July 19, 2018 / 4:42 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Jul 19

              Cash Spot        Cash Tom         Tom Next0
---------------------------------------------------------------
              Bid/Ask          Bid/Ask          Bid/Ask
(in IST)  
1000        02.00/04.00      00.50/01.00      01.50/03.00
               02.65%           02.65%           02.65%
                               (Jul 18)            
1000        01.00/02.50      00.50/01.25      00.50/01.25
               02.66%           02.66%           02.66%
---------------------------------------------------------------
 TIME       JUL           AUG            SEP            OCT 
---------------------------------------------------------------
 1000  05.50/07.00    29.75/31.75    52.75/54.75   80.25/82.25
 1100  05.50/07.00    30.00/32.00    53.00/55.00   80.25/82.25
 1200  05.50/07.00    29.50/31.50    52.50/54.50   80.25/82.25
 1300  05.50/07.00    29.75/31.75    52.75/54.75   80.25/82.25
 1400  05.50/07.00    29.75/31.75    52.75/54.75   80.25/82.25
 1500  05.50/07.00    29.50/31.50    52.50/54.50   80.50/82.50
 1600  05.50/07.00    29.50/31.50    52.50/54.50   80.50/82.50
 1715  05.50/07.00    29.75/31.75    52.75/54.75   80.25/82.25
                         (Closing Jul 18)
 1715  07.75/08.75    31.75/33.75    54.75/56.75   82.00/84.00
----------------------------------------------------------------
 TIME       NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000 105.00/107.00  130.50/132.50  154.50/156.50  177.50/179.50
 1100 105.00/107.00  130.25/132.25  154.50/156.50  177.50/179.50
 1200 105.00/107.00  130.50/132.50  154.50/156.50  177.50/179.50
 1300 105.00/107.00  130.50/132.50  154.50/156.50  177.50/179.50
 1400 105.00/107.00  130.50/132.50  154.50/156.50  177.50/179.50
 1500 105.25/107.25  130.75/132.75  154.75/156.75  178.00/180.00
 1600 105.25/107.25  130.75/132.75  154.75/156.75  178.00/180.00
 1715 105.25/107.25  130.75/132.75  155.00/157.00  178.00/180.00
                         (Closing Jul 18)
 1715 106.50/108.50  131.75/133.75  155.75/157.75  178.50/180.50
----------------------------------------------------------------
 TIME       MAR           APR             MAY           JUN
----------------------------------------------------------------
 1000 201.50/203.50  229.50/231.50  253.50/255.50  275.50/277.50
 1100 201.50/203.50  229.50/231.50  253.50/255.50  275.50/277.50
 1200 201.50/203.50  229.50/231.50  253.50/255.50  275.50/277.50
 1300 201.50/203.50  229.50/231.50  253.50/255.50  275.50/277.50
 1400 201.50/203.50  229.75/231.75  254.00/256.00  276.00/278.00
 1500 202.00/204.00  230.00/232.00  254.00/256.00  276.00/278.00
 1600 202.00/204.00  230.00/232.00  254.00/256.00  276.00/278.00
 1715 202.00/204.00  230.25/232.25  254.50/256.50  276.50/278.50
                         (Closing Jul 18)
 1715 202.50/204.50  230.50/232.50  254.50/256.50  276.50/278.50
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.18%    4.25%    4.30%      4.33%     4.33%   4.31%
 1100   4.21%    4.27%    4.30%      4.32%     4.33%   4.30%
 1200   4.15%    4.23%    4.29%      4.32%     4.33%   4.30%
 1300   4.17%    4.24%    4.29%      4.32%     4.32%   4.30%
 1400   4.17%    4.23%    4.29%      4.31%     4.32%   4.29%
 1500   4.14%    4.22%    4.30%      4.32%     4.33%   4.30%
 1600   4.14%    4.22%    4.30%      4.32%     4.33%   4.30%
 1715   4.17%    4.23%    4.29%      4.32%     4.32%   4.30%
                         (Closing Jul 18)
 1715   4.13%    4.22%    4.28%      4.30%     4.30%   4.28%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.31%    4.31%    4.35%      4.33%     4.32%   4.30%
 1100   4.30%    4.31%    4.34%      4.33%     4.32%   4.30%
 1200   4.30%    4.31%    4.34%      4.33%     4.31%   4.30%
 1300   4.30%    4.31%    4.34%      4.33%     4.31%   4.29%
 1400   4.29%    4.30%    4.33%      4.33%     4.31%   4.29%
 1500   4.30%    4.31%    4.34%      4.33%     4.31%   4.29%
 1600   4.30%    4.31%    4.34%      4.33%     4.31%   4.30%
 1715   4.30%    4.31%    4.34%      4.33%     4.32%   4.30%
                         (Closing Jul 18)
 1715   4.28%    4.29%    4.33%      4.32%     4.31%   4.30%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 69.0450/69.0550 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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