August 28, 2018 / 4:41 AM / in 5 months

RPT-India fwd/annualised dlr premia-(close)-Aug 28

             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
               02.60%           02.60%           02.60%
                               (Aug 27)            
1000        01.00/02.50      00.50/01.25      00.50/01.25
               02.61%           02.61%           02.61%
----------------------------------------------------------------
 TIME      AUG            SEP           OCT            NOV 
----------------------------------------------------------------
 1000   00.25/01.25   24.00/26.00   51.50/53.50    76.25/78.25
 1100   00.25/01.25   23.50/25.50   51.50/53.50    76.25/78.25
 1200   00.25/01.25   23.50/25.50   51.50/53.50    76.50/78.50
 1300   00.25/01.25   24.00/26.00   51.50/53.50    76.25/78.25
 1400   00.25/01.25   24.00/26.00   51.50/53.50    76.25/78.25
 1500   00.25/01.25   23.50/25.50   51.25/53.25    76.25/78.25
 1600   00.25/01.25   23.50/25.50   51.25/53.25    76.25/78.25
 1715   00.25/01.25   24.00/26.00   51.50/53.50    76.25/78.25
                        (Closing Aug 27)  
 1715   01.25/02.25   25.00/27.00   52.25/54.25    77.00/79.00
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
----------------------------------------------------------------
 1000 101.75/103.75  126.75/128.75  150.00/152.00  174.00/176.00
 1100 101.75/103.75  126.75/128.75  150.00/152.00  174.00/176.00
 1200 102.00/104.00  127.00/129.00  150.25/152.25  174.25/176.25
 1300 101.75/103.75  126.75/128.75  150.00/152.00  174.00/176.00
 1400 101.75/103.75  126.75/128.75  150.00/152.00  174.00/176.00
 1500 101.75/103.75  126.75/128.75  150.00/152.00  174.00/176.00
 1600 101.75/103.75  126.75/128.75  150.00/152.00  174.00/176.00
 1715 101.75/103.75  126.75/128.75  150.00/152.00  174.00/176.00
                        (Closing Aug 27)  
 1715 102.50/104.50  127.50/129.50  150.75/152.75  174.75/176.75
----------------------------------------------------------------
 TIME      APR            MAY             JUN            JUL
----------------------------------------------------------------
 1000 203.75/205.75  229.00/231.00  251.75/253.75  278.50/280.50
 1100 203.50/205.50  228.50/230.50  251.25/253.25  278.00/280.00
 1200 203.75/205.75  228.75/230.75  251.50/253.50  278.50/280.50
 1300 203.75/205.75  229.00/231.00  251.75/253.75  278.50/280.50
 1400 203.75/205.75  229.00/231.00  251.75/253.75  278.50/280.50
 1500 203.50/205.50  228.50/230.50  251.50/253.50  278.50/280.50
 1600 203.50/205.50  228.50/230.50  251.50/253.50  278.50/280.50
 1715 203.75/205.75  229.00/231.00  251.75/253.75  278.50/280.50
                        (Closing Aug 27)  
 1715 204.25/206.25  229.50/231.50  252.25/254.25  279.00/281.00
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.49%    4.41%    4.37%      4.35%     4.32%   4.32%
 1100   4.40%    4.41%    4.37%      4.35%     4.32%   4.32%
 1200   4.39%    4.40%    4.38%      4.36%     4.32%   4.32%
 1300   4.48%    4.40%    4.37%      4.34%     4.31%   4.31%
 1400   4.48%    4.40%    4.36%      4.34%     4.31%   4.31%
 1500   4.39%    4.38%    4.37%      4.35%     4.32%   4.32%
 1600   4.40%    4.39%    4.37%      4.35%     4.32%   4.32%
 1715   4.49%    4.41%    4.37%      4.35%     4.32%   4.32%
                        (Closing Aug 27)  
 1715   4.51%    4.40%    4.36%      4.34%     4.31%   4.31%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.32%    4.39%    4.37%      4.36%     4.34%   4.33%
 1100   4.32%    4.38%    4.36%      4.35%     4.34%   4.33%
 1200   4.32%    4.38%    4.36%      4.35%     4.34%   4.33%
 1300   4.31%    4.38%    4.36%      4.35%     4.34%   4.33%
 1400   4.31%    4.38%    4.36%      4.35%     4.34%   4.32%
 1500   4.31%    4.38%    4.36%      4.35%     4.34%   4.33%
 1600   4.32%    4.38%    4.36%      4.35%     4.34%   4.33%
 1715   4.32%    4.39%    4.37%      4.36%     4.34%   4.33%
                        (Closing Aug 27)  
 1715   4.31%    4.37%    4.36%      4.35%     4.34%   4.32%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.1000/70.1100 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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