216.00/218.00  235.00/237.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.20%    4.12%    4.04%      3.99%     3.97%   3.95%
 1100   4.20%    4.11%    4.04%      3.99%     3.97%   3.94%
 1200   4.20%    4.11%    4.03%      3.97%     3.94%   3.92%
 1300   4.20%    4.11%    4.03%      3.97%     3.94%   3.92%
 1400   4.13%    4.08%    4.00%      3.95%     3.94%   3.91%
 1500   4.20%    4.11%    4.04%      3.98%     3.95%   3.93%
 1600   4.20%    4.12%    4.04%      3.98%     3.96%   3.94%
 1715   4.20%    4.11%    4.02%      3.96%     3.94%   3.92%
                         (Closing Apr 13)
 1715   4.19%    4.12%    4.05%      3.99%     3.97%   3.95%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.92%    3.89%    3.85%      3.82%     3.81%   3.82%
 1100   3.92%    3.89%    3.85%      3.82%     3.81%   3.82%
 1200   3.90%    3.87%    3.84%      3.81%     3.80%   3.81%
 1300   3.90%    3.87%    3.84%      3.81%     3.80%   3.81%
 1400   3.88%    3.86%    3.83%      3.80%     3.79%   3.80%
 1500   3.90%    3.88%    3.85%      3.82%     3.81%   3.82%
 1600   3.92%    3.89%    3.85%      3.82%     3.81%   3.82%
 1715   3.90%    3.88%    3.85%      3.82%     3.80%   3.81%
                         (Closing Apr 13) 
 1715   3.93%    3.90%    3.87%      3.84%     3.82%   3.84%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.4900/65.5000 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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