June 6, 2018 / 4:39 AM / 18 days ago

RPT-India fwd/annualised dlr premia-(close)-Jun 6

              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 5)            
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  15.00/16.50    39.00/41.00    62.25/64.25    84.00/86.00
 1100  15.00/16.50    39.00/41.00    62.75/64.75    84.50/86.50
 1200  14.75/16.25    39.00/41.00    62.50/64.50    84.25/86.25
 1300  15.00/16.50    39.00/41.00    62.50/64.50    84.25/86.25
 1400  14.75/16.25    39.00/41.00    62.50/64.50    84.25/86.25
 1500  15.25/16.25    39.50/41.50    63.00/65.00    85.00/87.00
 1600  15.25/16.75    39.25/41.25    63.25/65.25    84.75/86.75
 1715  15.25/16.75    39.25/41.25    63.25/65.25    85.00/87.00
                       (Closing Jun 5)
 1715  16.25/17.75    40.25/42.25    63.75/65.75    85.50/87.50
----------------------------------------------------------------
 TIME       OCT           NOV            DEC           JAN 
----------------------------------------------------------------
 1000 109.75/111.75   132.75/134.75  156.25/158.25 178.25/180.25
 1100 110.25/112.25   133.25/135.25  156.50/158.50 179.00/181.00
 1200 110.00/112.00   132.75/134.75  156.25/158.25 178.25/180.25
 1300 110.00/112.00   133.00/135.00  156.50/158.50 179.00/181.00
 1400 110.00/112.00   133.00/135.00  156.50/158.50 178.75/180.75
 1500 111.00/113.00   134.00/136.00  157.75/159.75 180.25/182.25
 1600 110.25/112.25   133.25/135.25  156.50/158.50 179.00/181.00
 1715 110.75/112.75   133.75/135.75  157.25/159.25 179.75/181.75
                       (Closing Jun 5)
 1715 111.25/113.25   134.25/136.25  157.50/159.50 180.00/182.00
----------------------------------------------------------------
 TIME       FEB           MAR             APR           MAY
----------------------------------------------------------------
 1000  199.50/201.50  221.50/223.50  248.75/250.75 271.50/273.50
 1100  200.00/202.00  222.00/224.00  249.25/251.25 272.00/274.00
 1200  199.50/201.50  221.50/223.50  248.75/250.75 271.50/273.50
 1300  200.00/202.00  222.00/224.00  249.25/251.25 272.00/274.00
 1400  200.00/202.00  222.00/224.00  249.25/251.25 272.00/274.00
 1500  201.75/203.75  224.00/226.00  251.50/253.50 274.50/276.50
 1600  200.25/202.25  222.25/224.25  249.75/251.75 272.50/274.50
 1715  201.00/203.00  223.00/225.00  250.50/252.50 273.50/275.50
                       (Closing Jun 5)
 1715  201.00/203.00  223.00/225.00  250.25/252.25 273.00/275.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.10%    4.10%    4.11%      4.14%     4.16%   4.16%
 1100   4.10%    4.12%    4.14%      4.16%     4.18%   4.17%
 1200   4.07%    4.11%    4.13%      4.15%     4.17%   4.16%
 1300   4.10%    4.11%    4.13%      4.15%     4.17%   4.17%
 1400   4.07%    4.11%    4.13%      4.15%     4.17%   4.17%
 1500   4.12%    4.15%    4.16%      4.19%     4.20%   4.20%
 1600   4.15%    4.15%    4.17%      4.18%     4.18%   4.18%
 1715   4.15%    4.15%    4.18%      4.19%     4.20%   4.20%
                       (Closing Jun 5)
 1715   4.17%    4.15%    4.15%      4.17%     4.18%   4.17%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.14%    4.12%    4.12%      4.14%     4.17%   4.15%
 1100   4.15%    4.13%    4.13%      4.14%     4.17%   4.16%
 1200   4.15%    4.12%    4.12%      4.14%     4.17%   4.15%
 1300   4.15%    4.13%    4.13%      4.15%     4.17%   4.16%
 1400   4.15%    4.13%    4.13%      4.15%     4.17%   4.16%
 1500   4.18%    4.16%    4.16%      4.18%     4.21%   4.19%
 1600   4.16%    4.14%    4.14%      4.16%     4.19%   4.17%
 1715   4.18%    4.16%    4.16%      4.17%     4.20%   4.19%
                       (Closing Jun 5)
 1715   4.15%    4.13%    4.13%      4.14%     4.17%   4.16%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.9150/66.9250 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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