June 13, 2018 / 4:40 AM / 5 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 13

              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      
                02.70%          02.70%           02.70% 
                              (Jun 12)            
1000         01.00/02.50     00.50/01.25      00.50/01.25      
                02.70%          02.70%           02.70% 
---------------------------------------------------------------
 TIME       JUN           JUL            AUG            SEP 
---------------------------------------------------------------
 1000  10.00/11.50    34.75/36.75    59.00/61.00    81.75/83.75
 1100  10.00/11.50    34.75/36.75    59.00/61.00    81.75/83.75
 1200  09.75/11.25    34.25/36.25    58.25/60.25    81.00/83.00
 1300  10.00/11.50    34.50/36.50    58.50/60.50    81.25/83.25
 1400  10.00/11.50    34.50/36.50    58.50/60.50    81.25/83.25
 1500  10.00/11.50    34.50/36.50    58.75/60.75    81.25/83.25
 1600  10.00/11.50    34.50/36.50    58.75/60.75    81.25/83.25
 1715  10.00/11.50    34.50/36.50    58.75/60.75    81.25/83.25
                          (Closing Jun 12)
 1715  11.00/12.50    35.75/37.75    60.00/62.00    82.50/84.50
----------------------------------------------------------------
 TIME       OCT           NOV            DEC           JAN 
----------------------------------------------------------------
 1000 108.25/110.25   132.25/134.25  156.75/158.75 179.75/181.75
 1100 108.25/110.25   132.25/134.25  156.75/158.75 179.75/181.75
 1200 107.75/109.75   131.50/133.50  156.00/158.00 178.75/180.75
 1300 108.00/110.00   131.75/133.75  156.25/158.25 179.00/181.00
 1400 108.00/110.00   131.75/133.75  156.25/158.25 179.00/181.00
 1500 107.75/109.75   131.75/133.75  156.25/158.25 179.25/181.25
 1600 107.75/109.75   131.75/133.75  156.25/158.25 179.25/181.25
 1715 107.75/109.75   131.75/133.75  156.50/158.50 179.50/181.50
                          (Closing Jun 12)
 1715 109.25/111.25   133.25/135.25  158.00/160.00 181.00/183.00
----------------------------------------------------------------
 TIME       FEB           MAR             APR           MAY
----------------------------------------------------------------
 1000  201.50/203.50  224.00/226.00  251.75/253.75 275.00/277.00
 1100  201.25/203.25  223.75/225.75  251.50/253.50 274.50/276.50
 1200  200.50/202.50  223.00/225.00  250.75/252.75 274.00/276.00
 1300  200.75/202.75  223.25/225.25  251.00/253.00 274.00/276.00
 1400  200.75/202.75  223.25/225.25  251.00/253.00 274.00/276.00
 1500  200.75/202.75  223.25/225.25  251.00/253.00 274.00/276.00
 1600  200.75/202.75  223.25/225.25  251.00/253.00 274.00/276.00
 1715  201.25/203.25  223.75/225.75  251.50/253.50 274.50/276.50
                          (Closing Jun 12)
 1715  202.75/204.75  225.25/227.25  253.00/255.00 276.00/278.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.18%    4.20%    4.24%      4.27%     4.28%   4.28%
 1100   4.19%    4.21%    4.24%      4.27%     4.28%   4.28%
 1200   4.12%    4.15%    4.20%      4.24%     4.26%   4.26%
 1300   4.16%    4.17%    4.21%      4.25%     4.26%   4.26%
 1400   4.16%    4.17%    4.21%      4.25%     4.26%   4.26%
 1500   4.16%    4.18%    4.21%      4.24%     4.26%   4.26%
 1600   4.16%    4.18%    4.21%      4.24%     4.26%   4.26%
 1715   4.16%    4.18%    4.21%      4.24%     4.26%   4.27%
                          (Closing Jun 12)
 1715   4.23%    4.23%    4.25%      4.28%     4.29%   4.30%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.26%    4.24%    4.23%      4.26%     4.27%   4.25%
 1100   4.26%    4.24%    4.23%      4.26%     4.26%   4.24%
 1200   4.24%    4.22%    4.21%      4.24%     4.25%   4.23%
 1300   4.24%    4.22%    4.22%      4.24%     4.25%   4.23%
 1400   4.24%    4.22%    4.22%      4.24%     4.25%   4.23%
 1500   4.24%    4.22%    4.22%      4.24%     4.25%   4.23%
 1600   4.25%    4.22%    4.22%      4.24%     4.25%   4.23%
 1715   4.25%    4.23%    4.23%      4.25%     4.26%   4.24%
                          (Closing Jun 12)
 1715   4.28%    4.26%    4.25%      4.27%     4.28%   4.26%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.6425/67.6525 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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