August 20, 2018 / 4:48 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Aug 20

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000        01.50/03.50      00.50/01.25      01.00/02.25
               02.61%           02.61%           02.61%
                               (Aug 16)            
1000        03.00/05.00      02.50/04.00      00.50/01.00
               03.12%           03.25%           02.60%
----------------------------------------------------------------
 TIME      AUG            SEP           OCT            NOV 
----------------------------------------------------------------
 1000   06.00/07.50   29.00/31.00   56.25/58.25    80.50/82.50
 1100   06.00/07.50   29.75/31.75   56.75/58.75    81.25/83.25
 1200   06.00/07.50   29.75/31.75   56.75/58.75    81.25/83.25
 1300   06.00/07.50   29.75/31.75   56.75/58.75    81.25/83.25
 1400   06.00/07.50   29.75/31.75   56.75/58.75    81.25/83.25
 1500   06.00/07.50   29.75/31.75   56.50/58.50    81.00/83.00
 1600   06.00/07.50   29.75/31.75   56.50/58.50    81.00/83.00
 1715   06.00/07.50   29.75/31.75   56.75/58.75    81.25/83.25
                        (Closing Aug 16)  
 1715   07.50/09.00   31.00/33.00   58.00/60.00    82.25/84.25
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
----------------------------------------------------------------
 1000 105.50/107.50  130.00/132.00  152.75/154.75  176.25/178.25
 1100 106.50/108.50  131.00/133.00  153.75/155.75  177.50/179.50
 1200 106.25/108.25  131.00/133.00  153.75/155.75  177.50/179.50
 1300 106.25/108.25  131.00/133.00  153.75/155.75  177.50/179.50
 1400 106.00/108.00  130.25/132.25  153.00/155.00  176.75/178.75
 1500 106.00/108.00  130.50/132.50  153.25/155.25  177.00/179.00
 1600 106.00/108.00  130.50/132.50  153.25/155.25  176.75/178.75
 1715 106.25/108.25  130.75/132.75  153.50/155.50  177.25/179.25
                        (Closing Aug 16)
 1715 107.25/109.25  131.75/133.75  154.50/156.50  178.25/180.25
----------------------------------------------------------------
 TIME      APR            MAY             JUN            JUL
----------------------------------------------------------------
 1000 205.00/207.00  229.50/231.50  252.00/254.00  278.50/280.50
 1100 206.25/208.25  231.00/233.00  253.50/255.50  280.00/282.00
 1200 206.00/208.00  230.50/232.50  253.00/255.00  279.50/281.50
 1300 206.00/208.00  230.50/232.50  253.00/255.00  279.50/281.50
 1400 205.50/207.50  230.00/232.00  252.50/254.50  279.00/281.00
 1500 205.75/207.75  230.50/232.50  253.00/255.00  279.50/281.50
 1600 205.50/207.50  230.00/232.00  252.50/254.50  279.00/281.00
 1715 206.00/208.00  230.50/232.50  253.00/255.00  279.50/281.50
                        (Closing Aug 16)
 1715 207.25/209.25  232.00/234.00  254.50/256.50  281.00/283.00
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.36%    4.34%    4.31%      4.29%     4.26%   4.25%
 1100   4.46%    4.39%    4.35%      4.33%     4.29%   4.28%
 1200   4.47%    4.39%    4.35%      4.32%     4.30%   4.29%
 1300   4.47%    4.39%    4.35%      4.32%     4.30%   4.29%
 1400   4.48%    4.40%    4.36%      4.32%     4.28%   4.27%
 1500   4.47%    4.38%    4.34%      4.32%     4.29%   4.27%
 1600   4.46%    4.37%    4.33%      4.31%     4.28%   4.27%
 1715   4.46%    4.39%    4.35%      4.32%     4.29%   4.27%
                        (Closing Aug 16)   
 1715   4.37%    4.33%    4.29%      4.27%     4.24%   4.24%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.25%    4.30%    4.29%      4.28%     4.27%   4.27%
 1100   4.28%    4.32%    4.32%      4.31%     4.30%   4.29%
 1200   4.28%    4.32%    4.32%      4.30%     4.29%   4.29%
 1300   4.29%    4.33%    4.32%      4.30%     4.30%   4.29%
 1400   4.27%    4.32%    4.32%      4.30%     4.29%   4.29%
 1500   4.28%    4.32%    4.32%      4.31%     4.30%   4.29%
 1600   4.26%    4.31%    4.30%      4.29%     4.28%   4.28%
 1715   4.27%    4.32%    4.31%      4.30%     4.29%   4.28%
                        (Closing Aug 16)
 1715   4.24%    4.29%    4.29%      4.28%     4.27%   4.26%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 69.8200/69.8300 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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