May 14, 2018 / 4:40 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-May 14

              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
                02.71%          02.71%           02.71%
                              (May 11)            
1000         02.00/04.50     01.50/03.25      00.50/01.25
                02.72%          02.72%           02.72%
---------------------------------------------------------------
 TIME       MAY           JUN            JUL            AUG 
---------------------------------------------------------------
 1000  10.25/11.75    32.00/34.00    55.50/57.50    78.00/80.00
 1100  10.25/11.75    32.00/34.00    55.50/57.50    78.00/80.00
 1200  10.25/11.75    32.00/34.00    55.50/57.50    78.00/80.00
 1300  10.25/11.75    32.00/34.00    55.50/57.50    78.00/80.00
 1400  10.00/11.50    31.75/33.75    55.00/57.00    77.50/79.50
 1500  10.00/11.50    31.75/33.75    55.00/57.00    77.50/79.50
 1600  10.25/11.75    32.00/34.00    55.50/57.50    78.00/80.00
 1715  10.25/11.75    32.00/34.00    55.50/57.50    78.00/80.00
                           (Closing May 11)
 1715  11.00/13.00    33.00/35.00    56.50/58.50    79.00/81.00
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  98.50/100.50   123.25/125.25  145.75/147.75 168.75/170.75
 1100  98.50/100.50   123.00/125.00  145.25/147.25 168.25/170.25
 1200  98.50/100.50   123.00/125.00  145.25/147.25 168.25/170.25
 1300  98.75/100.75   123.25/125.25  145.75/147.75 168.75/170.75
 1400  98.50/100.50   123.50/125.50  146.00/148.00 169.25/171.25
 1500  98.25/100.25   123.00/125.00  145.50/147.50 168.75/170.75
 1600  98.75/100.75   123.25/125.25  145.75/147.75 168.75/170.75
 1715  98.50/100.50   123.00/125.00  145.50/147.50 168.50/170.50
                           (Closing May 11)
 1715  99.75/101.75   124.75/126.75  147.00/149.00 170.00/172.00
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  190.75/192.75  211.25/213.25  232.75/234.75 259.50/261.50
 1100  190.25/192.25  210.75/212.75  232.00/234.00 258.50/260.50
 1200  190.25/192.25  210.75/212.75  232.00/234.00 258.50/260.50
 1300  191.00/193.00  211.75/213.75  233.25/235.25 260.00/262.00
 1400  191.25/193.25  212.00/214.00  233.50/235.50 260.50/262.50
 1500  191.00/193.00  211.75/213.75  233.25/235.25 260.00/262.00
 1600  191.25/193.25  211.75/213.75  233.25/235.25 260.00/262.00
 1715  191.00/193.00  211.50/213.50  233.00/235.00 260.00/262.00
                           (Closing May 11)
 1715  192.25/194.25  212.75/214.75  234.25/236.25 261.00/263.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.06%    4.05%    4.02%      4.00%     4.01%   4.02%
 1100   4.05%    4.04%    4.02%      4.00%     4.00%   4.01%
 1200   4.05%    4.04%    4.01%      4.00%     4.00%   4.00%
 1300   4.05%    4.04%    4.01%      4.00%     4.01%   4.01%
 1400   4.00%    4.00%    3.97%      3.98%     4.00%   4.01%
 1500   4.00%    4.00%    3.98%      3.97%     3.99%   4.00%
 1600   4.04%    4.03%    4.00%      3.99%     4.00%   4.00%
 1715   4.04%    4.03%    4.00%      3.99%     3.99%   4.00%
                           (Closing May 11)
 1715   4.09%    4.06%    4.03%      4.02%     4.03%   4.03%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.02%    4.01%    4.00%      4.00%     4.03%   4.04%
 1100   4.01%    4.00%    3.99%      3.99%     4.01%   4.02%
 1200   4.01%    4.00%    3.99%      3.98%     4.01%   4.02%
 1300   4.02%    4.01%    4.00%      4.00%     4.03%   4.04%
 1400   4.02%    4.01%    4.00%      4.00%     4.03%   4.04%
 1500   4.01%    4.00%    4.00%      4.00%     4.03%   4.03%
 1600   4.01%    4.00%    3.99%      3.99%     4.02%   4.03%
 1715   4.00%    4.00%    3.99%      3.99%     4.02%   4.03%
                           (Closing May 11)
 1715   4.03%    4.02%    4.01%      4.01%     4.04%   4.05%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.5100/67.5200 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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