April 6, 2018 / 4:42 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Apr 6

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.25/04.50     01.75/03.25      00.50/01.25
                03.16%          03.27%           02.81%
                              (Apr 5)            
1000         02.25/04.50     00.50/01.25      01.75/03.25
                03.16%          02.81%           03.27%
---------------------------------------------------------------
 TIME      APR            MAY          JUN           JUL
---------------------------------------------------------------
 1000  12.50/14.50    37.75/39.75    58.25/60.25  80.75/82.75
 1100  12.50/14.50    38.00/40.00    58.50/60.50  80.75/82.75
 1200  12.25/14.25    37.75/39.75    58.25/60.25  80.50/82.50
 1300  12.50/14.50    38.00/40.00    58.50/60.50  80.75/82.75
 1400  12.50/14.50    37.75/39.75    58.25/60.25  80.50/82.50
 1500  12.50/14.50    37.75/39.75    58.25/60.25  80.50/82.50
 1600  12.50/14.50    37.75/39.75    58.75/60.75  81.00/83.00
 1715  12.50/14.50    38.00/40.00    58.50/60.50  80.75/82.75
                         (Closing Apr 5)
 1715  13.50/15.50    39.00/41.00    59.50/61.50  81.75/83.75
----------------------------------------------------------------
 TIME      AUG            SEP          OCT        NOV
----------------------------------------------------------------
 1000 102.50/104.50  122.75/124.75 145.00/147.00 165.00/167.00
 1100 102.50/104.50  123.00/125.00 145.50/147.50 165.75/167.75
 1200 102.00/104.00  122.00/124.00 144.50/146.50 164.75/166.75
 1300 102.25/104.25  122.50/124.50 145.00/147.00 165.00/167.00
 1400 102.00/104.00  122.00/124.00 144.50/146.50 164.75/166.75
 1500 102.00/104.00  122.00/124.00 144.50/146.50 164.75/166.75
 1600 102.75/104.75  122.75/124.75 145.25/147.25 165.25/167.25
 1715 102.25/104.25  122.50/124.50 145.00/147.00 165.25/167.25
                         (Closing Apr 5)
 1715 103.50/105.50  123.50/125.50 146.00/148.00 166.00/168.00
----------------------------------------------------------------
 TIME      DEC            JAN          FEB         MAR
----------------------------------------------------------------
 1000  185.00/187.00 204.00/206.00 222.00/224.00  241.00/243.00
 1100  186.00/188.00 205.00/207.00 223.00/225.00  242.00/244.00
 1200  185.00/187.00 204.00/206.00 222.00/224.00  241.00/243.00
 1300  185.00/187.00 204.00/206.00 222.00/224.00  241.00/243.00
 1400  185.00/187.00 204.00/206.00 222.00/224.00  241.00/243.00
 1500  185.00/187.00 204.00/206.00 222.00/224.00  241.00/243.00
 1600  185.75/187.75 205.00/207.00 223.00/225.00  242.00/244.00
 1715  185.50/187.50 205.00/207.00 223.00/225.00  242.00/244.00
                         (Closing Apr 5)
 1715  186.00/188.00 205.00/207.00 223.00/225.00  242.00/244.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.33%    4.21%    4.13%      4.08%     4.06%   4.04%
 1100   4.35%    4.24%    4.14%      4.08%     4.07%   4.06%
 1200   4.31%    4.21%    4.13%      4.07%     4.04%   4.03%
 1300   4.35%    4.24%    4.14%      4.08%     4.05%   4.04%
 1400   4.34%    4.21%    4.13%      4.07%     4.04%   4.03%
 1500   4.34%    4.22%    4.13%      4.07%     4.04%   4.03%
 1600   4.34%    4.23%    4.16%      4.10%     4.07%   4.05%
 1715   4.35%    4.24%    4.15%      4.08%     4.06%   4.04%
                         (Closing Apr 5)
 1715   4.40%    4.26%    4.16%      4.10%     4.07%   4.05%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.00%    3.97%    3.92%      3.88%     3.86%   3.86%
 1100   4.02%    3.99%    3.94%      3.90%     3.87%   3.88%
 1200   3.99%    3.97%    3.92%      3.88%     3.86%   3.86%
 1300   4.00%    3.97%    3.92%      3.88%     3.86%   3.86%
 1400   3.99%    3.97%    3.92%      3.88%     3.86%   3.86%
 1500   3.99%    3.97%    3.92%      3.88%     3.86%   3.86%
 1600   4.01%    3.98%    3.94%      3.90%     3.88%   3.88%
 1715   4.01%    3.98%    3.94%      3.90%     3.88%   3.88%
                         (Closing Apr 5) 
 1715   4.02%    3.98%    3.93%      3.89%     3.87%   3.87%
 --------------------------------------------------------------- 
        (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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