May 11, 2018 / 4:47 AM / 13 days ago

RPT-India fwd/annualised dlr premia-(close)-May 11

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/04.50     01.50/03.25      00.50/01.25
                02.72%          02.72%           02.72%
                              (May 10)            
1000         02.25/04.25     00.50/01.25      01.75/03.00 
                03.05%          02.71%           03.16%
---------------------------------------------------------------
 TIME       MAY           JUN            JUL            AUG 
---------------------------------------------------------------
 1000  11.00/12.50    33.00/35.00    56.25/58.25    78.75/80.75
 1100  11.00/13.00    33.00/35.00    56.25/58.25    78.75/80.75
 1200  11.00/13.00    33.00/35.00    56.25/58.25    79.00/81.00
 1300  11.00/13.00    33.00/35.00    56.50/58.50    79.00/81.00
 1400  11.00/13.00    33.00/35.00    56.50/58.50    79.00/81.00
 1500  11.00/12.50    32.75/34.75    56.00/58.00    78.50/80.50
 1600  11.00/12.50    32.75/34.75    56.00/58.00    78.50/80.50
 1715  11.00/13.00    33.00/35.00    56.50/58.50    79.00/81.00
                           (Closing May 10)
 1715  11.75/13.75    33.75/35.75    57.25/59.25    79.75/81.75
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000   99.50/101.50 124.00/126.00  146.00/148.00 168.75/170.75
 1100   99.50/101.50 124.25/126.25  146.25/148.25 169.00/171.00
 1200   99.75/101.75 124.25/126.25  146.25/148.25 169.00/171.00
 1300   99.50/101.50 124.25/126.25  146.50/148.50 169.50/171.50
 1400   99.50/101.50 124.25/126.25  146.50/148.50 169.50/171.50
 1500   99.50/101.50 124.50/126.50  147.00/149.00 170.25/172.25
 1600   99.50/101.50 124.50/126.50  147.00/149.00 170.25/172.25
 1715   99.75/101.75 124.75/126.75  147.00/149.00 170.00/172.00
                           (Closing May 10)
 1715  100.25/102.25 124.75/126.75  147.00/149.00 170.00/172.00
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  190.25/192.25 210.75/212.75  232.00/234.00 258.00/260.00
 1100  190.75/192.75 211.25/213.25  232.50/234.50 259.00/261.00
 1200  190.75/192.75 211.25/213.25  232.50/234.50 259.00/261.00
 1300  191.50/193.50 212.00/214.00  233.50/235.50 260.00/262.00
 1400  191.50/193.50 212.00/214.00  233.50/235.50 260.00/262.00
 1500  192.25/194.25 213.00/215.00  234.50/236.50 261.00/263.00
 1600  192.25/194.25 213.00/215.00  234.50/236.50 261.00/263.00
 1715  192.25/194.25 212.75/214.75  234.25/236.25 261.00/263.00
                           (Closing May 10)
 1715  192.00/194.00 212.25/214.25  233.50/235.50 260.00/262.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.08%    4.06%    4.02%      4.01%     4.02%   4.02%
 1100   4.10%    4.06%    4.02%      4.01%     4.02%   4.02%
 1200   4.09%    4.06%    4.03%      4.02%     4.02%   4.02%
 1300   4.09%    4.07%    4.03%      4.01%     4.01%   4.02%
 1400   4.09%    4.07%    4.03%      4.01%     4.01%   4.02%
 1500   4.05%    4.03%    4.00%      4.00%     4.02%   4.03%
 1600   4.05%    4.03%    4.00%      4.00%     4.02%   4.03%
 1715   4.09%    4.06%    4.03%      4.02%     4.03%   4.03%
                           (Closing May 10)
 1715   4.09%    4.07%    4.03%      4.01%     4.01%   4.01%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.01%    3.99%    3.98%      3.98%     4.00%   4.01%
 1100   4.02%    4.00%    3.99%      3.99%     4.01%   4.02%
 1200   4.01%    4.00%    3.99%      3.99%     4.01%   4.02%
 1300   4.02%    4.01%    4.00%      4.00%     4.02%   4.03%
 1400   4.02%    4.01%    4.00%      4.00%     4.02%   4.03%
 1500   4.04%    4.03%    4.02%      4.02%     4.04%   4.05%
 1600   4.04%    4.03%    4.02%      4.02%     4.04%   4.05%
 1715   4.03%    4.02%    4.01%      4.01%     4.04%   4.05%
                           (Closing May 10)
 1715   4.01%    4.00%    3.99%      3.99%     4.01%   4.02%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.3250/67.3350 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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