August 3, 2018 / 4:43 AM / in 2 months

RPT-India fwd/annualised dlr premia-(close)-Aug 3

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000        02.00/04.25      01.50/03.00      00.50/01.25
               02.66%           02.66%           02.66%
                               (Aug 2)            
1000        02.25/04.25      00.50/01.25      01.75/03.00
               03.00%           02.67%           03.11%
----------------------------------------------------------------
 TIME      AUG            SEP           OCT            NOV 
----------------------------------------------------------------
 1000  19.00/20.50    42.00/44.00   69.50/71.50    94.50/96.50
 1100  18.75/20.75    41.75/43.75   69.75/71.75    94.75/96.75
 1200  18.50/20.50    41.50/43.50   69.50/71.50    94.50/96.50
 1300  19.00/20.50    41.75/43.75   69.00/71.00    94.00/96.00
 1400  18.50/20.50    41.50/43.50   69.50/71.50    94.25/96.25
 1500  19.00/20.50    41.75/43.75   69.00/71.00    94.00/96.00
 1600  18.50/20.50    41.50/43.50   69.25/71.25    94.25/96.25
 1715  19.00/20.50    41.75/43.75   69.00/71.00    94.00/96.00
                        (Closing Aug 2)
 1715  19.75/21.75    42.75/44.75   70.25/72.25    95.25/97.25
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
----------------------------------------------------------------
 1000 120.25/122.25  145.50/147.50  168.75/170.75  192.75/194.75
 1100 120.25/122.25  145.25/147.25  168.50/170.50  192.50/194.50
 1200 120.25/122.25  145.25/147.25  168.50/170.50  192.50/194.50
 1300 119.75/121.75  144.75/146.75  167.75/169.75  192.00/194.00
 1400 119.75/121.75  144.50/146.50  167.75/169.75  191.75/193.75
 1500 119.50/121.50  144.50/146.50  167.50/169.50  191.75/193.75
 1600 119.75/121.75  144.75/146.75  168.00/170.00  192.00/194.00
 1715 119.75/121.75  145.00/147.00  168.00/170.00  192.25/194.25
                        (Closing Aug 2)
 1715 120.75/122.75  145.75/147.75  168.75/170.75  192.75/194.75
----------------------------------------------------------------
 TIME      APR            MAY             JUN            JUL
----------------------------------------------------------------
 1000 221.50/223.50  246.00/248.00  268.50/270.50  295.00/297.00
 1100 221.00/223.00  245.50/247.50  268.00/270.00  294.50/296.50
 1200 221.00/223.00  245.50/247.50  268.00/270.00  294.50/296.50
 1300 220.50/222.50  245.00/247.00  267.50/269.50  294.00/296.00
 1400 220.50/222.50  245.00/247.00  267.50/269.50  294.00/296.00
 1500 220.50/222.50  245.00/247.00  267.50/269.50  294.00/296.00
 1600 220.50/222.50  245.00/247.00  267.50/269.50  294.00/296.00
 1715 221.00/223.00  245.50/247.50  268.00/270.00  294.50/296.50
                        (Closing Aug 2)
 1715 221.50/223.50  246.00/248.00  268.50/270.50  295.00/297.00
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.38%    4.40%    4.41%      4.41%     4.41%   4.40%
 1100   4.37%    4.39%    4.42%      4.42%     4.41%   4.39%
 1200   4.32%    4.37%    4.40%      4.41%     4.40%   4.39%
 1300   4.36%    4.36%    4.37%      4.38%     4.38%   4.37%
 1400   4.32%    4.37%    4.40%      4.40%     4.38%   4.37%
 1500   4.36%    4.37%    4.37%      4.38%     4.37%   4.36%
 1600   4.32%    4.36%    4.39%      4.39%     4.38%   4.37%
 1715   4.38%    4.38%    4.39%      4.40%     4.40%   4.39%
                        (Closing Aug 2)
 1715   4.40%    4.39%    4.40%      4.41%     4.39%   4.38%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.40%    4.41%    4.44%      4.41%     4.40%   4.39%
 1100   4.39%    4.41%    4.43%      4.41%     4.39%   4.38%
 1200   4.39%    4.40%    4.42%      4.40%     4.39%   4.38%
 1300   4.37%    4.39%    4.41%      4.39%     4.38%   4.37%
 1400   4.37%    4.39%    4.42%      4.39%     4.38%   4.37%
 1500   4.36%    4.39%    4.41%      4.39%     4.38%   4.37%
 1600   4.38%    4.39%    4.41%      4.39%     4.38%   4.37%
 1715   4.39%    4.41%    4.43%      4.41%     4.40%   4.39%
                        (Closing Aug 2)
 1715   4.38%    4.40%    4.42%      4.40%     4.39%   4.38%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.6050/68.6150 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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