May 24, 2018 / 4:45 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-May 24

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.50/04.50     00.50/01.00      02.00/03.50
                02.67%          02.67%           02.67%
                              (May 23)            
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  01.00/02.00    23.25/25.25    46.75/48.75    69.50/71.50
 1100  01.00/02.00    23.00/25.00    46.50/48.50    69.75/71.75
 1200  01.00/02.00    23.00/25.00    46.75/48.75    69.75/71.75
 1300  01.00/02.00    23.00/25.00    47.00/49.00    70.25/72.25
 1400  01.00/02.00    23.00/25.00    46.50/48.50    69.50/71.50
 1500  01.00/02.00    23.00/25.00    46.50/48.50    69.50/71.50
 1600  01.00/02.00    23.00/25.00    46.75/48.75    69.75/71.75
 1715  01.00/02.00    23.00/25.00    46.50/48.50    69.75/71.75
                        (Closing May 23)
 1715  03.75/04.75    25.75/27.75    49.25/51.25    72.50/74.50
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  91.00/93.00    116.50/118.50  139.25/141.25 162.75/164.75
 1100  91.00/93.00    116.00/118.00  138.75/140.75 162.25/164.25
 1200  91.25/93.25    116.75/118.75  139.50/141.50 163.00/165.00
 1300  91.75/93.75    117.25/119.25  140.25/142.25 163.75/165.75
 1400  91.00/93.00    116.50/118.50  139.50/141.50 163.00/165.00
 1500  91.00/93.00    116.50/118.50  139.25/141.25 162.75/164.75
 1600  91.25/93.25    116.75/118.75  139.50/141.50 163.00/165.00
 1715  91.25/93.25    116.50/118.50  139.25/141.25 162.75/164.75
                        (Closing May 23)
 1715  93.50/95.50    118.50/120.50  141.25/143.25 164.75/166.75
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  185.25/187.25  206.50/208.50  228.50/230.50 256.00/258.00
 1100  184.75/186.75  206.00/208.00  228.00/230.00 255.50/257.50
 1200  185.50/187.50  207.00/209.00  229.50/231.50 257.00/259.00
 1300  186.25/188.25  207.75/209.75  230.25/232.25 258.00/260.00
 1400  185.50/187.50  207.00/209.00  229.50/231.50 257.00/259.00
 1500  185.25/187.25  206.75/208.75  229.00/231.00 256.50/258.50
 1600  185.50/187.50  207.00/209.00  229.25/231.25 257.00/259.00
 1715  185.25/187.25  206.75/208.75  229.00/231.00 256.50/258.50
                        (Closing May 23)
 1715  187.25/189.25  208.25/210.25  230.25/232.25 257.50/259.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.18%    4.05%    4.01%      4.03%     4.05%   4.05%
 1100   4.14%    4.03%    4.02%      4.03%     4.03%   4.04%
 1200   4.13%    4.05%    4.02%      4.03%     4.05%   4.05%
 1300   4.13%    4.07%    4.05%      4.06%     4.07%   4.08%
 1400   4.13%    4.03%    4.01%      4.03%     4.05%   4.06%
 1500   4.13%    4.03%    4.01%      4.03%     4.05%   4.05%
 1600   4.14%    4.05%    4.02%      4.04%     4.06%   4.06%
 1715   4.13%    4.03%    4.02%      4.04%     4.05%   4.05%
                        (Closing May 23)
 1715   4.07%    4.01%    4.00%      4.00%     4.01%   4.01%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.05%    4.03%    4.03%      4.03%     4.09%   4.07%
 1100   4.04%    4.02%    4.02%      4.02%     4.08%   4.07%
 1200   4.05%    4.03%    4.04%      4.05%     4.10%   4.08%
 1300   4.07%    4.05%    4.05%      4.06%     4.11%   4.10%
 1400   4.06%    4.03%    4.04%      4.05%     4.10%   4.09%
 1500   4.05%    4.03%    4.03%      4.04%     4.09%   4.08%
 1600   4.06%    4.03%    4.04%      4.05%     4.10%   4.09%
 1715   4.05%    4.03%    4.03%      4.04%     4.09%   4.08%
                        (Closing May 23)
 1715   4.02%    4.00%    4.00%      4.00%     4.05%   4.04%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 68.3425/68.3525 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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