August 16, 2018 / 4:42 AM / in 3 months

RPT-India fwd/annualised dlr premia-(close)-Aug 16

             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
               03.12%           03.25%           02.60%
                               (Aug 14)            
1000        04.00/06.00      01.25/02.00      02.75/04.00
               03.49%           03.27%           03.60%
----------------------------------------------------------------
 TIME      AUG            SEP           OCT            NOV 
----------------------------------------------------------------
 1000   07.75/09.25   30.50/32.50   57.50/59.50    82.00/84.00
 1100   07.75/09.25   30.50/32.50   58.00/60.00    82.50/84.50
 1200   07.75/09.25   30.50/32.50   57.75/59.75    82.00/84.00
 1300   08.00/09.50   30.75/32.75   58.00/60.00    82.25/84.25
 1400   07.75/09.25   30.75/32.75   58.00/60.00    82.50/84.50
 1500   07.50/09.00   31.00/33.00   58.00/60.00    82.25/84.25
 1600   07.75/09.25   31.00/33.00   58.25/60.25    82.50/84.50
 1715   07.50/09.00   31.00/33.00   58.00/60.00    82.25/84.25
                        (Closing Aug 14)  
 1715   08.25/09.75   31.25/33.25   57.75/59.75    82.00/84.00
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
----------------------------------------------------------------
 1000 107.00/109.00  131.50/133.50  154.50/156.50  178.25/180.25
 1100 107.50/109.50  132.00/134.00  155.00/157.00  178.75/180.75
 1200 107.00/109.00  131.50/133.50  154.25/156.25  177.75/179.75
 1300 107.25/109.25  131.75/133.75  154.50/156.50  178.00/180.00
 1400 107.50/109.50  132.00/134.00  155.00/157.00  178.75/180.75
 1500 107.25/109.25  131.50/133.50  154.25/156.25  177.75/179.75
 1600 107.50/109.50  132.00/134.00  154.75/156.75  178.25/180.25
 1715 107.25/109.25  131.75/133.75  154.50/156.50  178.25/180.25
                        (Closing Aug 14)   
 1715 106.75/108.75  131.25/133.25  153.75/155.75  177.00/179.00
----------------------------------------------------------------
 TIME      APR            MAY             JUN            JUL
----------------------------------------------------------------
 1000 207.00/209.00  231.50/233.50  254.00/256.00  280.50/282.50
 1100 207.50/209.50  232.00/234.00  254.50/256.50  281.00/283.00
 1200 206.50/208.50  231.00/233.00  253.50/255.50  280.00/282.00
 1300 206.75/208.75  231.50/233.50  254.00/256.00  280.50/282.50
 1400 207.50/209.50  232.00/234.00  254.50/256.50  281.00/283.00
 1500 206.50/208.50  231.25/233.25  253.75/255.75  280.50/282.50
 1600 207.00/209.00  231.50/233.50  254.00/256.00  280.50/282.50
 1715 207.25/209.25  232.00/234.00  254.50/256.50  281.00/283.00
                        (Closing Aug 14)   
 1715 205.50/207.50  230.00/232.00  252.50/254.50  279.00/281.00
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.32%    4.29%    4.27%      4.26%     4.23%   4.23%
 1100   4.32%    4.32%    4.30%      4.28%     4.25%   4.25%
 1200   4.32%    4.30%    4.27%      4.26%     4.23%   4.22%
 1300   4.35%    4.32%    4.28%      4.26%     4.24%   4.23%
 1400   4.34%    4.32%    4.29%      4.27%     4.24%   4.24%
 1500   4.36%    4.32%    4.28%      4.26%     4.23%   4.22%
 1600   4.38%    4.34%    4.30%      4.28%     4.25%   4.24%
 1715   4.37%    4.33%    4.29%      4.27%     4.24%   4.24%
                        (Closing Aug 14)   
 1715   4.31%    4.27%    4.25%      4.24%     4.22%   4.21%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.24%    4.28%    4.28%      4.27%     4.26%   4.25%
 1100   4.25%    4.29%    4.29%      4.27%     4.26%   4.26%
 1200   4.22%    4.27%    4.27%      4.26%     4.25%   4.24%
 1300   4.22%    4.27%    4.27%      4.26%     4.25%   4.24%
 1400   4.24%    4.28%    4.28%      4.27%     4.26%   4.25%
 1500   4.22%    4.26%    4.26%      4.25%     4.25%   4.24%
 1600   4.23%    4.27%    4.27%      4.26%     4.25%   4.24%
 1715   4.24%    4.29%    4.29%      4.28%     4.27%   4.26%
                        (Closing Aug 14)   
 1715   4.21%    4.25%    4.25%      4.24%     4.24%   4.23%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.1500/70.1600 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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