May 29, 2018 / 4:42 AM / in 5 months

RPT-India fwd/annualised dlr premia-(close)-May 29

                  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       
                02.70%          02.70%           02.70%  
                              (May 28)            
1000             N/A             N/A          00.50/01.25       
                 N/A             N/A             02.71%  
---------------------------------------------------------------
 TIME       JUN           JUL            AUG            SEP 
---------------------------------------------------------------
 1000  20.75/22.75    43.75/45.75    66.00/68.00    87.00/89.00
 1100  20.75/22.75    43.75/45.75    66.00/68.00    87.00/89.00
 1200  20.75/22.75    43.75/45.75    66.00/68.00    87.00/89.00
 1300  20.75/22.75    43.75/45.75    66.00/68.00    87.00/89.00
 1400  20.50/22.50    43.50/45.50    65.75/67.75    86.75/88.75
 1500  20.50/22.50    43.50/45.50    65.75/67.75    86.75/88.75
 1600  20.50/22.50    43.50/45.50    66.00/68.00    86.75/88.75
 1715  20.25/22.25    43.25/45.25    65.50/67.50    86.00/88.00
                      (Closing May 28)
 1715  21.25/23.25    44.50/46.50    67.00/69.00    87.50/89.50
----------------------------------------------------------------
 TIME       OCT           NOV            DEC           JAN 
----------------------------------------------------------------
 1000 112.00/114.00   134.25/136.25  157.25/159.25 179.25/181.25
 1100 112.00/114.00   134.25/136.25  157.25/159.25 179.25/181.25
 1200 112.00/114.00   134.25/136.25  157.25/159.25 179.25/181.25
 1300 112.00/114.00   134.25/136.25  157.25/159.25 179.25/181.25
 1400 111.75/113.75   134.00/136.00  156.75/158.75 178.75/180.75
 1500 111.50/113.50   133.50/135.50  156.00/158.00 178.00/180.00
 1600 111.00/113.00   133.00/135.00  155.50/157.50 177.75/179.75
 1715 110.50/112.50   132.50/134.50  155.00/157.00 177.00/179.00
                      (Closing May 28)
 1715 112.00/114.00   134.00/136.00  156.50/158.50 179.00/181.00
----------------------------------------------------------------
 TIME       FEB           MAR             APR           MAY
----------------------------------------------------------------
 1000  200.75/202.75  223.00/225.00  250.50/252.50 273.50/275.50
 1100  200.75/202.75  223.00/225.00  250.50/252.50 273.50/275.50
 1200  200.75/202.75  223.00/225.00  250.50/252.50 273.50/275.50
 1300  200.75/202.75  223.00/225.00  250.50/252.50 273.50/275.50
 1400  200.25/202.25  222.50/224.50  250.00/252.00 273.00/275.00
 1500  199.25/201.25  221.50/223.50  249.00/251.00 272.00/274.00
 1600  198.75/200.75  220.50/222.50  248.00/250.00 271.00/273.00
 1715  198.00/200.00  220.00/222.00  247.50/249.50 270.50/272.50
                      (Closing May 28)
 1715  200.00/202.00  221.75/223.75  249.50/251.50  00.25/01.25 
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.04%    3.96%    3.93%      3.95%     3.98%   3.98%
 1100   4.04%    3.95%    3.92%      3.95%     3.98%   3.98%
 1200   4.04%    3.95%    3.92%      3.95%     3.97%   3.98%
 1300   4.03%    3.94%    3.92%      3.94%     3.97%   3.97%
 1400   3.98%    3.92%    3.90%      3.93%     3.96%   3.96%
 1500   3.98%    3.92%    3.90%      3.93%     3.95%   3.95%
 1600   3.99%    3.92%    3.92%      3.93%     3.94%   3.94%
 1715   3.94%    3.90%    3.89%      3.90%     3.92%   3.92%
                      (Closing May 28)
 1715   4.01%    3.97%    3.96%      3.96%     3.97%   3.97%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.99%    3.97%    3.98%      4.00%     4.06%   4.05%
 1100   3.98%    3.96%    3.98%      4.00%     4.06%   4.05%
 1200   3.98%    3.96%    3.98%      3.99%     4.05%   4.05%
 1300   3.98%    3.96%    3.97%      3.99%     4.05%   4.04%
 1400   3.96%    3.94%    3.96%      3.97%     4.04%   4.03%
 1500   3.94%    3.92%    3.94%      3.96%     4.02%   4.02%
 1600   3.93%    3.92%    3.93%      3.94%     4.01%   4.01%
 1715   3.92%    3.91%    3.92%      3.94%     4.00%   4.00%
                      (Closing May 28)
 1715   3.97%    3.96%    3.97%      3.98%     4.05%   4.04%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.8600/67.8700 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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