May 16, 2018 / 4:38 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-May 16

              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
                02.69%          02.69%           02.69%
                              (May 15)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.70%          02.70%           02.70%
---------------------------------------------------------------
 TIME       MAY           JUN            JUL            AUG 
---------------------------------------------------------------
 1000  08.00/09.50    29.00/31.00    52.00/54.00    74.25/76.25
 1100  08.00/09.50    28.75/30.75    51.50/53.50    73.50/75.50
 1200  08.00/09.50    28.75/30.75    51.25/53.25    73.00/75.00
 1300  08.00/09.00    28.75/30.75    51.50/53.50    73.50/75.50
 1400  08.25/09.75    29.25/31.25    52.00/54.00    74.50/76.50
 1500  08.25/09.25    29.00/31.00    52.00/54.00    74.25/76.25
 1600  08.25/09.25    29.25/31.25    52.00/54.00    74.00/76.00
 1715  08.50/10.00    29.50/31.50    52.00/54.00    74.50/76.50
                           (Closing May 15)
 1715  09.25/10.75    30.50/32.50    53.50/55.50    76.00/78.00
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  95.00/97.00    119.75/121.75  142.00/144.00 165.00/167.00
 1100  94.00/96.00    118.25/120.25  140.50/142.50 164.00/166.00
 1200  93.00/95.00    117.00/119.00  139.00/141.00 161.75/163.75
 1300  94.00/96.00    118.25/120.25  140.50/142.50 163.50/165.50
 1400  94.75/96.75    119.00/121.00  141.25/143.25 164.25/166.25
 1500  94.75/96.75    119.25/121.25  141.50/143.50 164.50/166.50
 1600  94.50/96.50    118.75/120.75  141.00/143.00 164.00/166.00
 1715  94.75/96.75    118.75/120.75  140.75/142.75 163.75/165.75
                           (Closing May 15)
 1715  96.50/98.50    121.50/123.50  144.00/146.00 167.25/169.25
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  187.50/189.50  208.50/210.50  230.25/232.25 257.00/259.00
 1100  186.25/188.25  207.00/209.00  229.00/231.00 255.50/257.50
 1200  183.75/185.75  204.75/206.75  226.50/228.50 253.00/255.00
 1300  185.50/187.50  206.50/208.50  228.25/230.25 255.00/257.00
 1400  186.50/188.50  207.50/209.50  229.00/231.00 256.00/258.00
 1500  186.50/188.50  207.50/209.50  229.25/231.25 256.00/258.00
 1600  186.00/188.00  207.00/209.00  228.75/230.75 255.50/257.50
 1715  186.00/188.00  207.00/209.00  228.50/230.50 255.50/257.50
                           (Closing May 15)
 1715  189.75/191.75  210.75/212.75  232.50/234.50 259.50/261.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.81%    3.85%    3.85%      3.87%     3.90%   3.92%
 1100   3.78%    3.82%    3.82%      3.84%     3.86%   3.88%
 1200   3.78%    3.80%    3.79%      3.80%     3.82%   3.84%
 1300   3.76%    3.82%    3.82%      3.84%     3.86%   3.88%
 1400   3.85%    3.86%    3.86%      3.87%     3.88%   3.90%
 1500   3.80%    3.85%    3.85%      3.87%     3.89%   3.90%
 1600   3.83%    3.86%    3.84%      3.86%     3.87%   3.89%
 1715   3.90%    3.87%    3.87%      3.87%     3.88%   3.89%
                           (Closing May 15)
 1715   3.91%    3.91%    3.90%      3.90%     3.92%   3.94%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.93%    3.93%    3.94%      3.94%     3.98%   3.99%
 1100   3.90%    3.91%    3.91%      3.92%     3.96%   3.97%
 1200   3.85%    3.85%    3.86%      3.88%     3.92%   3.93%
 1300   3.89%    3.89%    3.90%      3.91%     3.95%   3.96%
 1400   3.91%    3.91%    3.92%      3.93%     3.96%   3.97%
 1500   3.92%    3.91%    3.92%      3.93%     3.96%   3.97%
 1600   3.90%    3.90%    3.91%      3.92%     3.96%   3.96%
 1715   3.90%    3.90%    3.91%      3.92%     3.96%   3.97%
                           (Closing May 15)
 1715   3.95%    3.95%    3.95%      3.96%     4.00%   4.00%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.7925/67.8025 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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