April 27, 2018 / 4:44 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 27

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         03.00/05.00     02.50/04.00      00.50/01.00
                02.73%          02.73%           02.73%
                              (Apr 26)            
1000         03.50/05.50     00.50/01.00      03.00/04.50
                03.19%          02.73%           03.28%
---------------------------------------------------------------
 TIME       MAY           JUN            JUL            AUG 
---------------------------------------------------------------
 1000  19.00/21.00    39.25/41.25    61.00/63.00    82.50/84.50
 1100  19.50/21.50    40.00/42.00    61.50/63.50    83.50/85.50
 1200  19.25/21.25    39.25/41.25    60.75/62.75    82.75/84.75
 1300  19.00/21.00    39.00/41.00    60.50/62.50    82.50/84.50
 1400  19.00/21.00    39.00/41.00    60.50/62.50    82.50/84.50
 1500  19.25/21.25    39.50/41.50    61.00/63.00    83.00/85.00
 1600  19.50/21.50    39.50/41.50    61.25/63.25    83.00/85.00
 1715  19.50/21.50    39.75/41.75    61.50/63.50    83.50/85.50
                         (Closing Apr 26)
 1715  19.75/21.75    39.50/41.50    61.00/63.00    82.50/84.50
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  102.75/104.75 126.50/128.50  148.00/150.00 170.00/172.00
 1100  104.00/106.00 128.00/130.00  150.00/152.00 172.50/174.50
 1200  103.25/105.25 127.00/129.00  149.00/151.00 171.50/173.50
 1300  103.00/105.00 126.50/128.50  148.50/150.50 171.00/173.00
 1400  102.50/104.50 126.00/128.00  148.00/150.00 170.50/172.50
 1500  103.00/105.00 126.50/128.50  148.50/150.50 171.00/173.00
 1600  103.25/105.25 127.00/129.00  148.50/150.50 171.00/173.00
 1715  103.75/105.75 127.50/129.50  149.25/151.25 171.75/173.75
                         (Closing Apr 26)
 1715  102.50/104.50 126.00/128.00  147.50/149.50 169.50/171.50
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  191.50/193.50 211.25/213.25  231.50/233.50 256.50/258.50
 1100  194.00/196.00 214.00/216.00  234.50/236.50 259.50/261.50
 1200  192.50/194.50 212.00/214.00  232.50/234.50 257.50/259.50
 1300  192.00/194.00 211.50/213.50  232.00/234.00 257.00/259.00
 1400  192.00/194.00 211.50/213.50  232.00/234.00 257.00/259.00
 1500  192.00/194.00 211.50/213.50  232.00/234.00 257.00/259.00
 1600  192.50/194.50 212.00/214.00  232.50/234.50 257.50/259.50
 1715  193.25/195.25 212.75/214.75  233.00/235.00 258.00/260.00
                         (Closing Apr 26)
 1715  191.00/193.00 210.50/212.50  231.00/233.00 256.00/258.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.90%    3.85%    3.81%      3.81%     3.84%   3.85%
 1100   3.99%    3.92%    3.85%      3.86%     3.89%   3.90%
 1200   3.93%    3.85%    3.80%      3.82%     3.85%   3.87%
 1300   3.89%    3.82%    3.78%      3.81%     3.84%   3.85%
 1400   3.89%    3.82%    3.78%      3.81%     3.82%   3.84%
 1500   3.94%    3.87%    3.81%      3.83%     3.84%   3.85%
 1600   3.98%    3.87%    3.83%      3.83%     3.86%   3.87%
 1715   3.99%    3.90%    3.85%      3.86%     3.88%   3.89%
                         (Closing Apr 26)
 1715   3.89%    3.81%    3.77%      3.78%     3.80%   3.82%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.86%   3.86%    3.86%      3.86%     3.86%   3.89%
 1100   3.92%   3.92%    3.91%      3.91%     3.91%   3.94%
 1200   3.89%   3.89%    3.87%      3.87%     3.87%   3.90%
 1300   3.87%   3.88%    3.86%      3.86%     3.86%   3.89%
 1400   3.86%   3.87%    3.86%      3.86%     3.86%   3.89%
 1500   3.87%   3.88%    3.86%      3.86%     3.87%   3.89%
 1600   3.88%   3.89%    3.88%      3.87%     3.88%   3.90%
 1715   3.90%   3.91%    3.89%      3.89%     3.89%   3.92%
                         (Closing Apr 26) 
 1715   3.83%   3.84%    3.83%      3.83%     3.84%   3.87%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.6600/66.6700 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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