June 7, 2018 / 4:42 AM / 11 days ago

RPT-India fwd/annualised dlr premia-(close)-Jun 7

              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      
                02.72%          02.72%           02.72% 
                              (Jun 6)            
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  13.25/14.75    37.50/39.50    61.00/63.00    83.25/85.25
 1100  13.00/14.50    37.50/39.50    61.00/63.00    83.25/85.25
 1200  13.00/14.50    37.00/38.50    61.00/63.00    83.00/85.00
 1300  12.75/14.25    37.25/39.25    61.00/63.00    83.25/85.25
 1400  13.00/14.50    37.50/39.50    61.75/63.75    83.75/85.75
 1500  13.00/14.50    37.50/39.50    61.75/63.75    83.50/85.50
 1600  13.00/14.50    37.50/39.50    61.75/63.75    83.75/85.75
 1715  13.00/14.50    37.50/39.50    61.75/63.75    83.75/85.75
                        (Closing Jun 6)
 1715  15.25/16.75    39.25/41.25    63.25/65.25    85.00/87.00
----------------------------------------------------------------
 TIME       OCT           NOV            DEC           JAN 
----------------------------------------------------------------
 1000 109.50/111.50   132.75/134.75  156.75/158.75 179.25/181.25
 1100 109.50/111.50   132.75/134.75  156.75/158.75 179.25/181.25
 1200 109.00/111.00   133.00/135.00  156.25/158.25 179.25/181.25
 1300 109.25/111.25   132.50/134.50  156.50/158.50 179.25/181.25
 1400 109.75/111.75   133.25/135.25  157.25/159.25 180.00/182.00
 1500 109.50/111.50   133.00/135.00  157.00/159.00 180.00/182.00
 1600 109.75/111.75   133.25/135.25  157.25/159.25 180.25/182.25
 1715 109.75/111.75   133.25/135.25  157.00/159.00 179.75/181.75
                        (Closing Jun 6)
 1715 110.75/112.75   133.75/135.75  157.25/159.25 179.75/181.75
----------------------------------------------------------------
 TIME       FEB           MAR             APR           MAY
----------------------------------------------------------------
 1000  201.00/203.00  223.50/225.50  251.25/253.25 274.50/276.50
 1100  200.75/202.75  223.00/225.00  250.75/252.75 274.00/276.00
 1200  201.00/203.00  223.00/225.00  251.00/253.00 274.00/276.00
 1300  200.75/202.75  223.00/225.00  250.75/252.75 274.00/276.00
 1400  201.50/203.50  223.75/225.75  251.25/253.25 274.50/276.50
 1500  201.25/203.25  223.25/225.25  251.00/253.00 274.00/276.00
 1600  201.50/203.50  223.75/225.75  251.50/253.50 274.50/276.50
 1715  201.00/203.00  223.25/225.25  251.00/253.00 274.00/276.00
                        (Closing Jun 6)
 1715  201.00/203.00  223.00/225.00  250.50/252.50 273.50/275.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.21%    4.18%    4.18%      4.22%     4.23%   4.23%
 1100   4.18%    4.18%    4.18%      4.22%     4.23%   4.23%
 1200   4.13%    4.14%    4.18%      4.21%     4.23%   4.23%
 1300   4.13%    4.17%    4.19%      4.22%     4.23%   4.22%
 1400   4.18%    4.21%    4.22%      4.24%     4.25%   4.25%
 1500   4.18%    4.21%    4.22%      4.23%     4.24%   4.24%
 1600   4.18%    4.20%    4.22%      4.24%     4.25%   4.25%
 1715   4.17%    4.20%    4.22%      4.23%     4.24%   4.24%
                        (Closing Jun 6)
 1715   4.15%    4.15%    4.18%      4.19%     4.20%   4.20%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.21%    4.19%    4.20%      4.22%     4.24%   4.23%
 1100   4.21%    4.19%    4.19%      4.21%     4.23%   4.22%
 1200   4.21%    4.20%    4.20%      4.22%     4.24%   4.23%
 1300   4.21%    4.19%    4.19%      4.21%     4.24%   4.22%
 1400   4.23%    4.21%    4.21%      4.23%     4.25%   4.23%
 1500   4.23%    4.21%    4.20%      4.22%     4.24%   4.22%
 1600   4.23%    4.21%    4.20%      4.23%     4.25%   4.23%
 1715   4.22%    4.20%    4.19%      4.21%     4.23%   4.22%
                        (Closing Jun 6)
 1715   4.18%    4.16%    4.16%      4.17%     4.20%   4.19%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.1200/67.1300 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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