June 14, 2018 / 4:41 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 14

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/04.00     00.50/01.00      01.50/03.00      
                02.70%          02.70%           02.70% 
                              (Jun 13)            
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  07.50/09.00    32.00/34.00    56.00/58.00    78.75/80.75
 1100  07.75/09.25    32.00/34.00    56.00/58.00    78.75/80.75
 1200  07.50/09.00    32.00/34.00    56.00/58.00    78.75/80.75
 1300  07.75/09.25    32.25/34.25    56.50/58.50    79.00/81.00
 1400  07.75/09.25    32.25/34.25    56.50/58.50    79.00/81.00
 1500  07.50/09.00    32.00/34.00    56.00/58.00    79.00/81.00
 1600  07.75/09.25    32.25/34.25    56.50/58.50    79.00/81.00
 1715  08.00/09.50    32.25/34.25    56.50/58.50    79.25/81.25
                        (Closing Jun 13)
 1715  10.00/11.50    34.50/36.50    58.75/60.75    81.25/83.25
----------------------------------------------------------------
 TIME       OCT           NOV            DEC           JAN 
----------------------------------------------------------------
 1000 105.25/107.25   129.00/131.00  153.50/155.50 176.25/178.25
 1100 105.50/107.50   129.50/131.50  154.00/156.00 176.75/178.75
 1200 105.50/107.50   129.50/131.50  154.00/156.00 176.75/178.75
 1300 105.75/107.75   129.75/131.75  154.25/156.25 177.25/179.25
 1400 105.75/107.75   130.00/132.00  154.75/156.75 177.75/179.75
 1500 106.00/108.00   130.00/132.00  154.75/156.75 177.75/179.75
 1600 106.00/108.00   130.25/132.25  155.00/157.00 178.00/180.00
 1715 106.25/108.25   130.50/132.50  155.50/157.50 178.50/180.50
                        (Closing Jun 13)
 1715 107.75/109.75   131.75/133.75  156.50/158.50 179.50/181.50
----------------------------------------------------------------
 TIME       FEB           MAR             APR           MAY
----------------------------------------------------------------
 1000  198.00/200.00  220.50/222.50  248.00/250.00 271.00/273.00
 1100  198.50/200.50  221.00/223.00  248.50/250.50 271.50/273.50
 1200  198.50/200.50  221.00/223.00  248.75/250.75 272.00/274.00
 1300  198.75/200.75  221.25/223.25  249.00/251.00 272.00/274.00
 1400  199.50/201.50  222.00/224.00  249.50/251.50 272.50/274.50
 1500  199.50/201.50  222.00/224.00  249.75/251.75 273.00/275.00
 1600  199.75/201.75  222.25/224.25  250.00/252.00 273.00/275.00
 1715  200.25/202.25  223.00/225.00  250.75/252.75 274.00/276.00
                        (Closing Jun 13)
 1715  201.25/203.25  223.75/225.75  251.50/253.50 274.50/276.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.13%    4.16%    4.20%      4.24%     4.25%   4.26%
 1100   4.15%    4.15%    4.20%      4.25%     4.27%   4.27%
 1200   4.12%    4.15%    4.20%      4.24%     4.26%   4.26%
 1300   4.17%    4.18%    4.22%      4.25%     4.27%   4.27%
 1400   4.17%    4.19%    4.22%      4.26%     4.28%   4.29%
 1500   4.13%    4.15%    4.21%      4.26%     4.28%   4.29%
 1600   4.17%    4.19%    4.22%      4.26%     4.29%   4.29%
 1715   4.19%    4.19%    4.23%      4.28%     4.30%   4.31%
                        (Closing Jun 13)
 1715   4.16%    4.18%    4.21%      4.24%     4.26%   4.27%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.23%    4.22%    4.21%      4.24%     4.24%   4.22%
 1100   4.24%    4.22%    4.22%      4.25%     4.25%   4.23%
 1200   4.24%    4.22%    4.22%      4.25%     4.25%   4.23%
 1300   4.25%    4.22%    4.22%      4.25%     4.25%   4.23%
 1400   4.26%    4.24%    4.24%      4.26%     4.26%   4.24%
 1500   4.27%    4.25%    4.24%      4.27%     4.27%   4.25%
 1600   4.27%    4.25%    4.24%      4.27%     4.27%   4.25%
 1715   4.28%    4.26%    4.26%      4.28%     4.28%   4.27%
                        (Closing Jun 13)
 1715   4.25%    4.23%    4.23%      4.25%     4.26%   4.24%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.6200/67.6300 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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