May 31, 2018 / 4:40 AM / 17 days ago

RPT-India fwd/annualised dlr premia-(close)-May 31

                  Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000         02.00/04.00     00.50/01.00      01.50/03.00      
                02.70%          02.70%           02.70  
                              (May 30)            
1000         01.00/02.00     00.50/01.00      00.50/01.00      
                02.69%          02.69%           02.69  
---------------------------------------------------------------
 TIME       JUN           JUL            AUG            SEP 
---------------------------------------------------------------
 1000  17.50/19.50    40.50/42.50    62.75/64.75    83.75/85.75
 1100  17.50/19.50    40.50/42.50    63.00/65.00    84.00/86.00
 1200  17.25/19.25    40.50/42.50    63.25/65.25    84.00/86.00
 1300  17.50/19.50    41.00/43.00    63.75/65.75    84.50/86.50
 1400  17.50/19.50    41.00/43.00    64.00/66.00    85.00/87.00
 1500  17.50/19.50    41.25/43.25    64.25/66.25    85.25/87.25
 1600  17.50/19.50    41.25/43.25    64.25/66.25    85.25/87.25
 1715  17.75/19.75    41.25/43.25    64.25/66.25    85.50/87.50
                      (Closing May 30)
 1715  19.50/21.50    42.25/44.25    64.50/66.50    85.00/87.00
----------------------------------------------------------------
 TIME       OCT           NOV            DEC           JAN 
----------------------------------------------------------------
 1000 108.75/110.75   131.00/133.00  154.00/156.00 176.25/178.25
 1100 109.00/111.00   131.25/133.25  154.25/156.25 176.25/178.25
 1200 109.00/111.00   131.25/133.25  154.25/156.25 176.50/178.50
 1300 109.50/111.50   131.75/133.75  154.75/156.75 177.00/179.00
 1400 110.00/112.00   132.25/134.25  155.25/157.25 177.50/179.50
 1500 110.25/112.25   132.50/134.50  155.50/157.50 177.75/179.75
 1600 110.25/112.25   132.50/134.50  155.50/157.50 177.75/179.75
 1715 110.50/112.50   132.75/134.75  155.75/157.75 178.00/180.00
                      (Closing May 30)
 1715 109.75/111.75   132.00/134.00  154.50/156.50 176.50/178.50
----------------------------------------------------------------
 TIME       FEB           MAR             APR           MAY
----------------------------------------------------------------
 1000  197.50/199.50  219.50/221.50  247.00/249.00 270.00/272.00
 1100  197.50/199.50  219.50/221.50  247.00/249.00 270.00/272.00
 1200  197.50/199.50  219.50/221.50  247.00/249.00 270.00/272.00
 1300  198.00/200.00  220.00/222.00  247.50/249.50 270.50/272.50
 1400  198.50/200.50  220.50/222.50  248.00/250.00 271.00/273.00
 1500  198.50/200.50  220.25/222.25  247.50/249.50 270.50/272.50
 1600  198.50/200.50  220.25/222.25  247.50/249.50 270.50/272.50
 1715  199.00/201.00  220.75/222.75  248.00/250.00 271.00/273.00
                      (Closing May 30)
 1715  197.50/199.50  219.25/221.25  246.75/248.75 269.50/271.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.98%    3.93%    3.92%      3.95%     3.98%   3.98%
 1100   3.98%    3.94%    3.94%      3.97%     3.99%   4.00%
 1200   3.95%    3.94%    3.95%      3.97%     4.00%   4.00%
 1300   4.00%    3.98%    3.98%      3.99%     4.01%   4.01%
 1400   3.99%    3.99%    4.00%      4.01%     4.03%   4.02%
 1500   4.01%    4.01%    4.01%      4.03%     4.04%   4.03%
 1600   4.00%    4.01%    4.01%      4.02%     4.04%   4.03%
 1715   4.04%    4.01%    4.02%      4.04%     4.05%   4.05%
                      (Closing May 30)
 1715   3.95%    3.90%    3.90%      3.92%     3.94%   3.96%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.99%    3.98%    3.99%      4.01%     4.06%   4.06%
 1100   4.00%    3.98%    3.99%      4.02%     4.06%   4.06%
 1200   4.00%    3.99%    4.00%      4.02%     4.07%   4.06%
 1300   4.01%    4.00%    4.00%      4.02%     4.07%   4.07%
 1400   4.02%    4.01%    4.01%      4.03%     4.08%   4.07%
 1500   4.03%    4.01%    4.01%      4.03%     4.07%   4.07%
 1600   4.03%    4.01%    4.01%      4.03%     4.07%   4.07%
 1715   4.04%    4.02%    4.03%      4.04%     4.08%   4.08%
                      (Closing May 30)
 1715   3.95%    3.94%    3.95%      3.97%     4.03%   4.02%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.4050/67.4150 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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