May 3, 2018 / 4:43 AM / 17 days ago

RPT-India fwd/annualised dlr premia-(close)-May 3

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.25/04.25     00.50/01.25      01.75/03.00
                03.08%          02.74%           03.20%
                              (May 2)            
1000         01.00/02.50     00.50/01.25      00.50/01.25
                02.74%          02.74%           02.74%
---------------------------------------------------------------
 TIME       MAY           JUN            JUL            AUG 
---------------------------------------------------------------
 1000  17.25/19.25    38.50/40.50    61.25/63.25    83.50/85.50
 1100  17.25/19.25    38.50/40.50    61.25/63.25    83.50/85.50
 1200  17.50/19.00    38.75/40.75    61.50/63.50    83.50/85.50
 1300  17.50/19.00    38.50/40.50    61.25/63.25    83.25/85.25
 1400  17.25/19.25    38.75/40.75    61.50/63.50    83.50/85.50
 1500  17.25/19.25    38.75/40.75    61.50/63.50    83.50/85.50
 1600  17.25/19.25    38.75/40.75    61.50/63.50    83.50/85.50
 1715  17.25/19.25    38.75/40.75    61.50/63.50    83.50/85.50
                          (Closing May 2)
 1715  19.25/21.25    40.50/42.50    63.00/65.00    85.00/87.00
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  104.00/106.00 128.00/130.00  150.00/152.00 172.50/174.50
 1100  104.00/106.00 128.00/130.00  150.00/152.00 172.50/174.50
 1200  104.00/106.00 128.00/130.00  150.00/152.00 172.50/174.50
 1300  103.75/105.75 127.50/129.50  149.50/151.50 172.00/174.00
 1400  103.75/105.75 127.50/129.50  149.50/151.50 172.00/174.00
 1500  103.75/105.75 127.50/129.50  149.25/151.25 171.50/173.50
 1600  103.75/105.75 127.50/129.50  149.25/151.25 171.50/173.50
 1715  103.75/105.75 127.25/129.25  149.25/151.25 171.75/173.75
                          (Closing May 2)
 1715  105.50/107.50 129.50/131.50  151.50/153.50 174.00/176.00
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  194.25/196.25 214.25/216.25  235.00/237.00 260.50/262.50
 1100  194.25/196.25 214.25/216.25  235.00/237.00 260.50/262.50
 1200  194.00/196.00 213.75/215.75  234.50/236.50 260.00/262.00
 1300  193.25/195.25 213.00/215.00  233.50/235.50 258.50/260.50
 1400  193.25/195.25 212.75/214.75  233.25/235.25 258.50/260.50
 1500  193.00/195.00 212.50/214.50  233.00/235.00 258.25/260.25
 1600  193.00/195.00 212.50/214.50  233.00/235.00 258.25/260.25
 1715  192.75/194.75 212.50/214.50  233.00/235.00 258.00/260.00
                          (Closing May 2)
 1715  195.50/197.50 215.00/217.00  235.50/237.50 260.50/262.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.14%    4.06%    4.01%      4.00%     4.00%   4.00%
 1100   4.13%    4.05%    4.01%      3.99%     3.99%   3.99%
 1200   4.14%    4.08%    4.02%      3.99%     4.00%   4.00%
 1300   4.13%    4.05%    4.00%      3.98%     3.98%   3.98%
 1400   4.14%    4.08%    4.02%      3.99%     3.98%   3.98%
 1500   4.15%    4.08%    4.02%      3.99%     3.99%   3.98%
 1600   4.15%    4.08%    4.02%      3.99%     3.99%   3.98%
 1715   4.14%    4.07%    4.02%      3.99%     3.98%   3.97%
                          (Closing May 2)
 1715   4.09%    4.04%    3.98%      3.96%     3.97%   3.97%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.00%   3.99%    3.98%      3.97%     3.98%   4.00%
 1100   4.00%   3.99%    3.98%      3.97%     3.98%   4.00%
 1200   4.00%   3.99%    3.97%      3.96%     3.97%   3.99%
 1300   3.98%   3.98%    3.95%      3.95%     3.95%   3.97%
 1400   3.98%   3.98%    3.95%      3.94%     3.95%   3.97%
 1500   3.98%   3.97%    3.95%      3.94%     3.95%   3.97%
 1600   3.98%   3.97%    3.95%      3.94%     3.95%   3.97%
 1715   3.98%   3.97%    3.94%      3.94%     3.94%   3.96%
                          (Closing May 2) 
 1715   3.98%   3.97%    3.95%      3.94%     3.94%   3.96%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 66.6425/66.6525 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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