June 5, 2018 / 4:42 AM / in 6 months

RPT-India fwd/annualised dlr premia-(close)-Jun 5

              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      
                02.72%          02.72%           02.72% 
                              (Jun 4)            
1000         01.00/02.50     00.50/01.25      00.50/01.25      
                02.72%          02.72%           02.72% 
---------------------------------------------------------------
 TIME       JUN           JUL            AUG            SEP 
---------------------------------------------------------------
 1000  16.25/18.25    40.25/42.25    63.75/65.75    85.25/87.25
 1100  16.00/17.50    40.00/42.00    63.50/65.50    85.25/87.25
 1200  16.25/18.25    40.25/42.25    63.75/65.75    85.25/87.25
 1300  16.00/17.50    40.25/42.25    63.75/65.75    85.50/87.50
 1400  16.25/18.25    40.50/42.50    64.25/66.25    86.00/88.00
 1500  16.25/17.75    40.50/42.50    64.00/66.00    86.00/88.00
 1600  16.25/17.75    40.25/42.25    63.75/65.75    85.50/87.50
 1715  16.25/17.75    40.25/42.25    63.75/65.75    85.50/87.50
                       (Closing Jun 4)
 1715  17.00/19.00    41.25/43.25    64.75/66.75    86.50/88.50
----------------------------------------------------------------
 TIME       OCT           NOV            DEC           JAN 
----------------------------------------------------------------
 1000 110.75/112.75   133.50/135.50  157.00/159.00 179.50/181.50
 1100 111.00/113.00   133.75/135.75  157.25/159.25 179.25/181.25
 1200 110.75/112.75   133.50/135.50  157.00/159.00 179.50/181.50
 1300 111.25/113.25   134.25/136.25  157.75/159.75 179.75/181.75
 1400 111.75/113.75   135.00/137.00  158.25/160.25 180.75/182.75
 1500 112.00/114.00   135.00/137.00  158.75/160.75 181.25/183.25
 1600 111.25/113.25   134.25/136.25  157.50/159.50 180.00/182.00
 1715 111.25/113.25   134.25/136.25  157.50/159.50 180.00/182.00
                       (Closing Jun 4)
 1715 112.00/114.00   135.00/137.00  158.50/160.50 181.00/183.00
----------------------------------------------------------------
 TIME       FEB           MAR             APR           MAY
----------------------------------------------------------------
 1000  200.50/202.50  222.50/224.50  249.75/251.75 272.50/274.50
 1100  200.50/202.50  222.50/224.50  249.75/251.75 272.50/274.50
 1200  200.50/202.50  222.50/224.50  249.75/251.75 272.50/274.50
 1300  201.00/203.00  223.00/225.00  250.25/252.25 273.00/275.00
 1400  202.00/204.00  224.00/226.00  251.50/253.50 274.50/276.50
 1500  202.50/204.50  224.50/226.50  251.75/253.75 274.50/276.50
 1600  201.00/203.00  223.00/225.00  250.25/252.25 273.00/275.00
 1715  201.00/203.00  223.00/225.00  250.25/252.25 273.00/275.00
                       (Closing Jun 4)
 1715  202.00/204.00  224.00/226.00  251.25/253.25 274.00/276.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.20%    4.15%    4.14%      4.15%     4.16%   4.15%
 1100   4.13%    4.12%    4.13%      4.15%     4.16%   4.16%
 1200   4.20%    4.15%    4.14%      4.15%     4.16%   4.15%
 1300   4.14%    4.15%    4.15%      4.17%     4.18%   4.17%
 1400   4.22%    4.17%    4.18%      4.19%     4.20%   4.19%
 1500   4.19%    4.17%    4.16%      4.19%     4.20%   4.20%
 1600   4.17%    4.15%    4.14%      4.17%     4.18%   4.17%
 1715   4.17%    4.15%    4.15%      4.17%     4.18%   4.17%
                       (Closing Jun 4)
 1715   4.22%    4.17%    4.16%      4.18%     4.18%   4.18%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.14%    4.12%    4.11%      4.13%     4.16%   4.15%
 1100   4.14%    4.11%    4.11%      4.13%     4.16%   4.15%
 1200   4.14%    4.12%    4.11%      4.13%     4.16%   4.15%
 1300   4.16%    4.13%    4.13%      4.14%     4.17%   4.16%
 1400   4.17%    4.15%    4.15%      4.16%     4.19%   4.18%
 1500   4.18%    4.16%    4.15%      4.17%     4.19%   4.18%
 1600   4.15%    4.13%    4.13%      4.14%     4.17%   4.16%
 1715   4.15%    4.13%    4.13%      4.14%     4.17%   4.16%
                       (Closing Jun 4)
 1715   4.16%    4.14%    4.13%      4.15%     4.18%   4.16%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.1450/67.1550 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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