April 19, 2018 / 4:44 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 19

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/04.00     00.50/01.00      01.50/03.00
                02.77%          02.77%           02.77%
                              (Apr 18)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.78%          02.78%           02.78%
---------------------------------------------------------------
 TIME      APR            MAY          JUN           JUL
---------------------------------------------------------------
 1000  02.50/03.50    28.25/30.25    49.00/51.00  71.00/73.00
 1100  02.25/03.25    28.00/30.00    48.75/50.75  70.75/72.75
 1200  02.25/03.25    27.75/29.75    48.75/50.75  71.00/73.00
 1300  02.25/03.25    27.75/29.75    48.75/50.75  71.00/73.00
 1400  02.25/03.25    27.75/29.75    48.75/50.75  71.00/73.00
 1500  02.25/03.25    27.75/29.75    48.75/50.75  71.00/73.00
 1600  02.25/03.25    27.75/29.75    48.75/50.75  71.00/73.00
 1715  02.50/03.50    27.75/29.75    48.75/50.75  71.00/73.00
                         (Closing Apr 18)
 1715  04.50/06.00    30.00/32.00    50.50/52.50  72.50/74.50
----------------------------------------------------------------
 TIME      AUG            SEP          OCT        NOV
----------------------------------------------------------------
 1000  92.50/94.50   112.00/114.00 134.50/136.50 155.00/157.00
 1100  92.25/94.25   112.25/114.25 135.25/137.25 155.75/157.75
 1200  92.75/94.75   112.75/114.75 135.75/137.75 156.75/158.75
 1300  92.75/94.75   112.75/114.75 135.75/137.75 156.75/158.75
 1400  92.75/94.75   112.75/114.75 135.75/137.75 156.75/158.75
 1500  92.75/94.75   112.75/114.75 135.75/137.75 156.75/158.75
 1600  92.75/94.75   113.00/115.00 136.00/138.00 157.00/159.00
 1715  92.75/94.75   113.00/115.00 136.25/138.25 157.25/159.25
                         (Closing Apr 18)
 1715  94.00/96.00   113.75/115.75 136.50/138.50 157.00/159.00
----------------------------------------------------------------
 TIME      DEC            JAN          FEB         MAR
----------------------------------------------------------------
 1000  176.00/178.00 196.00/198.00 214.50/216.50  234.00/236.00
 1100  176.75/178.75 196.50/198.50 215.00/217.00  234.50/236.50
 1200  177.75/179.75 197.75/199.75 216.50/218.50  236.00/238.00
 1300  177.75/179.75 197.75/199.75 216.50/218.50  236.00/238.00
 1400  177.75/179.75 197.75/199.75 216.50/218.50  236.00/238.00
 1500  177.75/179.75 197.75/199.75 216.50/218.50  236.00/238.00
 1600  178.00/180.00 198.00/200.00 216.75/218.75  236.50/238.50
 1715  178.25/180.25 198.50/200.50 217.25/219.25  237.00/239.00
                         (Closing Apr 18)
 1715  177.75/179.75 197.50/199.50 216.00/218.00  235.50/237.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.27%    4.15%    4.05%      4.00%     3.97%   3.94%
 1100   4.22%    4.13%    4.04%      3.99%     3.98%   3.96%
 1200   4.19%    4.13%    4.05%      4.01%     4.00%   3.98%
 1300   4.19%    4.13%    4.05%      4.01%     4.00%   3.98%
 1400   4.19%    4.13%    4.05%      4.01%     4.00%   3.98%
 1500   4.18%    4.12%    4.05%      4.01%     3.99%   3.98%
 1600   4.19%    4.13%    4.05%      4.01%     4.00%   3.99%
 1715   4.20%    4.13%    4.05%      4.01%     4.00%   3.99%
                         (Closing Apr 18)
 1715   4.20%    4.11%    4.03%      3.98%     3.96%   3.94%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.92%    3.90%    3.87%      3.85%     3.84%   3.87%
 1100   3.94%    3.92%    3.88%      3.86%     3.85%   3.88%
 1200   3.96%    3.94%    3.91%      3.88%     3.87%   3.90%
 1300   3.96%    3.94%    3.91%      3.88%     3.87%   3.90%
 1400   3.96%    3.94%    3.91%      3.88%     3.87%   3.90%
 1500   3.96%    3.94%    3.90%      3.88%     3.87%   3.90%
 1600   3.97%    3.95%    3.91%      3.89%     3.88%   3.91%
 1715   3.97%    3.95%    3.92%      3.89%     3.88%   3.91%
                         (Closing Apr 18) 
 1715   3.93%    3.90%    3.87%      3.85%     3.84%   3.86%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.7900/65.8000 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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