May 17, 2018 / 4:40 AM / 10 days ago

RPT-India fwd/annualised dlr premia-(close)-May 17

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         01.75/03.75     00.50/01.00      01.25/02.75
                02.36%          02.70%           02.25%
                              (May 16)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.69%          02.69%           02.69%
---------------------------------------------------------------
 TIME       MAY           JUN            JUL            AUG 
---------------------------------------------------------------
 1000  06.25/07.25    27.25/29.25    50.00/52.00    72.00/74.00
 1100  06.50/07.50    27.50/29.50    50.50/52.50    72.50/74.50
 1200  06.50/07.50    27.75/29.75    50.75/52.75    73.00/75.00
 1300  06.50/07.50    27.75/29.75    51.00/53.00    73.25/75.25
 1400  06.50/07.50    27.75/29.75    51.00/53.00    73.25/75.25
 1500  06.50/07.50    27.75/29.75    50.75/52.75    73.00/75.00
 1600  06.50/07.50    27.75/29.75    50.75/52.75    73.25/75.25
 1715  06.50/07.50    27.50/29.50    50.50/52.50    72.75/74.75
                           (Closing May 16)
 1715  08.50/10.00    29.50/31.50    52.00/54.00    74.50/76.50
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  92.50/94.50    116.75/118.75  139.00/141.00 162.00/164.00
 1100  93.00/95.00    117.50/119.50  139.75/141.75 162.75/164.75
 1200  93.25/95.25    117.50/119.50  139.50/141.50 162.50/164.50
 1300  93.50/95.50    117.75/119.75  139.75/141.75 163.00/165.00
 1400  93.50/95.50    117.75/119.75  139.75/141.75 163.00/165.00
 1500  93.50/95.50    117.75/119.75  139.75/141.75 163.00/165.00
 1600  93.75/95.75    117.75/119.75  139.75/141.75 162.75/164.75
 1715  93.25/95.25    117.25/119.25  139.25/141.25 162.25/164.25
                           (Closing May 16)
 1715  94.75/96.75    118.75/120.75  140.75/142.75 163.75/165.75
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  184.00/186.00  205.00/207.00  226.75/228.75 253.50/255.50
 1100  185.00/187.00  206.00/208.00  227.75/229.75 254.50/256.50
 1200  185.00/187.00  206.00/208.00  227.50/229.50 254.50/256.50
 1300  185.50/187.50  206.50/208.50  228.00/230.00 255.00/257.00
 1400  185.50/187.50  206.50/208.50  228.00/230.00 255.00/257.00
 1500  185.25/187.25  206.25/208.25  228.00/230.00 255.00/257.00
 1600  185.25/187.25  206.25/208.25  228.00/230.00 255.00/257.00
 1715  184.50/186.50  205.50/207.50  227.00/229.00 254.00/256.00
                           (Closing May 16)
 1715  186.00/188.00  207.00/209.00  228.50/230.50 255.50/257.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.88%    3.88%    3.86%      3.88%     3.89%   3.91%
 1100   3.92%    3.91%    3.89%      3.90%     3.91%   3.93%
 1200   3.95%    3.93%    3.91%      3.91%     3.92%   3.92%
 1300   3.95%    3.95%    3.93%      3.92%     3.92%   3.93%
 1400   3.96%    3.95%    3.93%      3.92%     3.92%   3.93%
 1500   3.96%    3.94%    3.92%      3.92%     3.93%   3.93%
 1600   3.95%    3.93%    3.92%      3.93%     3.93%   3.93%
 1715   3.92%    3.91%    3.90%      3.91%     3.91%   3.92%
                           (Closing May 16)
 1715   3.90%    3.87%    3.87%      3.87%     3.88%   3.89%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.92%    3.92%    3.92%      3.94%     3.98%   3.98%
 1100   3.94%    3.93%    3.94%      3.95%     3.99%   3.99%
 1200   3.93%    3.93%    3.94%      3.95%     3.99%   3.99%
 1300   3.94%    3.94%    3.95%      3.95%     4.00%   4.00%
 1400   3.94%    3.94%    3.95%      3.95%     4.00%   4.00%
 1500   3.94%    3.94%    3.95%      3.96%     4.00%   4.00%
 1600   3.94%    3.94%    3.94%      3.95%     4.00%   4.00%
 1715   3.93%    3.92%    3.93%      3.94%     3.98%   3.98%
                           (Closing May 16)
 1715   3.90%    3.90%    3.91%      3.92%     3.96%   3.97%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.7000/67.7100 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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