May 7, 2018 / 4:46 AM / 4 months ago

RPT-India fwd/annualised dlr premia-(close)-May 7

              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
                02.72%          02.72%           02.72%
                              (May 4)            
1000         02.25/04.25     01.75/03.00      00.50/01.25
                03.08%          03.19%           02.74%
---------------------------------------------------------------
 TIME       MAY           JUN            JUL            AUG 
---------------------------------------------------------------
 1000  15.50/17.00    36.25/38.25    58.25/60.25    80.00/82.00
 1100  15.50/17.00    36.50/38.50    58.50/60.50    80.25/82.25
 1200  15.50/17.00    36.50/38.50    58.50/60.50    80.25/82.25
 1300  15.25/16.75    36.25/38.25    58.25/60.25    80.25/82.25
 1400  15.50/17.00    36.50/38.50    58.50/60.50    80.00/82.00
 1500  15.25/16.75    36.25/38.25    58.50/60.50    80.50/82.50
 1600  15.50/17.00    36.50/38.50    58.75/60.75    80.50/82.50
 1715  15.50/17.00    36.75/38.75    59.00/61.00    81.00/83.00
                          (Closing May 4)
 1715  16.25/17.75    37.25/39.25    59.50/61.50    81.25/83.25
----------------------------------------------------------------
 TIME       SEP           OCT            NOV           DEC 
----------------------------------------------------------------
 1000  100.00/102.00 123.00/125.00  144.25/146.25 166.25/168.25
 1100  100.25/102.25 123.50/125.50  144.75/146.75 166.75/168.75
 1200  100.25/102.25 123.50/125.50  144.75/146.75 166.75/168.75
 1300  100.25/102.25 123.25/125.25  144.50/146.50 166.50/168.50
 1400  100.00/102.00 123.50/125.50  144.75/146.75 166.50/168.50
 1500  100.50/102.50 124.00/126.00  145.25/147.25 167.50/169.50
 1600  100.50/102.50 124.00/126.00  145.50/147.50 167.50/169.50
 1715  101.00/103.00 124.25/126.25  145.50/147.50 167.75/169.75
                          (Closing May 4)
 1715  101.00/103.00 124.25/126.25  145.50/147.50 167.50/169.50
----------------------------------------------------------------
 TIME       JAN           FEB             MAR           APR
----------------------------------------------------------------
 1000  187.00/189.00 206.50/208.50  227.00/229.00 252.00/254.00
 1100  187.50/189.50 207.00/209.00  227.50/229.50 252.50/254.50
 1200  187.50/189.50 207.00/209.00  227.50/229.50 252.50/254.50
 1300  187.00/189.00 206.50/208.50  227.00/229.00 252.00/254.00
 1400  187.00/189.00 206.50/208.50  227.00/229.00 252.00/254.00
 1500  188.50/190.50 208.00/210.00  228.50/230.50 253.50/255.50
 1600  189.00/191.00 208.75/210.75  229.50/231.50 254.50/256.50
 1715  188.75/190.75 208.50/210.50  229.00/231.00 254.00/256.00
                          (Closing May 4)
 1715  188.50/190.50 208.00/210.00  228.50/230.50 253.50/255.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.99%    3.94%    3.88%      3.87%     3.87%   3.86%
 1100   4.01%    3.96%    3.89%      3.88%     3.88%   3.87%
 1200   4.01%    3.96%    3.89%      3.88%     3.88%   3.87%
 1300   3.96%    3.93%    3.88%      3.87%     3.87%   3.86%
 1400   4.01%    3.96%    3.89%      3.87%     3.87%   3.87%
 1500   3.96%    3.94%    3.89%      3.89%     3.89%   3.88%
 1600   4.00%    3.96%    3.90%      3.89%     3.88%   3.88%
 1715   4.02%    3.98%    3.92%      3.91%     3.90%   3.89%
                          (Closing May 4)
 1715   4.03%    3.98%    3.92%      3.90%     3.89%   3.88%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   3.86%   3.85%    3.83%      3.83%     3.84%   3.86%
 1100   3.87%   3.86%    3.84%      3.84%     3.85%   3.87%
 1200   3.87%   3.86%    3.84%      3.84%     3.85%   3.87%
 1300   3.86%   3.85%    3.82%      3.82%     3.84%   3.86%
 1400   3.86%   3.85%    3.83%      3.83%     3.84%   3.86%
 1500   3.88%   3.87%    3.86%      3.85%     3.86%   3.88%
 1600   3.88%   3.88%    3.87%      3.87%     3.88%   3.90%
 1715   3.89%   3.88%    3.86%      3.86%     3.87%   3.89%
                          (Closing May 4) 
 1715   3.88%   3.88%    3.86%      3.85%     3.87%   3.89%
 --------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 67.1300/67.1400 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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