May 15, 2018 / 4:42 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-May 15

              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
                02.70%          02.70%           02.70%
                              (May 14)            
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  09.25/10.75    30.75/32.75    54.25/56.25    76.75/78.75
 1100  09.25/10.75    30.50/32.50    54.00/56.00    76.00/78.00
 1200  09.25/10.75    30.50/32.50    53.75/55.75    76.25/78.25
 1300  09.25/10.75    30.50/32.50    53.75/55.75    76.25/78.25
 1400  09.25/10.75    30.50/32.50    53.50/55.50    75.75/77.75
 1500  09.25/10.75    30.50/32.50    53.50/55.50    75.75/77.75
 1600  09.25/10.75    30.50/32.50    53.50/55.50    75.75/77.75
 1715  09.25/10.75    30.50/32.50    53.50/55.50    76.00/78.00
                           (Closing May 14)
 1715  10.25/11.75    32.00/34.00    55.50/57.50    78.00/80.00
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  97.50/99.50    122.00/124.00  144.50/146.50 167.75/169.75
 1100  97.00/99.00    121.50/123.50  144.00/146.00 167.25/169.25
 1200  96.75/98.75    121.25/123.25  143.50/145.50 166.75/168.75
 1300  97.00/99.00    121.50/123.50  143.75/145.75 167.00/169.00
 1400  96.50/98.50    121.25/123.25  143.50/145.50 166.50/168.50
 1500  96.25/98.25    121.25/123.25  143.75/145.75 166.75/168.75
 1600  96.50/98.50    121.50/123.50  144.00/146.00 167.00/169.00
 1715  96.50/98.50    121.50/123.50  144.00/146.00 167.25/169.25
                           (Closing May 14)
 1715  98.50/100.50   123.00/125.00  145.50/147.50 168.50/170.50
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  190.00/192.00  210.75/212.75  232.25/234.25 259.00/261.00
 1100  189.50/191.50  210.25/212.25  231.75/233.75 258.50/260.50
 1200  189.00/191.00  209.75/211.75  231.50/233.50 258.50/260.50
 1300  189.25/191.25  210.00/212.00  231.50/233.50 258.50/260.50
 1400  189.00/191.00  210.00/212.00  231.75/233.75 258.50/260.50
 1500  189.00/191.00  210.00/212.00  231.75/233.75 258.50/260.50
 1600  189.50/191.50  210.50/212.50  232.25/234.25 259.00/261.00
 1715  189.75/191.75  210.75/212.75  232.50/234.50 259.50/261.50
                           (Closing May 14)
 1715  191.00/193.00  211.50/213.50  233.00/235.00 260.00/262.00
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.97%    3.98%    3.97%      3.97%     3.98%   3.99%
 1100   3.94%    3.96%    3.94%      3.94%     3.96%   3.97%
 1200   3.94%    3.95%    3.94%      3.94%     3.95%   3.96%
 1300   3.94%    3.94%    3.93%      3.94%     3.95%   3.96%
 1400   3.93%    3.92%    3.90%      3.91%     3.93%   3.95%
 1500   3.93%    3.92%    3.90%      3.90%     3.93%   3.95%
 1600   3.92%    3.91%    3.89%      3.90%     3.93%   3.95%
 1715   3.91%    3.91%    3.90%      3.90%     3.92%   3.94%
                           (Closing May 14)
 1715   4.04%    4.03%    4.00%      3.99%     3.99%   4.00%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.99%    3.99%    3.98%      3.99%     4.02%   4.02%
 1100   3.98%    3.98%    3.98%      3.98%     4.01%   4.02%
 1200   3.97%    3.97%    3.97%      3.97%     4.01%   4.02%
 1300   3.97%    3.97%    3.96%      3.97%     4.00%   4.01%
 1400   3.95%    3.95%    3.96%      3.96%     4.00%   4.00%
 1500   3.96%    3.95%    3.95%      3.96%     3.99%   4.00%
 1600   3.96%    3.96%    3.96%      3.96%     4.00%   4.00%
 1715   3.95%    3.95%    3.95%      3.96%     4.00%   4.00%
                           (Closing May 14)
 1715   4.00%    4.00%    3.99%      3.99%     4.02%   4.03%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.0700/68.0800 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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