April 5, 2018 / 4:40 AM / 8 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 5

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.25/04.50     00.50/01.25      01.75/03.25
                03.16%          02.81%           03.27%
                              (Apr 4)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.81%          02.81%           02.81%
---------------------------------------------------------------
 TIME      APR            MAY          JUN           JUL
---------------------------------------------------------------
 1000  13.75/15.75    39.25/41.25    60.25/62.25  83.00/85.00
 1100  13.50/15.50    39.00/41.00    59.75/61.75  82.50/84.50
 1200  13.50/15.50    39.00/41.00    59.50/61.50  82.00/84.00
 1300  13.50/15.50    39.00/41.00    59.50/61.50  82.00/84.00
 1400  13.50/15.50    39.00/41.00    59.50/61.50  82.00/84.00
 1500  13.50/15.50    39.00/41.00    59.50/61.50  82.00/84.00
 1600  13.50/15.50    38.75/40.75    59.25/61.25  81.75/83.75
 1715  13.50/15.50    39.00/41.00    59.50/61.50  81.75/83.75
                         (Closing Apr 4)
 1715  16.25/18.25    42.00/44.00    63.00/65.00  86.00/88.00
----------------------------------------------------------------
 TIME      AUG            SEP          OCT        NOV
----------------------------------------------------------------
 1000 105.00/107.00  125.50/127.50 148.50/150.50 169.00/171.00
 1100 104.50/106.50  124.50/126.50 147.00/149.00 167.25/169.25
 1200 104.00/106.00  124.00/126.00 146.50/148.50 167.00/169.00
 1300 103.75/105.75  124.00/126.00 146.50/148.50 166.50/168.50
 1400 104.00/106.00  124.25/126.25 146.75/148.75 167.00/169.00
 1500 104.00/106.00  124.50/126.50 147.00/149.00 167.00/169.00
 1600 103.50/105.50  123.50/125.50 146.00/148.00 166.00/168.00
 1715 103.50/105.50  123.50/125.50 146.00/148.00 166.00/168.00
                         (Closing Apr 4)
 1715 108.00/110.00  128.50/130.50 151.50/153.50 172.00/174.00
----------------------------------------------------------------
 TIME      DEC            JAN          FEB         MAR
----------------------------------------------------------------
 1000  189.50/191.50 209.00/211.00 227.00/229.00  246.00/248.00
 1100  187.50/189.50 207.00/209.00 225.00/227.00  244.00/246.00
 1200  187.00/189.00 206.00/208.00 224.00/226.00  243.00/245.00
 1300  187.00/189.00 206.50/208.50 224.50/226.50  243.50/245.50
 1400  187.00/189.00 206.50/208.50 224.50/226.50  243.50/245.50
 1500  187.00/189.00 206.50/208.50 224.50/226.50  243.50/245.50
 1600  186.00/188.00 205.00/207.00 223.00/225.00  242.00/244.00
 1715  186.00/188.00 205.00/207.00 223.00/225.00  242.00/244.00
                         (Closing Apr 4)
 1715  192.50/194.50 212.00/214.00 230.00/232.00  249.00/251.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.44%    4.30%    4.22%      4.16%     4.13%   4.12%
 1100   4.39%    4.26%    4.18%      4.13%     4.10%   4.08%
 1200   4.39%    4.25%    4.16%      4.11%     4.08%   4.06%
 1300   4.40%    4.26%    4.16%      4.11%     4.08%   4.06%
 1400   4.39%    4.25%    4.16%      4.11%     4.09%   4.07%
 1500   4.40%    4.26%    4.17%      4.12%     4.10%   4.08%
 1600   4.38%    4.23%    4.15%      4.10%     4.07%   4.05%
 1715   4.40%    4.26%    4.16%      4.10%     4.07%   4.05%
                         (Closing Apr 4)
 1715   4.49%    4.35%    4.25%      4.19%     4.15%   4.13%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.08%    4.05%    4.00%      3.96%     3.93%   3.93%
 1100   4.04%    4.00%    3.96%      3.92%     3.89%   3.89%
 1200   4.03%    3.99%    3.95%      3.90%     3.88%   3.88%
 1300   4.03%    3.99%    3.95%      3.91%     3.89%   3.89%
 1400   4.03%    3.99%    3.95%      3.91%     3.89%   3.88%
 1500   4.04%    4.00%    3.96%      3.91%     3.89%   3.89%
 1600   4.01%    3.97%    3.93%      3.88%     3.86%   3.86%
 1715   4.02%    3.98%    3.93%      3.89%     3.87%   3.87%
                         (Closing Apr 4) 
 1715   4.10%    4.06%    4.02%      3.97%     3.94%   3.93%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 64.9650/64.9750 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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