April 20, 2018 / 4:46 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 20

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/04.00     01.50/03.00      00.50/01.00
                02.76%          02.76%           02.76%
                              (Apr 19)            
1000         02.00/04.00     00.50/01.00      01.50/03.00
                02.77%          02.77%           02.77%
---------------------------------------------------------------
 TIME      APR            MAY          JUN           JUL
---------------------------------------------------------------
 1000  01.75/02.75    27.75/29.75    49.25/51.25  72.50/74.50
 1100  01.75/02.75    27.25/29.25    48.75/50.75  71.75/73.75
 1200  01.75/02.75    27.50/29.50    48.75/50.75  72.00/74.00
 1300  01.75/02.75    27.75/29.75    49.00/51.00  72.25/74.25
 1400  01.75/02.75    27.50/29.50    48.75/50.75  72.00/74.00
 1500  01.75/02.75    27.50/29.50    49.00/51.00  72.25/74.25
 1600  01.75/02.75    27.50/29.50    49.00/51.00  72.50/74.50
 1715  01.75/02.75    27.50/29.50    49.00/51.00  72.25/74.25
                         (Closing Apr 19)
 1715  02.50/03.50    27.75/29.75    48.75/50.75  71.00/73.00
----------------------------------------------------------------
 TIME      AUG            SEP          OCT        NOV
----------------------------------------------------------------
 1000  95.00/97.00   115.50/117.50 139.00/141.00 160.50/162.50
 1100  94.25/96.25   114.25/116.25 138.25/140.25 159.75/161.75
 1200  94.50/96.50   115.00/117.00 138.50/140.50 160.00/162.00
 1300  94.75/96.75   115.25/117.25 139.25/141.25 161.00/163.00
 1400  94.50/96.50   115.50/117.50 139.50/141.50 161.25/163.25
 1500  94.75/96.75   115.75/117.75 140.00/142.00 161.50/163.50
 1600  95.25/97.25   116.25/118.25 140.75/142.75 162.25/164.25
 1715  94.75/96.75   115.75/117.75 140.00/142.00 161.75/163.75
                         (Closing Apr 19)
 1715  92.75/94.75   113.00/115.00 136.25/138.25 157.25/159.25
----------------------------------------------------------------
 TIME      DEC            JAN          FEB         MAR
----------------------------------------------------------------
 1000  182.25/184.25 203.00/205.00 222.25/224.25  242.50/244.50
 1100  181.50/183.50 202.25/204.25 221.50/223.50  241.50/243.50
 1200  182.00/184.00 203.00/205.00 222.25/224.25  242.50/244.50
 1300  183.25/185.25 204.25/206.25 223.50/225.50  244.00/246.00
 1400  183.50/185.50 205.00/207.00 224.75/226.75  245.50/247.50
 1500  184.00/186.00 205.50/207.50 225.25/227.25  246.00/248.00
 1600  184.75/186.75 206.25/208.25 225.75/227.75  246.50/248.50
 1715  184.25/186.25 205.75/207.75 225.50/227.50  246.00/248.00
                         (Closing Apr 19)
 1715  178.25/180.25 198.50/200.50 217.25/219.25  237.00/239.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.29%    4.22%    4.16%      4.12%     4.10%   4.08%
 1100   4.22%    4.17%    4.11%      4.09%     4.06%   4.05%
 1200   4.26%    4.17%    4.13%      4.10%     4.09%   4.06%
 1300   4.29%    4.20%    4.14%      4.11%     4.09%   4.08%
 1400   4.26%    4.17%    4.13%      4.10%     4.10%   4.09%
 1500   4.25%    4.19%    4.14%      4.11%     4.11%   4.10%
 1600   4.25%    4.19%    4.15%      4.13%     4.13%   4.12%
 1715   4.25%    4.19%    4.13%      4.10%     4.10%   4.10%
                         (Closing Apr 19)
 1715   4.20%    4.13%    4.05%      4.01%     4.00%   3.99%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.06%    4.04%    4.01%      3.98%     3.97%   4.00%
 1100   4.04%    4.02%    3.99%      3.97%     3.96%   3.98%
 1200   4.05%    4.03%    4.01%      3.98%     3.97%   4.00%
 1300   4.07%    4.06%    4.03%      4.01%     4.00%   4.02%
 1400   4.08%    4.07%    4.04%      4.03%     4.02%   4.04%
 1500   4.08%    4.08%    4.05%      4.03%     4.03%   4.05%
 1600   4.10%    4.09%    4.07%      4.04%     4.04%   4.06%
 1715   4.08%    4.08%    4.05%      4.03%     4.02%   4.05%
                         (Closing Apr 19) 
 1715   3.97%    3.95%    3.92%      3.89%     3.88%   3.91%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.1200/66.1300 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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