April 4, 2018 / 4:42 AM / 16 days ago

RPT-India fwd/annualised dlr premia-(close)-Apr 4

              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
                02.81%          02.81%           02.81%
                              (Apr 3)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.80%          02.80%           02.80%
---------------------------------------------------------------
 TIME      APR            MAY          JUN           JUL
---------------------------------------------------------------
 1000  16.25/18.25    42.25/44.25    63.25/65.25  86.50/88.50
 1100  16.25/18.25    42.00/44.00    63.00/65.00  86.25/88.25
 1200  16.25/18.25    42.00/44.00    63.25/65.25  86.25/88.25
 1300  16.25/18.25    42.25/44.25    63.50/65.50  86.50/88.50
 1400  16.25/18.25    42.00/44.00    63.25/65.25  86.25/88.25
 1500  16.25/18.25    42.25/44.25    63.25/65.25  86.25/88.25
 1600  16.25/18.25    41.75/43.75    63.00/65.00  86.00/88.00
 1715  16.25/18.25    42.00/44.00    63.00/65.00  86.00/88.00
                         (Closing Apr 3)
 1715  17.00/19.00    42.75/44.75    63.75/65.75  87.00/89.00
----------------------------------------------------------------
 TIME      AUG            SEP          OCT        NOV
----------------------------------------------------------------
 1000 109.25/111.25  130.00/132.00 152.75/154.75 173.25/175.25
 1100 108.75/110.75  129.50/131.50 152.50/154.50 173.00/175.00
 1200 108.50/110.50  129.00/131.00 152.00/154.00 172.50/174.50
 1300 108.75/110.75  129.50/131.50 152.50/154.50 173.00/175.00
 1400 108.75/110.75  129.50/131.50 152.50/154.50 173.00/175.00
 1500 108.75/110.75  129.25/131.25 152.00/154.00 172.50/174.50
 1600 108.25/110.25  129.00/131.00 152.00/154.00 172.50/174.50
 1715 108.00/110.00  128.50/130.50 151.50/153.50 172.00/174.00
                         (Closing Apr 3)
 1715 109.50/111.50  130.00/132.00 153.00/155.00 173.50/175.50
----------------------------------------------------------------
 TIME      DEC            JAN          FEB         MAR
----------------------------------------------------------------
 1000  194.00/196.00 213.50/215.50 231.50/233.50  250.50/252.50
 1100  193.50/195.50 213.00/215.00 231.00/233.00  250.00/252.00
 1200  193.00/195.00 212.50/214.50 230.50/232.50  249.50/251.50
 1300  193.50/195.50 213.00/215.00 231.00/233.00  250.00/252.00
 1400  193.50/195.50 213.00/215.00 231.00/233.00  250.00/252.00
 1500  193.00/195.00 212.50/214.50 230.50/232.50  249.50/251.50
 1600  193.00/195.00 212.50/214.50 230.50/232.50  249.50/251.50
 1715  192.50/194.50 212.00/214.00 230.00/232.00  249.00/251.00
                          (Closing Apr 3)
 1715  194.00/196.00 213.50/215.50 231.50/233.50  250.50/252.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.51%    4.39%    4.28%      4.23%     4.21%   4.19%
 1100   4.50%    4.36%    4.27%      4.22%     4.19%   4.17%
 1200   4.50%    4.36%    4.27%      4.21%     4.18%   4.16%
 1300   4.51%    4.39%    4.29%      4.22%     4.19%   4.17%
 1400   4.49%    4.36%    4.27%      4.21%     4.19%   4.17%
 1500   4.50%    4.37%    4.27%      4.21%     4.18%   4.15%
 1600   4.47%    4.33%    4.25%      4.19%     4.16%   4.15%
 1715   4.49%    4.35%    4.25%      4.19%     4.15%   4.13%
                         (Closing Apr 3)
 1715   4.49%    4.36%    4.26%      4.22%     4.19%   4.17%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.15%    4.11%    4.06%      4.01%     3.98%   3.97%
 1100   4.14%    4.10%    4.05%      4.00%     3.97%   3.96%
 1200   4.12%    4.08%    4.04%      3.99%     3.96%   3.95%
 1300   4.13%    4.10%    4.05%      4.00%     3.97%   3.95%
 1400   4.13%    4.09%    4.04%      3.99%     3.96%   3.95%
 1500   4.12%    4.08%    4.03%      3.98%     3.95%   3.94%
 1600   4.11%    4.07%    4.03%      3.98%     3.95%   3.94%
 1715   4.10%    4.06%    4.02%      3.97%     3.94%   3.93%
                         (Closing Apr 3) 
 1715   4.13%    4.09%    4.04%      3.99%     3.96%   3.95%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 65.1450/65.1550 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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