June 19, 2018 / 4:42 AM / in 5 months

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

              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      
                02.68%          02.68%           02.68% 
                              (Jun 18)            
1000         01.00/02.50     00.50/01.25      00.50/01.25      
                02.68%          02.68%           02.68% 
---------------------------------------------------------------
 TIME       JUN           JUL            AUG            SEP 
---------------------------------------------------------------
 1000  05.50/07.00    30.00/32.00    54.00/56.00    76.75/78.75
 1100  05.50/07.00    30.00/32.00    53.75/55.75    76.50/78.50
 1200  05.50/07.00    30.00/32.00    54.00/56.00    76.75/78.75
 1300  05.50/07.00    30.25/32.25    54.50/56.50    77.00/79.00
 1400  05.50/07.00    30.00/32.00    54.00/56.00    76.75/78.75
 1500  05.50/07.00    30.00/32.00    54.00/56.00    76.75/78.75
 1600  05.50/07.00    30.00/32.00    53.75/55.75    76.50/78.50
 1715  05.50/07.00    30.25/32.25    54.25/56.25    77.00/79.00
                        (Closing Jun 18)
 1715  06.25/07.75    30.75/32.75    54.75/56.75    77.25/79.25
----------------------------------------------------------------
 TIME       OCT           NOV            DEC           JAN 
----------------------------------------------------------------
 1000 103.50/105.50   127.50/129.50  152.25/154.25 174.75/176.75
 1100 103.25/105.25   127.25/129.25  152.00/154.00 174.75/176.75
 1200 103.75/105.75   128.00/130.00  153.00/155.00 175.75/177.75
 1300 103.75/105.75   128.00/130.00  153.00/155.00 175.75/177.75
 1400 103.75/105.75   128.00/130.00  153.00/155.00 175.75/177.75
 1500 103.75/105.75   128.00/130.00  153.00/155.00 175.75/177.75
 1600 103.25/105.25   127.50/129.50  152.50/154.50 175.25/177.25
 1715 104.00/106.00   128.25/130.25  153.25/155.25 176.25/178.25
                        (Closing Jun 18)
 1715 104.00/106.00   128.00/130.00  152.75/154.75 175.25/177.25
----------------------------------------------------------------
 TIME       FEB           MAR             APR           MAY
----------------------------------------------------------------
 1000  196.50/198.50  219.00/221.00  246.50/248.50 269.50/271.50
 1100  196.50/198.50  219.00/221.00  246.50/248.50 269.50/271.50
 1200  197.50/199.50  220.00/222.00  247.50/249.50 270.50/272.50
 1300  197.50/199.50  220.00/222.00  247.50/249.50 270.50/272.50
 1400  197.50/199.50  220.00/222.00  247.50/249.50 270.50/272.50
 1500  197.50/199.50  220.00/222.00  247.50/249.50 270.50/272.50
 1600  197.25/199.25  220.00/222.00  247.75/249.75 271.00/273.00
 1715  198.00/200.00  220.75/222.75  248.25/250.25 271.50/273.50
                        (Closing Jun 18)
 1715  197.00/199.00  219.50/221.50  247.00/249.00 270.00/272.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.16%    4.16%    4.20%      4.24%     4.25%   4.26%
 1100   4.16%    4.14%    4.18%      4.22%     4.24%   4.25%
 1200   4.15%    4.15%    4.19%      424%     4.26%    4.27%
 1300   4.18%    4.18%    4.21%      4.24%     4.26%   4.27%
 1400   4.15%    4.14%    4.19%      4.23%     4.26%   4.26%
 1500   4.14%    4.14%    4.19%      4.23%     4.25%   4.26%
 1600   4.14%    4.13%    4.17%      4.21%     4.24%   4.25%
 1715   4.17%    4.16%    4.20%      4.24%     4.26%   4.26%
                        (Closing Jun 18)
 1715   4.16%    4.16%    4.19%      4.23%     4.25%   4.25%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.22%    4.20%    4.20%      4.23%     4.22%   4.20%
 1100   4.22%    4.20%    4.20%      4.23%     4.22%   4.20%
 1200   4.24%    4.22%    4.21%      4.24%     4.23%   4.21%
 1300   4.23%    4.22%    4.21%      4.24%     4.23%   4.21%
 1400   4.23%    4.21%    4.21%      4.24%     4.23%   4.20%
 1500   4.23%    4.21%    4.20%      4.23%     4.22%   4.20%
 1600   4.22%    4.20%    4.20%      4.24%     4.23%   4.21%
 1715   4.23%    4.22%    4.21%      4.24%     4.23%   4.21%
                        (Closing Jun 18)
 1715   4.22%    4.20%    4.20%      4.23%     4.22%   4.20%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.3800/68.3900 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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