August 24, 2018 / 4:37 AM / in 3 months

RPT-India fwd/annualised dlr premia-(close)-Aug 24

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000        02.25/04.25      01.75/03.00      00.50/01.25
               02.93%           03.04%           02.60%
                               (Aug 23)            
1000        02.25/04.25      00.50/01.25      01.75/03.00
               02.93%           02.61%           03.04%
----------------------------------------------------------------
 TIME      AUG            SEP           OCT            NOV 
----------------------------------------------------------------
 1000   02.00/03.00   26.00/28.00   53.25/55.25    78.25/80.25
 1100   02.00/03.00   26.00/28.00   53.25/55.25    78.25/80.25
 1200   02.25/03.25   25.50/27.50   53.50/55.50    78.25/80.25
 1300   02.25/03.25   25.50/27.50   53.50/55.50    78.50/80.50
 1400   02.25/03.25   25.50/27.50   53.50/55.50    78.50/80.50
 1500   02.00/03.00   26.00/28.00   53.25/55.25    78.25/80.25
 1600   02.00/03.00   26.00/28.00   53.25/55.25    78.25/80.25
 1715   02.00/03.00   26.00/28.00   53.25/55.25    78.25/80.25
                        (Closing Aug 23)  
 1715   03.00/04.00   27.00/29.00   54.25/56.25    79.25/81.25
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
----------------------------------------------------------------
 1000 103.75/105.75  128.75/130.75  152.00/154.00  176.00/178.00
 1100 103.50/105.50  128.25/130.25  151.50/153.50  175.50/177.50
 1200 103.75/105.75  128.50/130.50  151.75/153.75  175.75/177.75
 1300 104.00/106.00  128.75/130.75  152.00/154.00  176.00/178.00
 1400 104.00/106.00  128.75/130.75  152.00/154.00  176.00/178.00
 1500 103.75/105.75  128.75/130.75  152.00/154.00  176.00/178.00
 1600 104.00/106.00  128.75/130.75  152.00/154.00  176.00/178.00
 1715 104.00/106.00  129.00/131.00  152.25/154.25  176.25/178.25
                        (Closing Aug 23)  
 1715 104.75/106.75  129.50/131.50  152.50/154.50  176.50/178.50
----------------------------------------------------------------
 TIME      APR            MAY             JUN            JUL
----------------------------------------------------------------
 1000 205.00/207.00  230.00/232.00  252.75/254.75  279.50/281.50
 1100 204.50/206.50  229.50/231.50  252.25/254.25  279.00/281.00 
 1200 204.75/206.75  229.50/231.50  252.25/254.25  279.00/281.00
 1300 205.00/207.00  230.00/232.00  252.75/254.75  279.50/281.50
 1400 205.00/207.00  230.00/232.00  252.75/254.75  279.50/281.50
 1500 205.00/207.00  230.00/232.00  252.75/254.75  279.50/281.50
 1600 205.00/207.00  230.00/232.00  252.75/254.75  279.50/281.50
 1715 205.50/207.50  230.50/232.50  253.25/255.25  280.00/282.00
                        (Closing Aug 23)  
 1715 205.50/207.50  230.50/232.50  253.25/255.25  280.00/282.00
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.53%    4.41%    4.39%      4.36%     4.33%   4.33%
 1100   4.54%    4.42%    4.39%      4.36%     4.32%   4.32%
 1200   4.45%    4.43%    4.39%      4.36%     4.32%   4.32%
 1300   4.44%    4.43%    4.40%      4.37%     4.33%   4.32%
 1400   4.45%    4.43%    4.40%      4.37%     4.33%   4.33%
 1500   4.53%    4.41%    4.38%      4.36%     4.33%   4.32%
 1600   4.54%    4.42%    4.40%      4.38%     4.34%   4.34%
 1715   4.55%    4.43%    4.40%      4.39%     4.35%   4.35%
                        (Closing Aug 23)  
 1715   4.55%    4.43%    4.40%      4.37%     4.33%   4.32%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.32%    4.37%    4.36%      4.34%     4.33%   4.32%
 1100   4.31%    4.37%    4.35%      4.34%     4.33%   4.31%
 1200   4.32%    4.37%    4.35%      4.34%     4.32%   4.31%
 1300   4.32%    4.37%    4.35%      4.34%     4.33%   4.31%
 1400   4.32%    4.37%    4.36%      4.34%     4.33%   4.32%
 1500   4.32%    4.37%    4.35%      4.34%     4.33%   4.32%
 1600   4.33%    4.38%    4.37%      4.35%     4.34%   4.33%
 1715   4.34%    4.40%    4.38%      4.37%     4.35%   4.34%
                        (Closing Aug 23)  
 1715   4.32%    4.37%    4.35%      4.34%     4.33%   4.32%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 69.9050/69.9150 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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