July 25, 2018 / 4:40 AM / in 5 months

RPT-India fwd/annualised dlr premia-(close)-Jul 25

              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%
                               (Jul 24)            
1000        01.00/02.50      00.50/01.25      00.50/01.25
               02.65%           02.65%           02.65%
---------------------------------------------------------------
 TIME       JUL           AUG            SEP            OCT 
---------------------------------------------------------------
 1000  02.75/03.75    26.75/28.75    49.50/51.50   76.75/78.75
 1100  02.75/03.75    26.75/28.75    49.50/51.50   76.75/78.75
 1200  02.75/03.75    26.75/28.75    49.75/51.75   77.25/79.25
 1300  02.75/03.75    26.75/28.75    49.75/51.75   77.25/79.25
 1400  02.75/03.75    26.75/28.75    49.75/51.75   77.00/79.00
 1500  02.75/03.75    26.75/28.75    49.75/51.75   77.25/79.25
 1600  02.75/03.75    26.50/28.50    49.50/51.50   77.00/79.00
 1715  02.75/03.75    27.00/29.00    50.00/52.00   77.25/79.25
                         (Closing Jul 24)
 1715  03.25/04.25    27.50/29.50    50.25/52.25   77.50/79.50
----------------------------------------------------------------
 TIME       NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000 101.75/103.75  127.25/129.25  151.75/153.75  174.75/176.75
 1100 101.75/103.75  127.25/129.25  151.75/153.75  174.75/176.75
 1200 102.00/104.00  127.50/129.50  152.00/154.00  175.25/177.25
 1300 102.00/104.00  127.50/129.50  152.00/154.00  175.25/177.25
 1400 102.00/104.00  127.50/129.50  152.00/154.00  175.00/177.00
 1500 102.00/104.00  127.50/129.50  152.00/154.00  175.00/177.00
 1600 101.75/103.75  127.25/129.25  151.75/153.75  175.00/177.00
 1715 102.25/104.25  127.75/129.75  152.25/154.25  175.50/177.50
                         (Closing Jul 24)
 1715 102.50/104.50  128.00/130.00  152.50/154.50  175.75/177.75
----------------------------------------------------------------
 TIME       MAR           APR             MAY           JUN
----------------------------------------------------------------
 1000 199.00/201.00  227.25/229.25  251.50/253.50  273.50/275.50
 1100 199.00/201.00  227.25/229.25  251.50/253.50  273.50/275.50
 1200 199.25/201.25  227.50/229.50  251.75/253.75  274.00/276.00
 1300 199.25/201.25  227.50/229.50  251.75/253.75  274.00/276.00
 1400 199.25/201.25  227.50/229.50  252.00/254.00  274.00/276.00
 1500 199.00/201.00  227.25/229.25  251.50/253.50  273.50/275.50
 1600 199.00/201.00  227.25/229.25  251.50/253.50  273.50/275.50
 1715 199.75/201.75  228.25/230.25  252.75/254.75  275.00/277.00
                         (Closing Jul 24)
 1715 200.00/202.00  228.50/230.50  253.00/255.00  275.00/277.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.20%    4.25%    4.29%      4.32%     4.33%   4.31%
 1100   4.21%    4.25%    4.29%      4.32%     4.33%   4.31%
 1200   4.21%    4.27%    4.32%      4.34%     4.34%   4.32%
 1300   4.21%    4.27%    4.32%      4.34%     4.34%   4.32%
 1400   4.21%    4.27%    4.31%      4.34%     4.34%   4.32%
 1500   4.21%    4.28%    4.33%      4.34%     4.35%   4.33%
 1600   4.18%    4.26%    4.31%      4.33%     4.34%   4.32%
 1715   4.25%    4.29%    4.32%      4.35%     4.35%   4.33%
                         (Closing Jul 24)
 1715   4.19%    4.24%    4.28%      4.31%     4.32%   4.30%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.31%    4.32%    4.36%      4.35%     4.33%   4.31%
 1100   4.32%    4.33%    4.37%      4.35%     4.33%   4.31%
 1200   4.33%    4.34%    4.38%      4.36%     4.34%   4.32%
 1300   4.33%    4.34%    4.38%      4.36%     4.34%   4.32%
 1400   4.33%    4.34%    4.38%      4.36%     4.35%   4.32%
 1500   4.33%    4.34%    4.38%      4.36%     4.34%   4.32%
 1600   4.33%    4.34%    4.38%      4.36%     4.34%   4.32%
 1715   4.34%    4.35%    4.39%      4.37%     4.36%   4.34%
                         (Closing Jul 24)
 1715   4.31%    4.32%    4.37%      4.35%     4.34%   4.31%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.7800/68.7900 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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