August 31, 2018 / 4:52 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Aug 31

             Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000        02.50/04.50      02.50/04.50          N/A  
               03.21%           03.21%            N/A  
                               (Aug 30)           
1000        03.25/05.25      00.50/01.25      02.75/04.00
               03.36%           02.58%           03.55%
----------------------------------------------------------------
 TIME       SEP           OCT           NOV          DEC 
----------------------------------------------------------------
 1000   19.75/21.75   47.50/49.50    72.25/74.25   97.50/99.50 
 1100   19.75/21.75   47.75/49.75    72.50/74.50   97.75/99.75
 1200   19.75/21.75   47.75/49.75    72.50/74.50   98.00/100.00
 1300   19.50/21.50   47.50/49.50    72.00/74.00   97.25/99.25 
 1400   19.50/21.50   47.50/49.50    72.00/74.00   97.25/99.25 
 1500   19.50/21.50   47.50/49.50    72.25/74.25   97.50/99.50
 1600   19.75/21.75   47.75/49.75    72.50/74.50   97.50/99.50
 1715   19.75/21.75   47.75/49.75    72.50/74.50   97.50/99.50
                         (Closing Aug 30)  
 1715   19.75/21.75   47.75/49.75    72.50/74.50   97.75/99.75
----------------------------------------------------------------
 TIME      JAN            FEB            MAR        APR
----------------------------------------------------------------
 1000 122.25/124.25  144.75/146.75  168.50/170.50  197.50/199.50
 1100 122.25/124.25  144.75/146.75  168.50/170.50  197.75/199.75
 1200 122.75/124.75  145.50/147.50  169.00/171.00  198.50/200.50
 1300 121.75/123.75  144.50/146.50  168.00/170.00  197.00/199.00
 1400 121.75/123.75  144.25/146.25  167.50/169.50  197.00/199.00
 1500 122.00/124.00  144.50/146.50  168.00/170.00  197.50/199.50
 1600 122.00/124.00  144.50/146.50  168.00/170.00  197.50/199.50
 1715 122.00/124.00  144.25/146.25  167.75/169.75  196.75/198.75
                         (Closing Aug 30)  
 1715 122.50/124.50  145.00/147.00  169.00/171.00  198.25/200.25
----------------------------------------------------------------
 TIME      MAY             JUN            JUL          AUG
----------------------------------------------------------------
 1000 222.25/224.25  244.75/246.75  271.50/273.50  296.00/298.00
 1100 222.50/224.50  245.00/247.00  271.50/273.50  296.00/298.00
 1200 223.00/225.00  245.50/247.50  272.00/274.00  296.50/298.50
 1300 221.50/223.50  244.00/246.00  270.50/272.50  295.00/297.00
 1400 221.50/223.50  244.00/246.00  270.50/272.50  295.00/297.00
 1500 222.00/224.00  244.50/246.50  271.00/273.00  295.50/297.50
 1600 222.25/224.25  244.75/246.75  271.25/273.25  295.50/297.50
 1715 221.50/223.50  244.00/246.00  270.50/272.50  295.00/297.00
                         (Closing Aug 30)  
 1715 223.00/225.00  245.75/247.75  272.50/274.50  297.00/299.00
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.42%    4.37%    4.32%      4.29%     4.25%   4.23%
 1100   4.43%    4.39%    4.34%      4.30%     4.25%   4.24%
 1200   4.43%    4.39%    4.34%      4.31%     4.27%   4.26%
 1300   4.39%    4.36%    4.31%      4.28%     4.24%   4.23%
 1400   4.39%    4.36%    4.31%      4.28%     4.24%   4.22%
 1500   4.39%    4.37%    4.33%      4.29%     4.24%   4.23%
 1600   4.43%    4.39%    4.34%      4.29%     4.25%   4.23%
 1715   4.43%    4.38%    4.33%      4.28%     4.24%   4.22%
                         (Closing Aug 30)  
 1715   4.44%    4.40%    4.35%      4.31%     4.27%   4.26%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.24%    4.28%    4.27%      4.25%     4.25%   4.24%
 1100   4.25%    4.29%    4.27%      4.26%     4.25%   4.24%
 1200   4.26%    4.31%    4.28%      4.27%     4.26%   4.25%
 1300   4.23%    4.28%    4.25%      4.24%     4.23%   4.23%
 1400   4.22%    4.28%    4.26%      4.24%     4.23%   4.23%
 1500   4.24%    4.29%    4.26%      4.25%     4.24%   4.23%
 1600   4.24%    4.29%    4.27%      4.26%     4.24%   4.24%
 1715   4.22%    4.27%    4.25%      4.24%     4.23%   4.22%
                         (Closing Aug 30)  
 1715   4.27%    4.31%    4.29%      4.28%     4.28%   4.27%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 70.9900/71.0000 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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