May 10, 2018 / 4:41 AM / 17 days ago

RPT-India fwd/annualised dlr premia-(close)-May 10

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.25/04.25     00.50/01.25      01.75/03.00
                03.05%          02.71%           03.16%
                              (May 9)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.71%          02.71%           02.71%
---------------------------------------------------------------
 TIME       MAY           JUN            JUL            AUG 
---------------------------------------------------------------
 1000  12.00/14.00    34.00/36.00    57.50/59.50    80.00/82.00
 1100  12.00/13.00    34.00/36.00    57.50/59.50    80.00/82.00
 1200  11.75/13.75    33.75/35.75    57.25/59.25    79.75/81.75
 1300  12.00/13.00    33.75/35.75    57.00/59.00    79.50/81.50
 1400  11.75/13.75    33.75/35.75    57.25/59.25    79.75/81.75
 1500  11.75/13.75    33.75/35.75    57.25/59.25    79.75/81.75
 1600  11.75/13.75    33.75/35.75    57.25/59.25    79.75/81.75
 1715  11.75/13.75    33.75/35.75    57.25/59.25    79.75/81.75
                          (Closing May 9)
 1715  14.00/15.50    35.75/37.75    58.75/60.75    81.25/83.25
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  100.75/102.75 125.50/127.50  147.75/149.75 170.75/172.75
 1100  101.00/103.00 126.00/128.00  148.50/150.50 171.75/173.75
 1200  100.75/102.75 125.25/127.25  147.50/149.50 170.25/172.25
 1300  100.50/102.50 125.25/127.25  147.50/149.50 170.50/172.50
 1400  100.75/102.75 125.25/127.25  147.50/149.50 170.25/172.25
 1500  100.75/102.75 125.50/127.50  147.50/149.50 170.50/172.50
 1600  100.75/102.75 125.50/127.50  147.50/149.50 170.50/172.50
 1715  100.25/102.25 124.75/126.75  147.00/149.00 170.00/172.00
                          (Closing May 9)
 1715  101.50/103.50 125.75/127.75  147.75/149.75 170.50/172.50
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  192.75/194.75 213.00/215.00  234.00/236.00 260.00/262.00
 1100  193.75/195.75 214.25/216.25  235.50/237.50 262.00/264.00
 1200  192.00/194.00 212.25/214.25  233.50/235.50 260.00/262.00
 1300  192.25/194.25 212.75/214.75  233.75/235.75 260.00/262.00
 1400  192.00/194.00 212.25/214.25  233.50/235.50 260.00/262.00
 1500  192.50/194.50 213.00/215.00  234.25/236.25 260.50/262.50
 1600  192.50/194.50 213.00/215.00  234.25/236.25 260.50/262.50
 1715  192.00/194.00 212.25/214.25  233.50/235.50 260.00/262.00
                          (Closing May 9)
 1715  192.25/194.25 212.25/214.25  233.25/235.25 259.00/261.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.13%    4.08%    4.04%      4.02%     4.03%   4.03%
 1100   4.08%    4.08%    4.04%      4.03%     4.04%   4.05%
 1200   4.09%    4.06%    4.03%      4.02%     4.03%   4.02%
 1300   4.07%    4.06%    4.02%      4.01%     4.03%   4.03%
 1400   4.09%    4.07%    4.03%      4.02%     4.03%   4.03%
 1500   4.09%    4.07%    4.04%      4.03%     4.04%   4.03%
 1600   4.09%    4.07%    4.03%      4.03%     4.03%   4.03%
 1715   4.09%    4.07%    4.03%      4.01%     4.01%   4.01%
                          (Closing May 9)
 1715   4.04%    4.04%    3.99%      3.98%     3.97%   3.98%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.03%   4.02%    4.00%      3.99%     4.01%   4.02%
 1100   4.05%   4.04%    4.02%      4.02%     4.04%   4.05%
 1200   4.02%   4.01%    3.99%      3.98%     4.01%   4.02%
 1300   4.03%   4.02%    4.00%      4.00%     4.02%   4.02%
 1400   4.02%   4.01%    3.99%      3.99%     4.01%   4.02%
 1500   4.03%   4.02%    4.01%      4.00%     4.03%   4.03%
 1600   4.03%   4.02%    4.01%      4.00%     4.02%   4.03%
 1715   4.01%   4.00%    3.99%      3.99%     4.01%   4.02%
                          (Closing May 9) 
 1715   3.98%   3.97%    3.95%      3.95%     3.96%   3.98%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.3075/67.3175 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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