May 28, 2018 / 4:41 AM / 23 days ago

RPT-India fwd/annualised dlr premia-(close)-May 28

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000             N/A             N/A          00.50/01.25       
                 N/A             N/A             02.71%  
                              (May 25)            
1000         02.00/03.50     02.00/03.50          N/A     
                02.68%          02.68%            N/A   
---------------------------------------------------------------
 TIME       MAY           JUN            JUL            AUG 
---------------------------------------------------------------
 1000  00.25/01.25    21.50/23.50    44.25/46.25    66.25/68.25
 1100  00.25/01.25    21.50/23.50    44.50/46.50    66.75/68.75
 1200  00.25/01.25    21.50/23.50    44.50/46.50    66.75/68.75
 1300  00.25/01.25    21.50/23.50    44.50/46.50    67.00/69.00
 1400  00.25/01.25    21.50/23.50    44.50/46.50    67.00/69.00
 1500  00.25/01.25    21.25/23.25    44.25/46.25    66.50/68.50
 1600  00.25/01.25    21.25/23.25    44.25/46.25    66.50/68.50
 1715  00.25/01.25    21.25/23.25    44.50/46.50    67.00/69.00
                      (Closing May 25)
 1715  01.00/02.00    22.25/24.25    46.00/48.00    68.75/70.75
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  86.75/88.75    111.25/113.25  133.25/135.25 156.00/158.00
 1100  87.75/89.75    112.75/114.75  135.00/137.00 158.00/160.00
 1200  87.50/89.50    112.25/114.25  134.50/136.50 157.50/159.50
 1300  88.00/90.00    112.75/114.75  134.75/136.75 157.50/159.50
 1400  88.00/90.00    112.75/114.75  134.75/136.75 157.50/159.50
 1500  87.50/89.50    112.25/114.25  134.25/136.25 157.00/159.00
 1600  87.50/89.50    112.25/114.25  134.25/136.25 157.00/159.00
 1715  87.50/89.50    112.00/114.00  134.00/136.00 156.50/158.50
                      (Closing May 25)
 1715  89.50/91.50    114.25/116.25  136.50/138.50 159.50/161.50
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  178.00/180.00  199.50/201.50  221.75/223.75 249.00/251.00
 1100  180.00/182.00  201.50/203.50  223.75/225.75 251.00/253.00
 1200  179.50/181.50  201.00/203.00  223.25/225.25 250.50/252.50
 1300  179.50/181.50  201.00/203.00  223.25/225.25 250.50/252.50
 1400  179.50/181.50  201.00/203.00  223.25/225.25 250.50/252.50
 1500  179.00/181.00  200.50/202.50  222.75/224.75 250.00/252.00
 1600  179.00/181.00  200.50/202.50  222.75/224.75 250.00/252.00
 1715  179.00/181.00  200.00/202.00  221.75/223.75 249.50/251.50
                      (Closing May 25)
 1715  182.00/184.00  203.50/205.50  225.75/227.75 253.50/255.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.06%    3.95%    3.92%      3.93%     3.95%   3.95%
 1100   4.06%    3.98%    3.95%      3.97%     4.00%   4.00%
 1200   4.06%    3.97%    3.94%      3.96%     3.98%   3.99%
 1300   4.06%    3.97%    3.96%      3.98%     4.00%   3.99%
 1400   4.06%    3.97%    3.96%      3.98%     4.00%   3.99%
 1500   4.02%    3.96%    3.93%      3.96%     3.99%   3.98%
 1600   4.02%    3.96%    3.93%      3.96%     3.99%   3.98%
 1715   4.01%    3.97%    3.96%      3.96%     3.97%   3.97%
                      (Closing May 25)
 1715   4.04%    4.02%    4.00%      3.99%     4.00%   4.00%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.96%    3.94%    3.96%      3.98%     4.04%   4.03%
 1100   4.00%    3.99%    4.00%      4.02%     4.07%   4.06%
 1200   3.99%    3.97%    3.99%      4.00%     4.06%   4.05%
 1300   3.99%    3.97%    3.99%      4.01%     4.06%   4.05%
 1400   3.99%    3.97%    3.99%      4.01%     4.06%   4.05%
 1500   3.98%    3.97%    3.99%      4.00%     4.06%   4.05%
 1600   3.98%    3.97%    3.99%      4.00%     4.06%   4.05%
 1715   3.97%    3.96%    3.97%      3.98%     4.05%   4.04%
                      (Closing May 25)
 1715   4.00%    3.99%    4.00%      4.02%     4.08%   4.07%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.4300/67.4400 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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