April 26, 2018 / 4:53 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Apr 26

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         03.50/05.50     00.50/01.00      03.00/04.50
                03.19%          02.73%           03.28%
                              (Apr 25)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.74%          02.74%           02.74%
---------------------------------------------------------------
 TIME       MAY           JUN            JUL            AUG 
---------------------------------------------------------------
 1000  21.00/22.00    41.00/43.00    62.75/64.75    84.75/86.75
 1100  20.25/22.25    41.00/43.00    63.00/65.00    85.00/87.00
 1200  20.25/22.25    40.50/42.50    62.25/64.25    84.25/86.25
 1300  20.25/22.25    40.00/42.00    61.75/63.75    83.50/85.50
 1400  20.25/22.25    40.25/42.25    62.00/64.00    83.75/85.75
 1500  20.25/22.25    40.25/42.25    62.00/64.00    83.75/85.75
 1600  20.25/22.25    39.75/41.75    61.25/63.25    82.75/84.75
 1715  19.75/21.75    39.50/41.50    61.00/63.00    82.50/84.50
                         (Closing Apr 25)
 1715  24.25/26.25    44.50/46.50    66.50/68.50    88.50/90.50
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  105.25/107.25 129.00/131.00  150.50/152.50 172.50/174.50
 1100  105.50/107.50 129.00/131.00  150.50/152.50 172.50/174.50
 1200  104.25/106.25 127.50/129.50  149.00/151.00 171.00/173.00
 1300  103.50/105.50 127.00/129.00  148.50/150.50 170.50/172.50
 1400  104.00/106.00 127.50/129.50  149.00/151.00 171.00/173.00
 1500  103.75/105.75 127.00/129.00  148.50/150.50 170.50/172.50
 1600  102.75/104.75 126.00/128.00  147.50/149.50 169.25/171.25
 1715  102.50/104.50 126.00/128.00  147.50/149.50 169.50/171.50
                         (Closing Apr 25)
 1715  109.00/111.00 132.50/134.50  154.00/156.00 176.00/178.00
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  194.00/196.00 213.50/215.50  234.00/236.00 259.00/261.00
 1100  194.00/196.00 213.50/215.50  234.00/236.00 259.00/261.00
 1200  192.50/194.50 212.00/214.00  232.25/234.25 257.00/259.00
 1300  192.00/194.00 211.50/213.50  232.00/234.00 257.00/259.00
 1400  192.50/194.50 212.00/214.00  232.50/234.50 257.50/259.50
 1500  192.00/194.00 211.75/213.75  232.00/234.00 257.00/259.00
 1600  190.75/192.75 210.50/212.50  231.00/233.00 256.00/258.00
 1715  191.00/193.00 210.50/212.50  231.00/233.00 256.00/258.00
                         (Closing Apr 25)
 1715  197.50/199.50 217.00/219.00  237.50/239.50 262.50/264.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.03%    3.94%    3.87%      3.88%     3.90%   3.90%
 1100   3.99%    3.94%    3.88%      3.88%     3.90%   3.90%
 1200   3.98%    3.90%    3.84%      3.85%     3.86%   3.86%
 1300   3.97%    3.86%    3.81%      3.82%     3.84%   3.85%
 1400   3.98%    3.88%    3.83%      3.83%     3.85%   3.86%
 1500   3.98%    3.88%    3.82%      3.83%     3.84%   3.84%
 1600   3.96%    3.83%    3.78%      3.78%     3.81%   3.81%
 1715   3.89%    3.81%    3.77%      3.78%     3.80%   3.82%
                         (Closing Apr 25)
 1715   4.05%    3.94%    3.88%      3.88%     3.90%   3.89%  
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.90%   3.90%    3.89%      3.88%     3.88%   3.91%
 1100   3.90%   3.90%    3.88%      3.88%     3.88%   3.91%
 1200   3.86%   3.86%    3.86%      3.85%     3.85%   3.88%
 1300   3.86%   3.86%    3.85%      3.85%     3.85%   3.89%
 1400   3.87%   3.87%    3.86%      3.86%     3.86%   3.89%
 1500   3.85%   3.86%    3.85%      3.85%     3.85%   3.88%
 1600   3.83%   3.83%    3.82%      3.83%     3.83%   3.87%
 1715   3.83%   3.84%    3.83%      3.83%     3.84%   3.87%
                         (Closing Apr 25) 
 1715   3.90%    3.89%    3.88%      3.87%     3.87%   3.91%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.7500/66.7600 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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