June 29, 2018 / 4:43 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-Jun 29

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/04.00     01.50/03.00      00.50/01.00      
                02.66%          02.66%           02.66% 
                              (Jun 28)            
1000         02.00/04.00     00.50/01.00      01.50/03.00      
                02.65%          02.65%           02.65% 
---------------------------------------------------------------
 TIME       JUL           AUG            SEP            OCT 
---------------------------------------------------------------
 1000  21.25/22.75    45.00/47.00    68.00/70.00    95.50/97.50
 1100  21.50/23.50    46.25/48.25    69.00/71.00    96.25/98.25
 1200  21.50/23.50    46.25/48.25    69.25/71.25    96.50/98.50
 1300  21.50/23.50    46.25/48.25    69.25/71.25    96.50/98.50
 1400  21.50/23.50    46.25/48.25    69.25/71.25    96.50/98.50
 1500  21.50/23.00    45.75/47.75    68.75/70.75    96.25/98.25
 1600  21.50/23.50    46.25/48.25    69.25/71.25    96.50/98.50
 1715  21.75/23.75    46.50/48.50    69.25/71.25    96.75/98.75
                        (Closing Jun 28)
 1715  22.00/24.00    46.50/48.50    69.50/71.50    96.50/98.50
----------------------------------------------------------------
 TIME       NOV           DEC            JAN           FEB 
----------------------------------------------------------------
 1000 120.00/122.00  145.00/147.00  168.25/170.25  191.00/193.00
 1100 120.75/122.75  146.00/148.00  169.25/171.25  191.75/193.75
 1200 121.00/123.00  146.25/148.25  169.50/171.50  192.00/194.00
 1300 121.00/123.00  146.25/148.25  169.50/171.50  192.25/194.25
 1400 121.00/123.00  146.25/148.25  169.50/171.50  192.25/194.25
 1500 120.75/122.75  146.00/148.00  169.25/171.25  192.00/194.00
 1600 121.25/123.25  146.50/148.50  169.75/171.75  192.75/194.75
 1715 121.50/123.50  147.00/149.00  170.50/172.50  193.50/195.50
                        (Closing Jun 28)
 1715 121.00/123.00  146.00/148.00  169.25/171.25  191.75/193.75
----------------------------------------------------------------
 TIME       MAR           APR             MAY           JUN
----------------------------------------------------------------
 1000 214.50/216.50  242.50/244.50  266.00/268.00  287.50/289.50
 1100 215.50/217.50  243.50/245.50  267.25/269.25  289.00/291.00
 1200 215.75/217.75  243.75/245.75  267.50/269.50  289.00/291.00
 1300 216.00/218.00  243.75/245.75  267.50/269.50  289.00/291.00
 1400 216.00/218.00  243.75/245.75  267.50/269.50  289.00/291.00
 1500 215.50/217.50  243.50/245.50  267.25/269.25  289.00/291.00
 1600 216.50/218.50  244.50/246.50  268.25/270.25  290.00/292.00
 1715 217.50/219.50  245.50/247.50  269.25/271.25  291.00/293.00
                        (Closing Jun 28)
 1715 215.00/217.00  243.00/245.00  266.50/268.50  288.00/290.00
----------------------------------------------------------------
 TIME    MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.18%    4.17%    4.24%      4.29%     4.30%   4.29%
 1100   4.28%    4.27%    4.29%      4.32%     4.32%   4.32%
 1200   4.28%    4.27%    4.30%      4.33%     4.33%   4.33%
 1300   4.28%    4.27%    4.30%      4.33%     4.33%   4.33%
 1400   4.28%    4.28%    4.31%      4.33%     4.34%   4.33%
 1500   4.23%    4.23%    4.28%      4.32%     4.33%   4.32%
 1600   4.28%    4.27%    4.31%      4.33%     4.34%   4.33%
 1715   4.32%    4.29%    4.31%      4.34%     4.35%   4.35%
                        (Closing Jun 28)
 1715   4.21%    4.21%    4.26%      4.28%     4.29%   4.28%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.25%    4.26%    4.27%      4.31%     4.28%   4.26%
 1100   4.28%    4.28%    4.29%      4.32%     4.30%   4.28%
 1200   4.28%    4.28%    4.30%      4.33%     4.30%   4.28%
 1300   4.28%    4.29%    4.30%      4.33%     4.30%   4.28%
 1400   4.29%    4.29%    4.31%      4.33%     4.31%   4.29%
 1500   4.28%    4.29%    4.30%      4.33%     4.30%   4.29%
 1600   4.29%    4.30%    4.31%      4.34%     4.32%   4.30%
 1715   4.31%    4.32%    4.34%      4.36%     4.34%   4.32%
                        (Closing Jun 28)
 1715   4.24%    4.24%    4.25%      4.29%     4.26%   4.24%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.4650/68.4750 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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