May 23, 2018 / 4:39 AM / a month ago

RPT-India fwd/annualised dlr premia-(close)-May 23

              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
                02.68%          02.68%           02.68%
                              (May 22)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.68%          02.68%           02.68%
---------------------------------------------------------------
 TIME       MAY           JUN            JUL            AUG 
---------------------------------------------------------------
 1000  03.50/04.50    25.25/27.25    48.50/50.50    71.00/73.00
 1100  03.75/04.75    25.50/27.50    49.00/51.00    71.75/73.75
 1200  03.75/04.75    25.75/27.75    49.25/51.25    72.00/74.00
 1300  03.75/04.75    25.75/27.75    49.25/51.25    72.00/74.00
 1400  03.75/04.75    25.75/27.75    49.50/51.50    72.50/74.50
 1500  03.75/04.75    25.50/27.50    49.00/51.00    71.75/73.75
 1600  03.75/04.75    25.75/27.75    49.25/51.25    72.00/74.00
 1715  03.75/04.75    25.75/27.75    49.25/51.25    72.50/74.50
                        (Closing May 22)
 1715  04.25/05.25    26.25/28.25    49.50/51.50    72.25/74.25
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  92.00/94.00    117.00/119.00  139.25/141.25 162.25/164.25
 1100  92.50/94.50    117.25/119.25  139.75/141.75 162.75/164.75
 1200  93.00/95.00    117.75/119.75  140.25/142.25 163.25/165.25
 1300  93.50/95.50    118.50/120.50  141.00/143.00 164.25/166.25
 1400  93.25/95.25    118.00/120.00  140.50/142.50 163.75/165.75
 1500  93.25/95.25    118.25/120.25  140.75/142.75 164.00/166.00
 1600  93.50/95.50    118.50/120.50  141.00/143.00 164.25/166.25
 1715  93.50/95.50    118.50/120.50  141.25/143.25 164.75/166.75
                        (Closing May 22)
 1715  93.25/95.25    118.00/120.00  140.25/142.25 163.25/165.25
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  184.25/186.25  205.50/207.50  227.50/229.50 254.50/256.50
 1100  185.25/187.25  206.25/208.25  228.25/230.25 255.50/257.50
 1200  185.75/187.75  206.75/208.75  228.75/230.75 256.00/258.00
 1300  186.50/188.50  207.75/209.75  229.75/231.75 257.00/259.00
 1400  186.00/188.00  207.00/209.00  228.75/230.75 256.00/258.00
 1500  186.25/188.25  207.50/209.50  229.50/231.50 256.50/258.50
 1600  186.50/188.50  207.75/209.75  229.75/231.75 257.00/259.00
 1715  187.25/189.25  208.25/210.25  230.25/232.25 257.50/259.50
                        (Closing May 22)
 1715  185.50/187.50  206.50/208.50  228.25/230.25 255.50/257.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.00%    3.96%    3.94%      3.95%     3.97%   3.97%
 1100   4.05%    4.00%    3.98%      3.97%     3.98%   3.99%
 1200   4.08%    4.02%    3.99%      3.99%     3.99%   4.00%
 1300   4.08%    4.02%    3.99%      4.01%     4.02%   4.02%
 1400   4.07%    4.03%    4.01%      4.00%     4.00%   4.00%
 1500   4.04%    3.99%    3.97%      3.99%     4.01%   4.01%
 1600   4.07%    4.01%    3.98%      4.00%     4.01%   4.01%
 1715   4.07%    4.01%    4.00%      4.00%     4.01%   4.01%
                        (Closing May 22)
 1715   4.05%    3.99%    3.97%      3.98%     3.99%   3.99%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.97%    3.96%    3.96%      3.97%     4.02%   4.01%
 1100   3.98%    3.97%    3.98%      3.98%     4.03%   4.03%
 1200   3.99%    3.98%    3.98%      3.99%     4.04%   4.03%
 1300   4.02%    4.00%    4.00%      4.01%     4.05%   4.04%
 1400   4.00%    3.98%    3.98%      3.98%     4.03%   4.03%
 1500   4.01%    3.99%    3.99%      4.00%     4.04%   4.03%
 1600   4.01%    3.99%    3.99%      4.00%     4.04%   4.04%
 1715   4.02%    4.00%    4.00%      4.00%     4.05%   4.04%
                        (Closing May 22)
 1715   3.99%    3.97%    3.97%      3.98%     4.03%   4.02%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.4200/68.4300 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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