August 7, 2018 / 4:40 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-Aug 7

             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
               02.65%           02.65%           02.65%
                               (Aug 6)            
1000        01.00/02.50      00.50/01.25      00.50/01.25
               02.66%           02.66%           02.66%
----------------------------------------------------------------
 TIME      AUG            SEP           OCT            NOV 
----------------------------------------------------------------
 1000  17.00/18.50    39.50/41.50   67.00/69.00    91.75/93.75
 1100  17.00/18.50    39.50/41.50   66.75/68.75    91.50/93.50
 1200  17.00/18.50    39.75/41.75   66.75/68.75    91.25/93.25
 1300  17.00/18.50    39.50/41.50   66.75/68.75    91.25/93.25
 1400  16.75/18.25    39.25/41.25   66.75/68.75    91.50/93.50
 1500  16.75/18.25    39.25/41.25   66.75/68.75    91.50/93.50
 1600  16.75/18.25    39.25/41.25   66.75/68.75    91.50/93.50
 1715  17.00/18.50    39.75/41.75   67.00/69.00    91.75/93.75
                        (Closing Aug 6)
 1715  18.00/19.50    40.75/42.75   68.00/70.00    93.00/95.00
----------------------------------------------------------------
 TIME      DEC            JAN            FEB            MAR 
----------------------------------------------------------------
 1000 117.25/119.25  142.00/144.00  165.00/167.00  189.00/191.00
 1100 117.00/119.00  141.50/143.50  164.50/166.50  188.50/190.50
 1200 116.75/118.75  141.50/143.50  164.50/166.50  188.50/190.50
 1300 116.50/118.50  141.25/143.25  164.25/166.25  188.00/190.00
 1400 117.00/119.00  141.75/143.75  164.75/166.75  188.50/190.50
 1500 117.00/119.00  141.75/143.75  164.75/166.75  188.50/190.50
 1600 117.00/119.00  141.75/143.75  164.75/166.75  188.50/190.50
 1715 117.25/119.25  142.00/144.00  165.25/167.25  189.25/191.25
                        (Closing Aug 6)
 1715 118.50/120.50  143.50/145.50  166.50/168.50  190.50/192.50
----------------------------------------------------------------
 TIME      APR            MAY             JUN            JUL
----------------------------------------------------------------
 1000 217.50/219.50  242.00/244.00  264.50/266.50  291.00/293.00
 1100 217.00/219.00  241.50/243.50  264.00/266.00  290.50/292.50
 1200 217.00/219.00  241.50/243.50  264.00/266.00  290.50/292.50
 1300 216.50/218.50  241.00/243.00  263.50/265.50  290.00/292.00
 1400 217.00/219.00  241.50/243.50  264.00/266.00  290.50/292.50
 1500 217.00/219.00  241.50/243.50  264.00/266.00  290.50/292.50
 1600 217.00/219.00  241.50/243.50  264.00/266.00  290.50/292.50
 1715 218.00/220.00  242.50/244.50  265.00/267.00  291.50/293.50
                        (Closing Aug 6)
 1715 219.00/221.00  243.50/245.50  266.00/268.00  292.50/294.50
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.29%    4.32%    4.35%      4.35%     4.35%   4.33%
 1100   4.29%    4.31%    4.33%      4.34%     4.34%   4.32%
 1200   4.31%    4.33%    4.33%      4.34%     4.33%   4.32%
 1300   4.29%    4.31%    4.33%      4.33%     4.32%   4.32%
 1400   4.25%    4.30%    4.34%      4.35%     4.34%   4.33%
 1500   4.25%    4.30%    4.34%      4.35%     4.34%   4.33%
 1600   4.25%    4.30%    4.34%      4.35%     4.35%   4.34%
 1715   4.31%    4.34%    4.36%      4.36%     4.36%   4.35%
                        (Closing Aug 6)
 1715   4.33%    4.34%    4.36%      4.37%     4.36%   4.35%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.34%    4.36%    4.38%      4.36%     4.36%   4.35%
 1100   4.33%    4.35%    4.37%      4.36%     4.35%   4.34%
 1200   4.33%    4.35%    4.38%      4.36%     4.35%   4.34%
 1300   4.32%    4.34%    4.37%      4.35%     4.34%   4.33%
 1400   4.34%    4.36%    4.38%      4.36%     4.35%   4.34%
 1500   4.34%    4.36%    4.38%      4.36%     4.35%   4.34%
 1600   4.34%    4.36%    4.38%      4.36%     4.36%   4.35%
 1715   4.35%    4.38%    4.40%      4.38%     4.37%   4.36%
                        (Closing Aug 6)
 1715   4.35%    4.37%    4.39%      4.37%     4.36%   4.35%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.6800/68.6900 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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