July 9, 2018 / 4:44 AM / 13 days ago

RPT-India fwd/annualised dlr premia-(close)-Jul 9

              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
               02.66%           02.66%           02.66%
                               (Jul 6)            
1000        02.00/04.00      01.50/03.00      00.50/01.00
               02.65%           02.65%           02.65%
---------------------------------------------------------------
 TIME       JUL           AUG            SEP            OCT 
---------------------------------------------------------------
 1000  15.00/16.50    39.50/41.50    62.75/64.75   90.75/92.75 
 1100  14.75/16.25    39.75/41.75    63.00/65.00   91.00/93.00 
 1200  15.25/16.75    40.25/42.25    63.00/65.00   90.75/92.75 
 1300  15.00/16.50    40.00/42.00    62.75/64.75   90.50/92.50 
 1400  14.75/16.25    39.50/41.50    62.50/64.50   90.50/92.50 
 1500  15.00/16.50    40.00/42.00    62.75/64.75   90.50/92.50
 1600  15.00/16.50    40.00/42.00    63.00/65.00   90.75/92.75
 1715  15.00/16.50    40.00/42.00    62.75/64.75   90.50/92.50
                        (Closing Jul 6)
 1715  16.00/17.50    41.50/43.50    64.25/66.25   92.00/94.00
----------------------------------------------------------------
 TIME       NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000 115.25/117.25  140.50/142.50  164.25/166.25  187.50/189.50
 1100 115.50/117.50  140.75/142.75  164.75/166.75  188.00/190.00
 1200 115.25/117.25  140.50/142.50  164.50/166.50  187.50/189.50
 1300 115.00/117.00  140.25/142.25  164.25/166.25  187.00/189.00
 1400 115.00/117.00  140.25/142.25  164.00/166.00  187.25/189.25
 1500 115.00/117.00  140.25/142.25  164.00/166.00  187.00/189.00
 1600 115.00/117.00  140.25/142.25  164.00/166.00  187.00/189.00
 1715 115.00/117.00  140.25/142.25  164.00/166.00  187.00/189.00
                        (Closing Jul 6)
 1715 116.50/118.50  142.00/144.00  165.75/167.75  188.75/190.75
----------------------------------------------------------------
 TIME       MAR           APR             MAY           JUN
----------------------------------------------------------------
 1000 211.50/213.50  239.50/241.50  263.25/265.25  285.00/287.00
 1100 212.00/214.00  240.00/242.00  264.00/266.00  286.00/288.00
 1200 211.50/213.50  239.50/241.50  263.50/265.50  285.50/287.50
 1300 211.00/213.00  239.00/241.00  263.00/265.00  285.00/287.00
 1400 211.25/213.25  239.25/241.25  263.25/265.25  285.00/287.00
 1500 211.00/213.00  239.00/241.00  263.00/265.00  285.00/287.00
 1600 211.00/213.00  239.00/241.00  263.00/265.00  285.00/287.00
 1715 211.00/213.00  239.00/241.00  263.00/265.00  285.00/287.00
                        (Closing Jul 6)
 1715 212.75/214.75  240.75/242.75  264.75/266.75  287.00/289.00
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.21%    4.26%    4.32%      4.35%     4.35%   4.33%
 1100   4.20%    4.27%    4.33%      4.36%     4.36%   4.34%
 1200   4.28%    4.30%    4.33%      4.35%     4.35%   4.33%
 1300   4.24%    4.28%    4.31%      4.34%     4.34%   4.32%
 1400   4.19%    4.25%    4.31%      4.34%     4.34%   4.32%
 1500   4.24%    4.28%    4.32%      4.34%     4.34%   4.32%
 1600   4.24%    4.28%    4.32%      4.34%     4.33%   4.32%
 1715   4.24%    4.28%    4.31%      4.34%     4.34%   4.32%
                        (Closing Jul 6)
 1715   4.28%    4.33%    4.34%      4.36%     4.35%   4.34%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.31%    4.32%    4.34%      4.35%     4.33%   4.31%
 1100   4.32%    4.33%    4.35%      4.36%     4.34%   4.32%
 1200   4.32%    4.32%    4.34%      4.35%     4.33%   4.32%
 1300   4.30%    4.31%    4.33%      4.34%     4.32%   4.31%
 1400   4.31%    4.32%    4.34%      4.35%     4.33%   4.31%
 1500   4.30%    4.31%    4.33%      4.34%     4.33%   4.31%
 1600   4.30%    4.30%    4.33%      4.34%     4.32%   4.30%
 1715   4.30%    4.31%    4.33%      4.34%     4.32%   4.31%
                        (Closing Jul 6)
 1715   4.31%    4.32%    4.34%      4.35%     4.33%   4.32%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.7150/68.7250 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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