August 27, 2018 / 4:34 AM / 24 days ago

RPT-India fwd/annualised dlr premia-(close)-Aug 27

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000        01.00/02.50      00.50/01.25      00.50/01.25
               02.61%           02.61%           02.61%
                               (Aug 24)            
1000        02.25/04.25      01.75/03.00      00.50/01.25
               02.93%           03.04%           02.60%
----------------------------------------------------------------
 TIME      AUG            SEP           OCT            NOV 
----------------------------------------------------------------
 1000   01.25/02.25   25.25/27.25   52.50/54.50    77.50/79.50
 1100   01.25/02.25   24.50/26.50   52.50/54.50    77.25/79.25
 1200   01.25/02.25   25.25/27.25   52.50/54.50    77.50/79.50
 1300   01.25/02.25   25.25/27.25   52.50/54.50    77.25/79.25
 1400   01.25/02.25   25.00/27.00   52.25/54.25    77.00/79.00
 1500   01.25/02.25   24.50/26.50   52.25/54.25    77.00/79.00
 1600   01.25/02.25   25.00/27.00   52.25/54.25    77.00/79.00
 1715   01.25/02.25   25.00/27.00   52.25/54.25    77.00/79.00
                        (Closing Aug 24)  
 1715   02.00/03.00   26.00/28.00   53.25/55.25    78.25/80.25
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
----------------------------------------------------------------
 1000 103.00/105.00  128.00/130.00  151.25/153.25  175.25/177.25
 1100 102.75/104.75  127.75/129.75  151.00/153.00  175.00/177.00
 1200 103.00/105.00  127.75/129.75  150.75/152.75  174.75/176.75
 1300 102.75/104.75  127.75/129.75  151.00/153.00  175.00/177.00
 1400 102.50/104.50  127.50/129.50  150.75/152.75  175.00/177.00
 1500 102.50/104.50  127.25/129.25  150.50/152.50  174.50/176.50
 1600 102.50/104.50  127.50/129.50  150.75/152.75  174.75/176.75
 1715 102.50/104.50  127.50/129.50  150.75/152.75  174.75/176.75
                        (Closing Aug 24)  
 1715 104.00/106.00  129.00/131.00  152.25/154.25  176.25/178.25
----------------------------------------------------------------
 TIME      APR            MAY             JUN            JUL
----------------------------------------------------------------
 1000 204.50/206.50  229.50/231.50  252.25/254.25  279.00/281.00
 1100 204.50/206.50  229.50/231.50  252.25/254.25  279.00/281.00
 1200 204.25/206.25  229.25/231.25  252.00/254.00  279.00/281.00
 1300 204.50/206.50  229.50/231.50  252.25/254.25  279.00/281.00
 1400 204.50/206.50  229.50/231.50  252.25/254.25  279.00/281.00
 1500 204.00/206.00  229.00/231.00  251.75/253.75  278.50/280.50
 1600 204.25/206.25  229.50/231.50  252.25/254.25  279.00/281.00
 1715 204.25/206.25  229.50/231.50  252.25/254.25  279.00/281.00
                        (Closing Aug 24)  
 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   4.57%    4.44%    4.41%      4.38%     4.35%   4.35%
 1100   4.43%    4.43%    4.39%      4.37%     4.34%   4.33%
 1200   4.56%    4.43%    4.40%      4.37%     4.33%   4.32%
 1300   4.56%    4.43%    4.39%      4.36%     4.33%   4.33%
 1400   4.52%    4.41%    4.37%      4.35%     4.32%   4.32%
 1500   4.43%    4.40%    4.37%      4.35%     4.31%   4.31%
 1600   4.51%    4.41%    4.37%      4.35%     4.32%   4.32%
 1715   4.51%    4.40%    4.36%      4.34%     4.31%   4.31%
                        (Closing Aug 24)  
 1715   4.55%    4.43%    4.40%      4.39%     4.35%   4.35%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.35%    4.40%    4.38%      4.37%     4.36%   4.34%
 1100   4.33%    4.39%    4.37%      4.36%     4.35%   4.33%
 1200   4.32%    4.38%    4.37%      4.35%     4.34%   4.33%
 1300   4.33%    4.39%    4.37%      4.36%     4.34%   4.33%
 1400   4.33%    4.39%    4.37%      4.36%     4.34%   4.33%
 1500   4.31%    4.38%    4.36%      4.35%     4.34%   4.32%
 1600   4.32%    4.38%    4.37%      4.35%     4.34%   4.33%
 1715   4.31%    4.37%    4.36%      4.35%     4.34%   4.32%
                        (Closing Aug 24)  
 1715   4.34%    4.40%    4.38%      4.37%     4.35%   4.34%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.1600/70.1700 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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