May 25, 2018 / 4:43 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-May 25

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/03.50     02.00/03.50          N/A    
                02.68%          02.68%            N/A  
                              (May 24)            
1000         02.50/04.50     00.50/01.00      02.00/03.50
                02.67%          02.67%           02.67%
---------------------------------------------------------------
 TIME       MAY           JUN            JUL            AUG 
---------------------------------------------------------------
 1000  00.75/01.75    22.50/24.50    46.00/48.00    68.75/70.75
 1100  00.75/01.75    22.50/24.50    46.00/48.00    68.75/70.75
 1200  01.00/02.00    22.75/24.75    46.50/48.50    69.50/71.50
 1300  01.00/02.00    22.75/24.75    46.50/48.50    69.50/71.50
 1400  01.00/02.00    23.00/25.00    46.50/48.50    69.50/71.50
 1500  00.75/01.75    22.50/24.50    46.00/48.00    68.75/70.75
 1600  01.00/02.00    22.00/24.00    45.50/47.50    68.50/70.50
 1715  01.00/02.00    22.25/24.25    46.00/48.00    68.75/70.75
                        (Closing May 24)
 1715  01.00/02.00    23.00/25.00    46.50/48.50    69.75/71.75
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  90.00/92.00    115.25/117.25  138.00/140.00 161.50/163.50
 1100  90.00/92.00    115.25/117.25  138.00/140.00 161.50/163.50
 1200  90.75/92.75    116.00/118.00  138.25/140.25 161.75/163.75
 1300  90.75/92.75    116.00/118.00  138.25/140.25 161.75/163.75
 1400  91.00/93.00    116.25/118.25  138.75/140.75 162.25/164.25
 1500  90.00/92.00    115.25/117.25  138.00/140.00 161.25/163.25
 1600  89.75/91.75    114.75/116.75  137.00/139.00 160.25/162.25
 1715  89.50/91.50    114.25/116.25  136.50/138.50 159.50/161.50
                        (Closing May 24)
 1715  91.25/93.25    116.50/118.50  139.25/141.25 162.75/164.75
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  183.75/185.75  205.25/207.25  227.50/229.50 255.00/257.00
 1100  184.00/186.00  205.50/207.50  227.75/229.75 255.50/257.50
 1200  184.25/186.25  205.75/207.75  228.25/230.25 256.00/258.00
 1300  184.25/186.25  205.75/207.75  228.25/230.25 256.00/258.00
 1400  184.75/186.75  206.25/208.25  228.75/230.75 256.50/258.50
 1500  183.75/185.75  205.25/207.25  227.50/229.50 255.00/257.00
 1600  182.75/184.75  204.25/206.25  226.50/228.50 254.00/256.00
 1715  182.00/184.00  203.50/205.50  225.75/227.75 253.50/255.50
                        (Closing May 24)
 1715  185.25/187.25  206.75/208.75  229.00/231.00 256.50/258.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.06%    3.99%    3.97%      3.99%     4.01%   4.02%
 1100   4.05%    3.99%    3.97%      3.99%     4.01%   4.02%
 1200   4.10%    4.03%    4.01%      4.02%     4.03%   4.02%
 1300   4.10%    4.03%    4.01%      4.02%     4.04%   4.03%
 1400   4.15%    4.04%    4.02%      4.04%     4.06%   4.05%
 1500   4.08%    4.02%    3.99%      4.01%     4.03%   4.04%
 1600   4.00%    3.98%    3.98%      4.01%     4.02%   4.02%
 1715   4.04%    4.02%    4.00%      3.99%     4.00%   4.00%
                        (Closing May 24)
 1715   4.13%    4.03%    4.02%      4.04%     4.05%   4.05%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.03%    4.01%    4.01%      4.02%     4.08%   4.07%
 1100   4.02%    4.01%    4.02%      4.02%     4.08%   4.07%
 1200   4.03%    4.01%    4.02%      4.03%     4.09%   4.08%
 1300   4.03%    4.01%    4.02%      4.03%     4.09%   4.08%
 1400   4.05%    4.03%    4.04%      4.05%     4.11%   4.10%
 1500   4.04%    4.03%    4.04%      4.04%     4.10%   4.09%
 1600   4.02%    4.01%    4.02%      4.03%     4.09%   4.08%
 1715   4.00%    3.99%    4.00%      4.02%     4.08%   4.07%
                        (Closing May 24)
 1715   4.05%    4.03%    4.03%      4.04%     4.09%   4.08%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.7750/67.7850 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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